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Sr. Quantitative Analyst

Location: Cincinnati
Posted on: May 11, 2024

Job Description:

GENERAL FUNCTION: Responsible for providing support to the continuous development of a sound and robust framework of Model Risk Management within the Bancorp. Key responsibilities include, but not limited to, independently perform comprehensivemodelvalidation, document validation analyses/findings, and recommend model issues/observations based on validation findings.








ESSENTIAL DUTIES & RESPONSIBILITIES:




.Model Validation




oIndependently perform model validation in accordance to Fifth Third Bank Model Risk Management policy and procedure.




oAssess the soundness of model inputs, assumptions, methodology and conceptual framework.




oDesign and conduct outcome analysis to evaluate model performance.




oIdentify model risks, limitations and propose potential model issues or recommendations based on findings.




oPresent test results, validation findings, and overall model risk assessment to management.




oWork with model owners to develop a robust ongoing monitor system to effectively mitigate model risks.




oCoordinate with Model Governance analyst to address any outstanding issues.




.General Model Risk Management




oKeep abreast of industry best practice standards for model validation.




oServe as point of contact for Line of Business audits and regulatory examinations of model validations.




oCoach, mentor, and develop junior validators.




oOther projects/tasks as assigned by MRM management.








SUPERVISORY RESPONSIBILITIES: None. However, the incumbent could be assigned as a project lead to supervise junior validators on ad-hoc projects.




Keywords: , Cincinnati , Sr. Quantitative Analyst, PR / Public Relations , Cincinnati, Ohio

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