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Quantitative Analyst II -MRM

Location: Cincinnati
Posted on: March 18, 2019

Job Description:

GENERAL FUNCTION: The incumbent will provide support to the continuous development of a sound and robust framework of Model Risk Management within the Bancorp. Key responsibilities include, but are not limited to,performingcomprehensivemodelvalidation, documenting validation analyses/findings, and recommending model issues/observations based on validation findings.











ESSENTIAL DUTIES & RESPONSIBILITIES:





.Model Validation





oPerform 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.





oConduct outcome analysis to evaluate model performance.





oIdentify model risks and limitations.





oPresent validation results and overall assessment to management.





oCoordinate with Model Governance analyst to address any outstanding issues.





.General Model Risk Management





oKeep abreast of industry best practice standards for model validation.





oOther projects/tasks as assigned by MRM management.





Keywords: , Cincinnati , Quantitative Analyst II -MRM, PR / Public Relations , Cincinnati, Ohio

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