$250K - $500K*
The Model Analysis Group (MAG) is a growing team within Quantitative Risk and Stress Testing (QRS). It is responsible for all post model development analytics relating to models developed by QRS teams, including Ongoing Performance Assessments (OPA), Annual Model Reviews (AMR), and Revalidations.
Members of the MAG will be actively involved in different aspects of the model lifecycle. A typical model goes through different stages: design, calibration, testing, documentation, validation, implementation, monitoring and back to re-design and re-calibration when relevant assumptions change or monitoring indicates performance issues. OPAs and AMRs are critical parts of the model lifecycle to determine model performance (model use and monitoring) that can trigger model re-design or re-calibration by identifying critical issues.
Thus the job is related to a critical stage/decision point; essentially whether or not the model can still be used, whi
Valid through: 2020-4-3
$100K - $500K
10 days ago
$120K - $250K
2 days ago