Statistical Model Validation Consultant

PSR Associates Inc
Manhattan, NY Full Time
POSTED ON 4/3/2024
PSR Associates, Inc. is an IT consulting firm specializing in Staffing and Recruiting Services. People. Solutions. Results. Founded in 2003, PSR Associates, Inc. is headquartered in Atlanta, GA, with additional offices in Tampa, FL; Washington, D.C.; Charlotte, NC; Austin, TX; and Irvine, CA. Trusted, connected, experienced and fast, PSR Associates delivers the right talent to help leading companies perform at their best.

Specialized Technical Consultant

Job Description:

We are seeking a qualified candidate for the role of Specialized Technical Consultant. The desired candidate has extensive model validation experience related to credit risk models, pre-provision net revenue (PPNR) models, CCAR modeling, CECL modeling, statistical analysis, machine learning modeling, and model governance.

Job Duties and Responsibilities:

Provides subject matter expertise in the requested technology or application.

Assists client in implementing, upgrading or optimizing specific technology.

Utilizes professional expertise to perform analysis, project management and/or development activities with technology.

Requires demonstrated subject matter expertise in the specified technical area.

Skills:

STATISTICAL MODELING

MODEL VALIDATION AND GOVERNANCE

CREDIT RISK

STRESS TESTING

SAS

PYTHON

MICROSOFT EXCEL

RISK MODEL, VALIDATION AND VALUATION

CREDIT RISK

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$114,188 to $154,257
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