Model Risk Manager
Company: MUFG
Location: San Rafael
Posted on: January 12, 2021
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Job Description:
Serving as the model validation lead for credit loss statistical
models including ratings, -economic capital, and models used for
Comprehensive Capital Analysis and Review (CCAR) and Dodd-Frank Act
Stress Tests (DFAST) submissions; Independent testing and
documenting validation results, including analyzing and
interpreting statistical data, assessments of model conceptual
soundness, evaluation of data and assumptions, testing model
computational accuracy, and performing outcomes analysis; Managing
the resolution of findings, recommending management action plans,
and tracking remediation progress; Assisting in the development,
maintenance and implementation of the Bank's Model Risk Management
Program utilizing statistical methods; Consulting with model users
on the design of effective model operational controls; Interfacing
with regulators from the Office of the Comptroller of the Currency
(OCC) and Federal Reserve Bank (FRB); and contributing to
regulatory bank exams by preparing materials regarding the results
of statistical analysis for regulators, and presenting to various
bank examiners as required; Giving industry presentations as
required; and preparing, and presenting state-of-the-art modeling
techniques at banking industry conferences; Coordinating third
party consulting contracts for model validation related
work.Education: -Master's degree in Economics, Financial
Engineering, Mathematics, Statistics or a related field (or foreign
equivalent degree).Experience: -5 years of experience in the
banking industry in a risk management capacity building or
validating statistical forecast models using SAS or R, including
CCAR or DFAST models.Location: -San Francisco, CA We are committed
to leveraging the diverse backgrounds, perspectives and experience
of our workforce to create opportunities for our people and our
business; Equal Opportunity Employer:
Minority/Female/Disability/Veteran.
Keywords: MUFG, San Rafael , Model Risk Manager, Executive , San Rafael, California
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