IRR Model Validator

Date
03/10/2020
Location
New York, NY
Compensation
N/A

Job Function:

 

IRR Model Validator

 

 
 

 

 

 

• Lead the IRR model back testing;

• Evaluate vendor model adequacy;

• Lead loan portfolio stress test;

• Prepare backtesting reports, model evaluation report, and loan portfolio stress test report;

• Conducting reviews on other activity reviews assigned by BSA/OFAC Officer or managers;

• Help design ongoing model assumption management procedure.

Requirements:

 

 

Requirements:

 

•   Deep knowledge and working experience on IRR model

 

•   10 plus years of hands on experience

 

•   Good communication and Excel skills

 

•   Team work and self-starter

 

•   Ph.D. preferred

Contact Details:

John   Kiley

jkiley@madisondavis.com

914-524-0301 ext 124