CRM Quantitative Model Analyst
Company: Valley Bank
Posted on: May 9, 2022
The Quantitative Model Analyst position develops new
quantitative models and supports existing models used by Credit
Risk Management to support credit quality monitoring and control
processes. Responsibilities include, but are not limited to:
- Develop and support credit-oriented quantitative models used by
Credit Risk Management (CRM), consumer and commercial lending
- Support CRM's MRM Transition Matrix Model (TMM) including
"scaling adjustments" for the quarterly Allowance for Credit Losses
- Assess business requirements to ensure model development or
enhancements meet user requirements.
- Liaison to Valley's Model Risk Management team concerning
periodic model validations.
- Support regulatory reviews and audits of modeling processes,
testing and validation.
Keywords: Valley Bank, Wayne , CRM Quantitative Model Analyst, Professions , Wayne, New Jersey
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