Quantity Risk Analystzions bancorp
Quantity Risk Analyst: Analyze financial model perform/limits. Determine if components follow Mallow's C(p), AIC, BIC & log-likelihood. Evaluate data integrity/relevance. Statistical tests to evaluate assumptions. Replicate model results, data manipulation & test status. Conduct sensitivity/stress scenarios. Report on theory & empirical analysis.
Requirements: MS Stats, SAS certificate & 2 years experience with R & regression/time series models include assumptions testing.