Senior Analyst, Model Risk Management

Senior Analyst, Model Risk Management

This job is no longer open

Social Finance Inc. seeks Senior Analyst, Model Risk Management in San Francisco, CA:
Job Duties: Assure all quantitative models used at SoFi are conceptually sound and are appropriately
used and monitored. Conduct reviews of periodic model performance monitoring reports, approve
model changes, classify models into risk tiers, and drive adoption of modeling best practices. Perform
critical reviews of (or “validating”) quantitative models planned for use at SoFi. Read model
documentation and engage in dialogue with model developers to understand how the model was built
and how it functions. Assess the suitability of data used to build the model, the conceptual soundness of
the modeling approach, and the appropriateness of the testing protocols and diagnostic metrics used on
the model. Review results of diagnostic testing and analysis performed by the model owner and will
conduct confirmatory or additional work as needed to have confidence in the model. Summarize work
and findings in a detailed written report, which will include formal recommendations and any required
remediation work. Telecommuting is an option.


Minimum Requirements: Master’s degree, or foreign equivalent, in Mathematics, Quantitative Finance,
or closely related quantitative discipline, and two (2) years of experience in job offered or in any
occupation in a related field.


Special Skill Requirements: 1 year in each of the following: (1) Data Mining; (2) Statistics; (3) Time Series;
(4) Optimization; (5) Stochastic Calculus; (6) Numerical Analysis; (7) Financial Modeling; (8) QRM; (9)
Matlab; (10) R; (11) SAS; (12) VBA; (13) Python. Any suitable combination of education, training and/or
experience is acceptable. Telecommuting is an option.


Salary: $189,000.00 - $217,350.00 per annum.


Submit resume with references to: Req.# 22-131427 at: ATTN: HR, jobadverts@sofi.org.

 

 

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This job is no longer open
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