Charlotte, NC30+ days ago
Ability to effectively challenge model development/validation of various statistical and/or AI/ML models covering balance sheets, treasury, interest rates, pricing/valuation, derivatives, PPNR, credit, AML, fraud, scorecard and other areas, - Knowledge of quantitative and qualitative risk factors, industry risks, competition risks, and risk management approaches. - Advanced knowledge of various regression techniques, parametric and non-parametric algorithms, time series techniques, and AI/ML models - including supervised and unsupervised learning approaches - along with expertise in model validation methodologies and performance testing, using SAS, Python, or similar statistical and AI/ML packages.