Job Description
Job description
Key Responsibility Area: (Specifies Key Result Areas for the Incumbent)
o Apply predictive modeling techniques, including decision trees, regression analysis, and machine learning,
to develop models that meet predictive accuracy requirements.
o Evaluate the conceptual and technical soundness of valuation and risk models according to OCC SR 11-7
Model Risk Management guidelines.
o Critically assess modeling approaches, frameworks, assumptions, and testing methodologies, covering
performance testing, back testing, benchmarking, and stress/sensitivity testing.
o Perform data extraction from relational databases using SQL and employ programming languages like
Python and R for model testing, data analysis, and generating reports.
o Ensure model documentation adheres to regulatory standards, particularly SR 11-7 guidelines, covering
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