cara membeli pelatihan prakerja,pelatihan prakerja,pelatihan prakerja tanpa webinar,sudah menyelesaikan pelatihan prakerja tapi status masih aktif,pelatihan zenpro,berapa lama pelatihan prakerja,pelatihan yang mudah di prakerja,apakah saldo pelatihan prakerja harus dihabiskan,email prakerja beda dengan email pelatihan,loker kfc makassar,loker olx jakarta,cyber security jobs,data analyst jobs,it jobs in usa,it remote jobs,it jobs near me,jobs data,jobs ziprecruiter,ziprecruiter jobs,freelance jobs,jobs and family services,jobs hiring immediately,x ray tech jobs near me,medical assistant jobs near me,jobs 2022,driving jobs,graphic design jobs,mechanical engineering jobs,2 jobs at the same time,jobs quick money,jobs hiring,hiring jobs,jobs that are hiring,jobs urgently hiring near me,jobs 25 an hour near me,jobs quick hire,3rd shift jobs near me,jobs at google,google jobs,online tutoring jobs,expert jobs 24,customer service jobs,nsw health jobs,government of canada jobs,jobs online,online jobs,upwork jobs,home jobs online,jobs online from home,online jobs from home,usa jobs,usaa jobs,online part time jobs,entry level remote jobs,jobs remote,remote jobs,it work from home jobs,blue collar jobs,marketing jobs,dubai jobs,online jobs for students,netflix jobs,voice acting jobs,jobs available near me,full time jobs near me,jobs near me part time,part time jobs near me,zoology jobs,amazon work from home jobs,amazon warehouse jobs

Model Risk Management Specialist

KGO Consulting
Full Time
Weston, FL 33331
Posted 12 days ago
Job description

Job Title: Model Risk Management Specialist

Job ID#: MS0829

Employer: KGO Consulting, LLC

Worksite: 3628 Heron Ridge Ln, Weston, FL 33331


  • Validate and enhance current asset and liability forecasting and predictive models using R/SAS.
  • Validate portfolios via the assessment of market factor data, market factor sensitivity and sensitivity grids, multivariate-normal random number generator, actual, hypothetical, and convergence back testing, historical VaR benchmark, regression of partial valuation on full valuation, stress and sensitivity testing, and approximation of 10-day VaR based on scaled-up 1-day Vol using Python.
  • Validate liquidity risk stress testing assumption for the consolidated balance sheet, ALM forecast methodology, yield curve scenario, and interest rate model selection for the measurement of NIM, EVE, EaR, and duration GAP.
  • Review current fixed income and credit risk models using R/Python.
  • Perform big data analytics (SQL and Non-SQL database) with Apache Spark and Machine learning applications, executed machine learning use cases under Spark ML and Mllib.
  • Perform gap analysis to resolve MRA raised by the regulator for model risk management framework in terms of the model lifecycle including model validation, ongoing performance evaluation, and annual model reviews.
  • Discuss findings with internal and external stakeholders, write validation reports, and manage model risk.


  • Master’s degree in Accounting, financial mathematics, or a closely related discipline.
  • 24 months of Financial-related experience.
  • Capable of working with SAS, SQL, Python, MATLAB, C/C++.
  • Telecommuting is allowed for this position.
  • Travel to client sites within the US to perform job duties is required.

To apply, mail CV w/ Job ID# MS0829 to Kevin Oppenheimer, 3628 Heron Ridge Ln, Weston, FL 33331.

Job Type: Full-time


  • 401(k)
  • 401(k) matching
  • Health insurance
  • Paid time off
  • Professional development assistance
  • Tuition reimbursement

Physical setting:

  • Office


  • 8 hour shift
  • Monday to Friday

Work Location: One location

Intrested in this job?