What are the responsibilities and job description for the Model Validation Associate position at Frost Bank?
Current Frost employees must apply using the Careers application in Workday (not through this site)
Job Description
As a Model Validation Associate at Frost, you will:
- Analyze varying financial, statistical, and behavioral models to validate, or assist to validate, their accuracy
- Monitor the risk of assigned models to determine if it is in line with Frost’s risk strategy
- Ensure a thorough review by challenging key aspects of each model
- Participate model governance activities, such as reviewing policies, controls, risk assessments, and documentation standards to ensure the bank’s compliance with all regulations, especially SR 11-7
- Always take action using Integrity, Caring, and Excellence to achieve all-win outcomes
To be successful you will need:
- Master's degree in a quantitative field such as Mathematics, Mathematical Finance, Financial Engineering, Statistics, Physics, Management Science, Operations Research, or Economics; or the ability to attain the Master’s degree within 12 months
- Mastery of statistics and numerical techniques
- Demonstrated experience with documenting technical aspects of a model as well as presenting results/findings
- Proficient in either SQL, SAS, R, or Python
- Advanced knowledge of Microsoft Excel
- Proficient in Microsoft computer applications
- Excellent written and verbal communication skills
An ideal candidate might have:
- 1 years of experience in the development or validation of financial, statistical, or mathematical models, or, equivalent coursework/internship experience
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