Model Documentation & Data Analysis
Location: Chicago, Illinois US
Requisition Number: 1625
Location: Virtual/Remote with ~25% travel to Chicago
We are searching for both a Senior and a Junior Model Documentation and Data Analysis consultant to support a 3 to 6 month contract with our client. Most of the work will be based in Bethesda with some travel to Chicago. Travel is expected to be less than 25%.
- Collaborate with the modelling team to prepare model documentation for credit risk models and operational risk models.
- Analyze performance of credit and operational risk models in SAS including gathering & cleansing & pre-processing data.
- Execute models and analyze outputs.
- Required is some combination of model documentation experience, SAS experience, credit analytics, operational risk, and/or model governance.
- Bachelors degree in Quantitative modeling, mathematics, or finance. Masters degree preferred.
- Experience with both wholesale and retail portfolios is required.
- Financial modeling experience in the financial services industry.
- 2+ years SAS experience
- Knowledge of statistical learning methods (regression, classification, optimization problems)
- Knowledge of validation methodologies (measurements of model accuracy/bootstrapping/cross validation techniques)
- Computing experience in Python
- Knowledge of AWS/distributed computing systems
- Independent thinker that can challenge assumptions of previously derived and “settled” results
- ETL (Extract, Transform, Load) data management experience
- Experience executing models and analyzing the output.
- Experience with model governance.
Community / Marketing Title: Model Documentation & Data Analysis
The Oakleaf Group is a premier advisory firm with expertise in risk management and financial modeling for the mortgage and banking industries. We serve publicly traded and privately held banks and non-bank mortgage firms, government agencies, law firms, insurance companies, institutional asset managers and hedge funds. Founded in 2007, our firm’s over 100 professionals are located in the Washington, DC and New York City metro areas, serving clients across North America and Europe.
We differentiate ourselves through our approach to client relationships. We begin with the belief that each client relationship will be permanent and ongoing, spanning across engagements. We invest in communication and research to ensure that we fully understand the drivers of every client’s short and long term success. We align our goals to those of our clients, and we continuously monitor and adjust to ensure that the relationship stays strong.
It’s on the foundation of strong client relationships and aligned objectives that we provide expertise-infused advisory services and technology-aware implementation assistance that drive client success.
Location_formattedLocationLong: Chicago, Illinois US
CountryEEOText_Description: As a condition of employment with The Oakleaf Group, any successful job applicant will be required to successfully complete a background investigation, which may also include a pre-employment drug screen and/or a credit check for positions in some areas of our business. The Oakleaf Group is an equal opportunity employer. Applicants are considered for positions without regard to race, religion, gender, native origin, age, disability, or any other category protected by applicable federal, state, or local laws.