Job Information
ZIONS BANCORPORATION Model Risk Management Analyst III (Job code: MRMA-ADC) in SALT LAKE CTY, Utah
Evaluate statistical and machine learning model soundness and limitations. Assess model design against economic theories, empirical evidence and economic environment. Determine whether variable selection follows a systematic process given statistical measurements, including AIC, BIC, feature importance with Random Forest. Evaluate data integrity and relevance. Identify complex data structures and trends. Conduct statistical tests to evaluate validity of assumptions, including distributional assumptions, heteroskedasticity and autocorrelation of the error term, stationarity, cointegration and multicollinearity. Replicate model results, data manipulation and test statistics using SAS, R and Python. Conduct sensitivity and stress scenario analyses and assess model stability and robustness. Monitor model performance and overall practicality. Prepare reports interpreting theoretical framework and empirical analysis for management and regulatory reviews. Telecommuting permitted from anywhere in the U.S.
Position requires PhD or foreign degree equivalent.
Send resumes to Zions Bancorporation at ZionsCareers@zionsbancorp.com. Must reference job title and job code: MRMA-ADC in subject line.