- San Antonio, Texas, United States
- Hybrid
- Full-time · Associate
- 2+ years
Executes independent second line of defense model validation activities for high risk in-house and vendor models.
Compensation
USAA has an effective process for assessing market data and establishing ranges to ensure we remain competitive. You are paid within the salary range based on your experience and market data of the position. The actual salary for this role may vary by location.
Responsibilities
- Executes independent second line of defense model validation activities for high risk in-house and vendor models.
- Leverages expert technical approaches to develop and execute validation testing plans.
- Replicates model development and may develop challenger models through predictive modeling, machine learning, deep learning, time-series modeling/forecasting, stress testing, heuristic models, actuarial models, simulation, optimization, and/or other highly specialized techniques.
- Conducts and develops plans for model testing and data quality assessments for models using various types of datasets including those leveraging large datasets and unstructured datasets.
- Reviews at an extensive experience level the end-to-end life-cycle management of model development, implementation, ongoing monitoring, and use in areas of Banking and Insurance (Property & Casualty and Life).
Requirements
- Economics
- Mathematics
- Statistics
- Actuarial Science
- Data Science