Model Validation Analyst, Sr

Model Validation Analyst, Sr
US-CA-Calabasas

Did you know that Countrywide Financial is now ranked America's #1 home loan lender.* We're also ranked 122nd among America's largest companies in the Fortune 500**. Consider joining our best-.in-class team that made this possible.



*As ranked for 2005 by Inside Mortgage Finance (Jan. 27, 2006) © 2006

**Fortune, April 2006



Model Validation Analyst, SeniorThis position oversees the execution, analysis and documentation of tests conducive to the validation of quantitative risk and valuation models across Countrywide Financial Corporation (CFC).Primary Responsibilities Include:

Researching best practices of configuration and utilization of third party quantitative models used throughout CFC.

Testing alternative model specifications.

Creating model validation test result reports for department management.

Supporting ad hoc validation projects as required by department management.A successful candidate will have:

BA/BS in Finance, Economics, Physics, Mathematics, Statistics, or other hard science.

1-3 years of QRM BSM (ALM) or QRM SV (Servicing) system experience.

SQL, Oracle or Sybase experience.

Ability to deliver quality test documentation on tight deadlines.

Proficiency any of the following programming languages C++/#, Java, Matlab or Visual Basic.

Strong Excel knowledge (Macros, Pivot tables, OLAP reports).The ideal candidate may also possess:

CFA, FRM or Master’s degree.

Please see Job Description