SUMMARY

At First Horizon, the Senior Model Risk Analyst validates statistical models developed for use by the Bank, including Stress Testing, Fraud, Generative AI, CECL, Economic Capital, Risk Ratings, econometric, and other statistical models.

REQUIREMENTS

• M.S. degree in Mathematics, Computational Finance, Econometrics, Statistics, or related field.
• Five years’ experience in model validation or development including statistical, econometric, Large Language Models, Machine Learning, or fraud models.
• Preferences
• Five years’ experience validating Statistical, Econometric, Large Language models, Maching Learning, or Fraud models.
• Ph.D. preferred.

SKILLS AND COMPETENCIES

• Strong ability and training in various type of regression modeling, Generative AI and Machine Learning,
• Proficiency in R, Python, SAS, and Microsoft Office
• Ability to learn additional systems as needed.
• Ability to research, analyze data, and derive conclusions.
• Ability to work under pressure and meet deadlines.
• Strong verbal and written communication skills
• Strong organizational skills
• Ability to work within a collaborative team.

ABOUT US

First Horizon Corp. (NYSE: FHN), with $82.6 billion in assets as of September 30, 2024, is a leading regional financial services company, dedicated to helping our clients, communities and associates unlock their full potential with capital and counsel. Headquartered in Memphis, TN, the banking subsidiary First Horizon Bank operates in 12 states across the southern U.S. The Company and its subsidiaries offer commercial, private banking, consumer, small business, wealth and trust management, retail brokerage, capital markets, fixed income, and mortgage banking services. First Horizon has been recognized as one of the nation’s best employers by Fortune and Forbes magazines and a Top 10 Most Reputable U.S. Bank. More information is available at www.FirstHorizon.com.

• Validates CECL, Stress Testing, Credit Scorecard, Fraud, Artificial Intelligence, and other economic and statistical models used by the Bank techniques.
• Critically evaluates the conceptual soundness of models and evaluates alternative theories.
• Extracts, evaluates, and assesses data from various source systems including the completeness, accuracy, and efficacy of the data for use in development and production environments.
• Designs and executes appropriate tests to determine whether models work as designed and monitors existing models for adequate performance.
• Evaluates model performance by analyzing model outputs, thresholds, and back-testing results.
• Work collaboratively with other model risk analysts as well as model owners, developers, and users.
• Effectively and succinctly documents test work and conclusions in reports that are shared with various stakeholders in the Bank as well as external parties such as external auditors and regulatory examiners.
• Assists and guides more junior analysts in testing approaches and report writing.