- Citigroup (Tampa, FL)
- …testing, and analytical tools + Support business, finance, risk managers, fundamental credit risk , model validation , internal audit, and banking ... + The Wholesale Credit and Climate Risk (WCCR) group... development life cycle, which includes interaction with Senior Risk , Finance, Model Validation , and… more
- Citigroup (Tampa, FL)
- …and internal stress testing. Support business, finance, risk managers, fundamental credit risk , model validation , internal audit, and ... Citibank, NA seeks a Model /Analysis/ Validation Officer for its Tampa, FL...collateral; Testing model assumptions and sensitivity of credit risk models to macroeconomic risk… more
- SMBC (White Plains, NY)
- …Vice President with strong quantitative background to join the Market & Liquidity Model Validation Team within the Model Risk & Validation Group. The ... risk and xVA/CCR models + Apply robust model validation methodology to assess the conceptual...(particularly interest rate and FX products), interest rate, counterparty credit risk , market risk , liquidity… more
- Truist (Charlotte, NC)
- …table otherwise. 3. Independently perform model validations spanning multiple domains (eg, credit risk , market risk , capital planning) to assess fit for ... external consultants and/or other analysts in model validation or other model risk ...of one or more financial modeling disciplines such as credit score modeling, asset-liability management, stress testing, term structure… more
- Mizuho Corporate Bank (New York, NY)
- …serve as a Model Validation Associate. The employee will work within the Model Risk Management Group. They will perform model validation of ... derivatives pricing theory across one or more asset classes (IR/FX/ Credit /Equity), traded products and market/ credit risk...experience performing one of the following; model validation , model development, risk management… more
- Regions Bank (Birmingham, AL)
- …and logging into the careers section of the system. **Job Description:** At Regions, the Risk Quantitative Model Validation Analyst serves as a member of a ... independent model risk oversight activities, including model identification, determination, classification, inventory management, validation , review,… more
- Morgan Stanley (New York, NY)
- … Model Risk Management (MRM) Department which is dedicated to providing independent model risk control, review and validation of models used by Morgan ... Stanley. These include models used to monitor market risk (IMA), counterparty credit risk ... model areas globally. Primary Responsibilities > Conduct model validation for market risk … more
- Ally (Raleigh, NC)
- … Model Risk Management function under the direction of the Model Validation Director responsible for Qualified Analytical Tool (QAT) Validation . ... Interact with IT and other matrix partners to improve Model Risk Management and QAT Validation...in Forecasting, Stress Testing, Balance Sheet Management, Liquidity or Risk management (eg Operational, Model , Credit… more
- M&T Bank (Clanton, AL)
- …are in place. + Compose validation reports that comply with M&T's model risk policy and standard. + Maintain M&T internal control standards, including ... **Overview:** Responsible for conducting day-to-day model validation activities. Interact with internal...of business and/or support areas, including Credit Risk , Finance, Treasury, and Mortgage, to manage model… more
- PNC (Tysons Corner, VA)
- …Analytical Thinking, Credit Risks, Data Analytics, Financial Analysis, Model Development, Operational Risks, Quantitative Models, Risk Appetite ... to the company's success. As a Quantitative Analytics/Modeling Consultant within PNC's Model Risk Management organization, you can be based in Pittsburgh,… more
- Morgan Stanley (Baltimore, MD)
- …model validation team to perform independent reviews compliant with Model Risk Management policies and procedures, regulatory guidance and industry ... Model Risk Management - VP, Enterprise Fraud, Financial Crimes and Surveillance Model Validation and Validation Execution Morgan Stanley Morgan… more
- NuvoLogic Consulting (Washington, DC)
- …and hands-on experience with financial analysis, financial modeling, economic modeling, and model validation . Consultant will have the ability to analyze and ... validation results, including observations and findings. Produce high-quality, well-written model validation reports. Track the resolution and remediation of… more
- Federal Reserve System (Minneapolis, MN)
- …Supervision, Regulation and Credit Division, is looking for a new Quantitative Model Validation Analyst within the Stress Testing Department. In this role, ... (DFAST) or other supervisory models to assess and control model risk in compliance with applicable guidance,...guidance, policies and procedures. + Follow and enhance existing model validation processes to provide independent effective… more
- Morgan Stanley (New York, NY)
- …validation work, results of test work, and quarterly reporting; * Partner with Model Validation and Regulatory Reporting teams to support a unified ... Firm from exposure to losses as a result of credit , market, liquidity, operational, model and other...to regulatory and Basel requirements; Support execution of governance, risk assessment, process review and validation , and… more
- Citigroup (New York, NY)
- …Using Unix operating system to perform data processing; Utilizing Statistical modeling and credit risk management knowledge for model design, derivation of ... including the choice of data sources, vintages, segmentation, modeling technique, model validation metrics evaluation and associated business impact analysis.… more
- Citigroup (New York, NY)
- …to make decisions on model design, choice of parameter, and tuning of model ; Credit Card Business or Risk Management knowledge to understand business ... frameworks including choice of data sources, vintages, segmentation, modeling technique, model validation metrics evaluation, and associated business impact… more
- PNC (Tysons Corner, VA)
- …Analytical Thinking, Credit Risks, Data Analytics, Financial Analysis, Model Development, Operational Risks, Quantitative Models, Risk Appetite ... to the company's success. As a Sr. Quantitative Analytics/Modeling Analyst within PNC's Model Risk Management organization, you can be based in Pittsburgh, PA… more
- PNC (Tysons Corner, VA)
- …Analytical Thinking, Credit Risks, Data Analytics, Financial Analysis, Model Development, Operational Risks, Quantitative Models, Risk Appetite ... contribute to the company's success. As a Quantitative Analytics/Modeling Expert within PNC's Model Risk Management organization, you will can be based in… more
- Truist (Atlanta, GA)
- …market, commercial, retail, credit , financial crimes, CCAR, CECL, finance and compliance risk . This position may also lead periodic model review and ... model development projects and processes comply with Truist requirements for model risk management and other policy requirements. 4. Assist with mentoring and… more
- S&P Global (New York, NY)
- …classes and sectors. + Team members typically specialize in either model validation or criteria validation / credit review but will have the opportunity ... markets, credit analysis / research, quantitative finance, model development or validation . + Quantitative skills... derivatives, default and recovery modeling, and / or credit risk management. + Proficient programming skills… more