- PNC (Pittsburgh, PA)
- …Senior Validation Manager to lead our Market Risk Model and Counterparty Credit Risk Model Validation team at PNC. This pivotal role involves ... related to the functioning of the team. *Asset Liability Management, Market and Counterparty Credit Risk Model Validation : Take the lead in the … 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
- 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
- PNC (Tysons Corner, VA)
- …to the company's success. As a Quantitative Analytics/Modeling Consultant within PNC's Model Risk Management organization, you can be based in Pittsburgh, ... liquidity, term structure models, securities valuation and sensitivity models, and counterparty credit risk measurement models such as Potential Future Exposure… 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
- Citigroup (Wilmington, DE)
- …SHAP values, etc. + Familiarity with regulatory requirements and guidelines related to risk model validation . + Working experience in a quantitative ... vendors, and Model Risk Management validators across the model lifecycle including validation , ongoing performance evaluation, and annual reviews. +… more
- M&T Bank (Rutland, MA)
- …developers, various lines of business and support areas, and governance committees to manage model validation risk throughout the bank and support the ... Oversight Committee, as the subject matter expert on Model Validation activities. Responsible for the strategic...of business and support areas, including Credit Risk , Finance, Treasury, and Mortgage, to manage model… more
- SMBC (White Plains, NY)
- …a competitive portfolio of benefits to its employees. **Role Description** SMBC is seeking a Credit Risk Model Owner Associate to serve as local model ... model stakeholders including Tokyo Head Office, develop credit risk model and report... risk findings which are issued by model validation group and internal audit generally… 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
- Citigroup (Tampa, FL)
- …Economics, Statistics, or related quantitative field and 3 years of experience as a Credit Risk Analyst or related position involving Risk Management within ... Citibank, NA seeks a Model /Analysis/ Validation Sr Analyst for its Tampa,...location. Duties: Review, assess, and communicate changes in the risk profile of the firm using internal stress testing… more
- TEKsystems (Chicago, IL)
- …is responsible for the development of analytics to measure and optimize AML and credit risk performance. The AML Analytics team supports the development of AML ... risk strategy to deliver client experience, risk ...analytics. + Support the quantitative analytical work based on model risks, business needs and regulatory requirements while fostering… 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 ... derivatives, default and recovery modeling, and / or credit risk management. + Full-time relevant work...markets, credit analysis / research, quantitative finance, model development or validation . + Proficient programming… more
- PenFed Credit Union (Mclean, VA)
- …the management team, Lines of Business (LOB), credit officers, finance, model governance, oversight, validation , and audit organizations. + Proven project ... a part of the PenFed family. PenFed is hiring a (Hybrid) Senior Data Scientist, Credit Risk Modeling at our Tysons, Virginia location. The primary purpose of… more