- M&T Bank (Buffalo, NY)
- …States, if the final candidate is not near one of the above locations._** **Overview:** The credit model development team is looking for a senior model ... teams in research and end-to-end development of quantitative models used for credit risk, including...Preferred:** + Knowledge and familiarity with key aspects of model development for behavioral/ quantitative models,… more
- PNC (New York, NY)
- …Skills** Analytical Thinking, Credit Risks, Data Analytics, Financial Analysis, Model Development , Operational Risks, Quantitative Models, Risk Appetite ... have an opportunity to contribute to the company's success. As a Quantitative Analytics & Model Development Group Manager Sr. within PNC's Market Risk… more
- M&T Bank (New York, NY)
- …and present findings to senior management. + Support the end-to-end model development and implementation process for behavioral models supporting ... rate risk, liquidity risk, stress testing and economic capital practices. Facilitate the model development effective challenge process with the Model … more
- JPMorgan Chase (New York, NY)
- …and P&L systems. Job summary: As a Vice President or Executive Director in the Quantitative Research Credit team, your primary focus will be on pricing models, ... Explain model behavior, conduct scenario analysis, develop, and deliver quantitative tools and support analytics + Document ideas and implement solutions… more
- BlackRock (New York, NY)
- …span a diverse range of products, including interest rates, FX, inflation, equity, and credit . Our mission goes beyond traditional quantitative models; we are at ... here is a great chance to both learn and to teach others. **Job Responsibilities** + Model Governance: work on the research and development of a model … more
- Santander US (New York, NY)
- …model developers, risk managers, and business stakeholders. + Prepare detailed Model Development Documentation (MDD) to ensure regulatory compliance. Risk ... quantitative finance, derivative pricing models - Interest Rates, Credit , FX, option pricing, etc. stochastic calculus modeling, along...Analytics & Model Development : + Develop, test, and enhance… more
- M&T Bank (Buffalo, NY)
- …as appropriate. **Primary Responsibilities:** + Lead research and development of quantitative predictive models used for credit risk, including but not ... models for Bank use. The position often leads team-based projects related to model development or implementation. This role is highly technical in nature… more
- S&P Global (New York, NY)
- … analysis of debt / capital markets, credit analysis / research, quantitative finance, model development or validation. + Proficient programming skills ... credit ratings. The AQV team comprises both credit analysts as well as model specialists...and credit review activities using both qualitative credit skills and statistical / quantitative analyses… more
- M&T Bank (Buffalo, NY)
- …credit risk. Provides independent contribution to team, including data analysis, model development efforts and ad-hoc analysis as appropriate. Provides ... personnel as required. **Primary Responsibilities:** + Research and develop quantitative predictive models used for credit risk,...use. The position may lead team-based projects related to model development or implementation. This role is… more
- MUFG (New York, NY)
- … model risk management framework ( model documentation, performance monitoring, model enhancements, etc.) + Quantitative liaison for the regulatory reviews ... our recruitment team will provide more details. **Job Summary** : This is a quantitative risk manager role within the MUFG Americas' Risk Analytics Team within the… more
- Citigroup (New York, NY)
- …Science, Econometrics, Statistics, etc.) is required. o 7+ years of experience in quantitative financial model development . Hands-on experience with the ... for a Senior Quantitative Engineer to lead development of the wholesale credit loss forecast...and guidance for junior developers. o Actively engage with model development teams, including PD/LGD/EAD model… more
- Wells Fargo (New York, NY)
- …experience, training, military experience, education **Desired Qualifications:** + 4+ years of quantitative development experience + 4+ years PFE and XVA ... in the US **About this role:** Wells Fargo is seeking a CIB Quantitative Strategist - Vice President (Lead Securities Quantitative Analytics Specialist) in… more
- Citigroup (New York, NY)
- …of derivatives, ideally in rates. The role involves end-to-end ownership of model development and delivery, including implementation, model validation ... The role is for a Interest Rate Derivatives Quantitative Analyst (Quant). The successful candidate will have...with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate… more
- Otsuka America Pharmaceutical Inc. (Albany, NY)
- …with relevant guidelines and standards. + Work with pharmacometricians, support ** model -based drug development (MIDD)** strategies, and provide input to ... products for the maintenance of everyday health As a Director, Quantitative Pharmacology, **Clinical Pharmacology,** you will oversee all **clinical pharmacology**… more
- Mizuho Corporate Bank (New York, NY)
- …analytics. + Perform quantitative research to follow current best practice for credit models and conduct analysis of existing model deficiencies and design ... risk modeling. Responsibilities + Manage a team of 5 quantitative developers focused on specialized credit risk...IT business partners on model execution platform development and maintenance of existing code for Credit… more
- BlackRock (New York, NY)
- …security-selection and factor-based investment styles. BlackRock's SFI team is hiring a Quantitative Credit Researcher, who will focus on developing and ... a range of solutions - from rigorous fundamental and quantitative active management approaches aimed at maximizing outperformance to...supporting systematic active credit models and infrastructure across Long/Short and Long-Only strategies.… more
- Bank of America (New York, NY)
- …+ Identifies continuous improvements through reviews of approval decisions on relevant model development or model validation tasks, critical feedback ... on technical documentation, and effective challenges on modeldevelopment/validation + Supports model development and model risk management in respective… more
- SMBC (New York, NY)
- …controls and processes to ensure models are accurate and reliable. + Utilize new quantitative approaches to streamline model development process and enhance ... and compliant with regulatory standards. **Role Objectives** + Lead end-to-end development , implementation, and documentation of counterparty credit risk models… more
- Synchrony (New York, NY)
- …Data Science or related quantitative field and 4+ years' experience in model development / model validation experience in financial services, banking, ... development in the financial services industry including both analytic/modeling/ quantitative experience and governance or other credit /financial discipline.… more
- SMBC (New York, NY)
- …loss reserve, CECL, capital and stress testing models 2. Hands on experience in model validation and model development ; and working with large and ... Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices… more