- US Bank (New York, NY)
- …algorithms, times series techniques, broad range of statistical models, various model validation tests/methodologies, using Python, R, SAS or similar ... capital market and wealth management areas. Works with multiple business lines, Model Risk Management team and independently through the model development… more
- Bank of America (New York, NY)
- Sr. Quantitative Finance Analyst - AML Model Validation Charlotte, North Carolina;Jersey City, New Jersey; New York, New York **Job Description:** At Bank of ... strategic direction, as well as develop tactical plans. Enterprise Model Risk Management seeks a Sr Quantitative ...**The position will be responsible for:** + Performing independent model validation , annual model review,… more
- Bank of America (New York, NY)
- Sr. Quantitative Finance Analyst - Liquidity Model Validation Charlotte, North Carolina;Jersey City, New Jersey; New York, New York **Job Description:** At ... us! **Job Description:** Enterprise Model Risk Management seeks a Senior Quantitative Finance Analyst - Liquidity Risk to conduct independent testing and… more
- PNC (New York, NY)
- …for the organization. The candidate will work closely with Market Risk Oversight, Model Validation , Treasury, ALM, Finance and the Capital Markets Group and ... opportunity to contribute to the company's success. As a Quantitative Analytics & Model Development Group Manager...Washington, DC, or a PNC location. The Risk Analytics Quantitative Manager Senior will develop and enhance… more
- PNC (New York, NY)
- …respected, valued and have an opportunity to contribute to the company's success. As a Quantitative Analytics and Model Expert Senior within PNC's Model ... vision and strategy, initiatives and activities associated with building, testing, and/or validation of quantitative models used for important business decisions… more
- Citigroup (Queens, NY)
- Citibank, NA seeks a Model /Analysis/ Validation Senior Officer I for its Long Island City, NY location. Duties: Validate credit risk models using ... the impact from macroeconomic variables on the converseness of capital planning. Document validation outcome in detail in accordance with Model Risk Management… more
- M&T Bank (Buffalo, NY)
- …above locations._** **Overview:** The credit model development team is looking for a senior model developer that will manage a team of quantitative ... great opportunity to be part of a highly dedicated quantitative team of model developers. **Primary Responsibilities:**...serve as reference source. Lead engagements with colleagues in Model Risk Management for model validation… more
- M&T Bank (Buffalo, NY)
- …above locations._** **Overview:** The credit model development team is looking for a senior model developer that can serve as a lead to independently develop ... great opportunity to be part of a highly dedicated quantitative team of model developers. **Primary Responsibilities:**...experience + Knowledge and familiarity with key aspects of model risk management and model validation… more
- Wells Fargo (New York, NY)
- …and experienced Lead Quantitative Analytics Specialist to provide audit coverage of models/ model risk management with a focus on, but not limited to, credit risk ... senior management, and business partners on regulatory expectations, model risk policy, and current industry modeling practices pertaining,...model audit engagements * A PhD in a quantitative discipline * Working knowledge of SR 11-7 and… more
- Wells Fargo (New York, NY)
- …experienced Lead Quantitative Analytics Specialist to provide audit coverage of models/ model risk management with a focus on, but not limited to CCAR, Finance ... staff, senior management, and business partners on regulatory expectations, model risk policy, and current industry modeling practices pertaining, but not… more
- M&T Bank (Buffalo, NY)
- …+ Develop and maintain robust model documentation. + Support engagements with Model Risk Management for model validation exercises. + Provide guidance ... **Overview:** Develops, implements, maintains and analyzes quantitative /predictive behavioral models used for credit risk. Provides...learning. + Knowledge and familiarity with key aspects of model risk management and model validation… more
- M&T Bank (Buffalo, NY)
- …other groups/departments across the Bank as required. Support engagements with colleagues in Model Risk Management for model validation exercises. + Provide ... financial instruments offered by banks + Knowledge and familiarity with key aspects of model risk management and model validation , including SR-11-7 guidance… more
- Santander US (New York, NY)
- …stakeholders, including trading desks, IT, global and local risk management teams, and model validation units. + Effectively communicate validation results ... risk measures, concepts, and regulatory rules: VaR, Greeks, and Model Validation Testing (SR 11-7), AVA, FVA,...verbal communication skills, with the ability to translate complex quantitative concepts into actionable insights for senior … more
- Bank of America (New York, NY)
- … documentation to support internal governance and regulatory requirements. + Collaborate with model validation and risk control teams throughout the model ... driven Quantitative Analyst to join our Commodities Quantitative Strategies and Data Group (QSDG). This mid-to- senior...Experience with model documentation and familiarity with model validation processes is a strong plus.… more
- M&T Bank (Buffalo, NY)
- …+ Develop, maintain, and manage robust model documentation. + Lead engagements with Model Risk Management for model validation exercises. + Serve as lead ... analysis, and machine learning. + Knowledge and familiarity with key aspects of model risk management and model validation , including SR-11-7 guidance… more
- SMBC (New York, NY)
- …objectives and regulatory requirements (SR 11-7, SR 12-7, SR 15-18, SR 15-19),). + Model Validation , Implementation, and Controls + Coordinate with Model ... to address model risk findings and ensure models pass rigorous validation processes to meet internal and external standards. Resolve validation findings… more
- S&P Global (New York, NY)
- …in credit analysis of debt / capital markets, credit analysis / research, quantitative finance, model development or validation . + Proficient programming ... and sectors. + Team members typically specialize in either model validation or criteria validation /credit...or all of the following: + Test and validate quantitative financial-based models and engines. + Interact with relevant… more
- SMBC (New York, NY)
- …join our dynamic team in New York City. This role focuses on the quantitative model development, validation finding remediation, and maintenance of advanced ... under varying economic scenarios. + Collaborate closely with the model risk and model validation ...into underwriting, pricing, and capital planning workflows. + Present model results and strategic recommendations to senior … more
- Bank of America (New York, NY)
- …completeness and accuracy of the model testing. + Conducts review of the AI model validation analysis to assess the effectiveness of the model ... life cycle including AI risk assessment, AI and model governance, model development, validation ,...of business of control functions. + Works closely with model stakeholders and senior management with regard… more
- Aflac (New York, NY)
- …the data flow, calculation and production of regular investment risk reports for senior management and business partners + Provide quantitative support and ... AVP, Quantitative Risk Analyst (Investments) The Company: Aflac Asset...Management LLC (AAMLLC). Collaborate on the development, implementation and validation of the division's investment risk and capital models.… more