- M&T Bank (New York, 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
- M&T Bank (Bridgeport, CT)
- …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
- 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 as a Quantitative Analytics & Model Development Analyst Sr, you will join PNC's Market Risk… more
- M&T Bank (Bridgeport, CT)
- …as appropriate. **Primary Responsibilities:** + Lead research and development of quantitative models used for credit risk, including but not limited to, ... 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
- 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
- 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
- Citigroup (New York, NY)
- …and scoring model related policies. + Develop models and oversee model development , validation, and deployment efforts. + Advances Risk Management ... The Model /Anlys/Valid Sr Officer I is a strategic professional...and analyzing risk, for all risk types including market, credit and operational. Also, may develop, validate and strategize… 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
- 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
- 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
- M&T Bank (Bridgeport, CT)
- …with no degree. Requires six (6) years of experience with each of the following: Quantitative risk model development , review, and validation; Model Risk ... permitted up to 40% of the week. **Job Description:** Research and develop quantitative and qualitative models used for credit risk, interest rate risk,… 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
- 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
- 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 (Stamford, CT)
- … Model owner with model risk management responsibilities including review of model development documents, documentation for model changes. Ensure all ... loss forecasting process is subject to SOX controls and utilizes several models and non- model tools to create forecast for credit losses that is used downstream… more
- Synchrony (Stamford, CT)
- … Finance or related quantitative fields and 4+ years' experience in model development and/or model validation in financial services institutions or ... industry,** including hands-on experiences in model validation, model development and quantitative analytics....accuracy with extreme attention to details. + Knowledge of Credit Card/Consumer Finance products and business model .… more
- Synchrony (Stamford, CT)
- …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