- SMBC (White Plains, NY)
- …benefits to its employees. **Overview** SMBC is seeking a Model Validation Vice President with strong quantitative background to join the Market & ... a minimum 5 years of work experience in model development, model validation , quantitative research, risk management + Experience in derivative pricing… more
- Morgan Stanley (New York, NY)
- …diversifying its workforce (M/F/Disability/Vet). **Job:** **Risk Management* **Title:** * Vice President , Model Risk Management Validation - Market Risk ... Management across all model areas globally. Primary Responsibilities > Conduct model validation for market risk models (VaR/Stressed VaR/Risks not in… more
- JPMorgan Chase (Brooklyn, NY)
- …regulatory capital frameworks: Market Risk, Counterparty Credit Risk, CVA + Experience in quantitative modeling or model review/ validation in one or more ... status quo and striving to be best-in-class. As a Vice President in the Risk Management -...Conduct strong analytical and problem-solving abilities, and experience in quantitative modeling or model review in one… more
- Wells Fargo (New York, NY)
- …these models in a cross asset model library, and produce high quality model documents that satisfy model validation and regulatory requests + Collaborate ... + Develop Equities quantitative models, implement...with and support Front office Trading, Technology Partners, and Model Validation /Governance teams **In this role, you… more
- BlackRock (New York, NY)
- …proactively offering new and comprehensive solutions using Aladdin analytics and data. The Vice President within the AQS team will contribute to solving complex ... **TEAM** AQS is actively seeking a New York based Vice President to work in the diverse...Coordinate to resolve analytics issues and ensure successful analytics model validation and deployment + Provide guidance… more
- Federal Reserve System (Minneapolis, MN)
- …including oversight for the validation of the System's supervisory stress test model ("system model validation ") as well as other quantitatively focused ... officers and staff. A principal responsibility of the Senior Vice President (SVP) for SRC is the...the discharge of System supervisory responsibilities, including the system model validation function. **Management of the Supervision,… more
- BlackRock (New York, NY)
- **About this role** Company: BlackRock Financial Management, Inc. Job Title: Vice President , Corporate Compliance Location: New York, NY Summary of duties: ... reporting both within Compliance and to other channels (eg, Risk and Quantitative Analysis). Work closely with functional and regional teams to incorporate proposed… more
- JPMorgan Chase (Jersey City, NJ)
- …Serve as the contact point for this portfolio for requests from regulators, the model validation group, business desks, and the risk and finance organization, ... for stress testing and capital. + Partner with the Quantitative Research (QR) modelling team to shape robust modelling...portfolio. + Assist with sourcing relevant historical data for model calibration, back-testing, validation of models or… more
- Citigroup (Irving, TX)
- … model related policies. + Manages model risk across the model life-cycle including model validation , ongoing performance evaluation and annual ... in interactions with regulatory agencies, as required. + Presents model validation findings to senior management and...handling very large data sets. + Experience in a quantitative role in risk management at a financial institution… more
- Citigroup (Irving, TX)
- The Model Analysis Officer is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering ... new models, resolve production issues and enhance existing implementation; + Calibrate model parameters, perform variance analysis to explain the changes in model… more
- Mizuho Corporate Bank (New York, NY)
- Summary The VP -level quantitative credit risk analytics professional is responsible for developing methodologies and managing analytics for stress testing, risk ... credit risk models, test, implement and document risk analytics. + Perform quantitative research to implement model changes, enhancements and remediation plans.… more
- PennyMac (Westlake Village, CA)
- …homeownership through the complete mortgage journey. **A Typical Day** The **First Vice President Portfolio Investments** will be responsible for overseeing the ... opportunities and inform decision-making processes + Build financial models and conduct model validation , verify inputs/assumptions on an ongoing basis +… more
- Citigroup (New York, NY)
- …and support end to end stress testing processes with excellent quantitative and technical skills **Responsibilities:** + Perform quarterly gap assessment between ... risk inventory. + Communicate and present the impact of scenario changes on model outputs to senior business leaders + Execute periodic stress testing exercises to… more
- Citigroup (Tampa, FL)
- …experience - preferably with AI/ML methods in finance or banking + Experience in model development, model review and validation + In-depth knowledge and ... 3+ years of work experience or equivalent in highly quantitative field, such as data science, applied economics, applied...understanding and demonstrated experience working with: AI/ML model development or validation , segmentation analysis and… more
- Aflac (New York, NY)
- …assessment, measurement and monitoring of key risks. KEY RELATIONSHIPS Reports to: Vice President , Investment Risk & Analytics Primary Relationships: GIRM team ... at a minimum strong theoretical understanding in valuation, stress testing and quantitative analytics for asset structures + Strong model development experience… more
- Citigroup (Tampa, FL)
- …+ Prepare and validate data, and then build and validate a scoring model using logistic regression or alternative quantitative / machine learning methods. + ... within different projects: Optimization, Segmentation, Tactical Tuning tasks, and data modeling/ validation efforts depending on current needs and project plans. The… more
- Citigroup (Tampa, FL)
- …Citi's exposure to fair lending risk. The position requires strong quantitative background, compliance risk management attitude, critical thinking skills, and ... experience in data validation . **Responsibilities:** + Design and employ statistical analysis and...business units, regulatory examiners, and other interested parties on quantitative methods and analysis, and presenting results in the… more
- Morgan Stanley (New York, NY)
- …countries. Morgan Stanley's sizeable investment in technology results in quantitative trading systems, cutting-edge modelling and simulation software, comprehensive ... infrastructure give a competitive edge to clients' businesses and to our own. Model Risk Management (MRM), part of Firm Risk Management Division, is responsible for… more
- Synchrony (Tallahassee, FL)
- …of Consumer Lending statistical modeling / analytics experience, fair lending analytics experience, model governance or validation . + 10+ years managing a team ... work with other Fair Lending leaders, governance leaders, and model and strategy owners to implement a risk based...standard steps within the DI testing process. + Establish quantitative procedures to ensure variables included in models and… more
- Neuberger Berman (New York, NY)
- …of quarterly valuation models and portfolio analytics for various asset classes + Perform model validation on new valuation models + Coordinate with finance, IT, ... Neuberger Berman is looking for a VP - Valuation Specialist for the NB Alternatives...valuation methodologies and intermediate to advanced excel capabilities + Quantitative finance background with knowledge of financial products, specifically… more