- 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
- Morgan Stanley (Baltimore, MD)
- … Risk Management - VP , Enterprise Fraud, Financial Crimes and Surveillance Model Validation and Validation Execution Morgan Stanley Morgan Stanley is ... Risk* **Title:** * VP , Enterprise Fraud, Financial Crimes and Surveillance Model Validation and Validation Execution* **Location:** *Maryland-Baltimore*… 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
- Morgan Stanley (New York, NY)
- …market, liquidity, operational, model and other risks. Responsibilities 1. Conduct model validation for market risk and credit risk RWA (Risk Weighted ... , development or finance and change management function with sound understanding of Model lifecycle and validation report is required. * . Experience on… 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 (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
- 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
- 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
- Synchrony (Stamford, CT)
- Job Description: **Roles Summary/Purpose:** Reporting to the VP , of Model Governance, this role requires an understanding or background in modeling as well as ... quantitative experience and governance/policy-related roles. + Experience and background in model development or validation . Strong knowledge of SR 11-7. +… more
- Citigroup (Irving, TX)
- …Analyst, Assistant Vice President , or related position involving model validation for a financial services institution. Alternatively, employer will ... address key modeling issues, including identification, management, and mitigation of model risk. Ensure compliance with the risk governance framework, and adherence… more
- Northrop Grumman (Melbourne, FL)
- …contributions as well as allow employees to share in company results. Employees in Vice President or Director positions may be eligible for Long Term Incentives. ... of operations (CONOPS), concept exploration rapid prototyping, the creation and validation of measures of effectiveness with associated evaluation architectures, … more
- MUFG (Irving, TX)
- …large amount of data for statistical modeling and graphic analysis. + Perform model validation , memorializing model selection rationales and defined ... will provide more details. **Job Summary:** Reporting into the VP of Sanctions Design, Tuning and Optimization, this new...Intelligence & Analytics teams to implement on the global model . + Work collaboratively across functional teams within GFCD… more