- SMBC (White Plains, NY)
- …Vice President with strong quantitative background to join the Market & Liquidity Model Validation Team within the Model Risk & Validation Group. The ... risk and xVA/CCR models + Apply robust model validation methodology to assess the conceptual...years of work experience in model development, model validation , quantitative research, risk … more
- SMBC (New York, NY)
- …models/tools, and (2) to oversee the processes of capital-related model development, model performance monitoring, model validation , model audit, and ... of benefits to its employees. **Role Description** The Market Risk Analytics Specialist reports to the Head...data quality + Oversee capital-related model development, model performance monitoring, model validation ,… more
- SMBC (New York, NY)
- …VaR and stress-testing standards, counterparty exposure estimation, liquidity estimation, model assessment and validation , documentation and reporting ... benefits to its employees. **Role Description** SMBC AD is transforming its market risk coverage into a more integrated and centralized function across its Combined… more
- Wells Fargo (New York, NY)
- …reliability of the library + Partner constructively in collaboration with business, model development, model validation , and IT **Required Qualifications:** ... role:** Wells Fargo is seeking a Lead Quantitative Analytics Specialist . This position will be part of the Mortgage.... This position will be part of the Mortgage Model Development Center (MMDC) that will focus on mathematical… more
- KPMG (New York, NY)
- …of statistical models to credit loss accounting concepts, including evaluation of model validation design and application + In-depth knowledge of statistical ... **Business Title:** Manager, Audit Credit Specialist **Requisition Number:** 112193 - 68 **Function:** Audit **Area of Interest:** **State:** NY **City:** New York… more
- Mizuho Corporate Bank (New York, NY)
- Summary Quantitative market risk analytics specialist responsible for developing methodologies and managing analytics for risk models including value-at- ... , stress, and capital models. Candidate will join the Risk Analytics group that partakes in model ...modes: from methodology to design to local implementation and validation . The successful candidate will also provide analysis 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 platform. This role represents... risk and other supporting teams about pricing, valuation, P&L… more
- Bank of America (New York, NY)
- …development, validation , implementation, and ongoing monitoring. + Collaborate with model users, developers, risk managers, and other relevant stakeholders ... inputs, assumptions, methodologies, and outcomes. + Assess the model risk management framework of the organization,...and subsequent debriefing with the key partners. + Conduct validation testing of the audit issue action plans completed… more