- 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 (Iselin, NJ)
- …and Experience Preferred:** + Knowledge and familiarity with key aspects of model development for behavioral/ quantitative models, including time series, ... recommendations and present findings to senior management. + Manage the end-to-end model development and implementation process for behavioral models supporting… more
- Citigroup (New York, NY)
- …and infrastructure using languages including Python, C++, Kdb+/Q, R, and SQL; Performing credit quantitative model development , testing, and production ... Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, NY location....as Elastic Container Service (ECS), or similar. Coordinate with Quantitative Analysts, Traders, and other teams to understand the… more
- M&T Bank (New York, NY)
- …**Provides experienced support in the development and analysis of quantitative /econometric behavioral models used for credit risk, interest rate risk ... Supports more experienced analysts and management in data analysis, model development efforts and ad-hoc analysis as...+ With experienced skillset, assist in researching and developing quantitative behavioral models used for credit risk,… more
- JPMorgan Chase (New York, NY)
- …with market themes. **Job Summary** As a Vice President in the Credit Quantitative Research team, you will lead the development and delivery of pricing ... including banks, insurance companies, finance companies, mutual funds, and hedge funds. The Credit Quantitative Research (QR) team is responsible for the … more
- Capital One (New York, NY)
- Manager, Quantitative Analysis - Model Risk Office At Capital One data is at the center of everything we do. As a startup, we disrupted the credit card ... leader in the world of data-driven decision-making. As a Quantitative Analyst at Capital One, you'll be part of...One is selectively recruiting for a Manager for a Model Validation team. The individual would report to the… more
- PNC (New York, NY)
- …Skills** Analytical Thinking, Credit Risks, Data Analytics, Financial Analysis, Model Development , Operational Risks, Quantitative Models, Risk Appetite ... analyses and models development to support decision-making by running quantitative strategies. + Develops new model frameworks by supporting the line… more
- Bloomberg (New York, NY)
- …the GNMA project loan sector. Our current residential credit projects include the development of a new prepay/ credit model for securities backed by home ... model updates that incorporate the latest prepayment and credit data, stay in sync with evolving market developments...the development of a new home price model . **Who you are** An innovative quantitative … more
- S&P Global (New York, NY)
- … risk, using advanced statistical and machine learning techniques + End-to-end analytic model development (data gathering, cleansing, model training, etc) + ... Governmental and Financial Institutions to automate, speed up and scale the quantitative assessment of credit , climate, third-party risk management, and Maritime… more
- US Bank (New York, NY)
- …from managers. The QSAPM is expected to perform audit testing of model development , validation, and quality assurance, collaborate with stakeholders, and ... as described in OCC Bulletin 2011-12/ FRB SR 11-7, such as model development , implementation, monitoring, use, validation, governance, policies, inventories and… more
- SMBC (Jersey City, NJ)
- … Quantitative Analytics within Corporate Treasury. The role involves leading the quantitative model development initiatives to support key Treasury ... diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more...with extensive experience may be considered. 3+ years of quantitative model development , research and/or… 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
- JPMorgan Chase (New York, NY)
- …Product Group (SPG) business. Your responsibilities will include leading the development , documentation, and enhancement of advanced quantitative models and ... This role sits within a high-performing quantitative modeling group focused on Residential Mortgage-Backed Securities...SPG. You will collaborate with the business, risk, and model review teams to support proper model … more
- Citigroup (New York, NY)
- …stakeholder management + Work in close partnership with control functions such as Model Risk Management, Legal, Compliance, Market and Credit Risk, Audit, ... The Market Quantitative Analysis (MQA) team is looking for a...science methods and tools including hardware acceleration, advanced calculus, development including C++, Python, JavaScript React, mathematical finance/ programming… more
- Bank of America (New York, NY)
- …validation, on-going monitoring, and model change management. + Performs review of model development analysis and on-going model performance testing to ... Quantitative Financial Analyst New York, New York;Atlanta, Georgia;...controls supporting the model life cycle including model governance, development , validation, on-going monitoring, and… more
- SMBC (Jersey City, NJ)
- …Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices ... competitive portfolio of benefits to its employees. **Role Description** The Associate of Quantitative Risk Modeling is a key role within our corporate bank focused… more
- Mizuho Corporate Bank (New York, NY)
- …New York City. This role focuses on the quantitative model development , issue remediation, and maintenance of advanced credit risk models and risk ... highly skilled Executive Director with extensive hands-on experience in Quantitative Credit Modeling to join our dynamic...IT business partners on model execution platform development and maintenance of existing code for Credit… more
- SMBC (New York, NY)
- …methodologies * Experience serving as a model owner - collaborating closely with model development teams to prioritize model development and ... Portfolio Risk team. This role will support the firm's credit stress testing development and climate risk...for senior management * Partner with Enterprise Risk, Finance, Model Developers, Credit Officers, and Business Units… more
- BlackRock (New York, NY)
- **About this role** **Business Overview** BlackRock's Risk & Quantitative Analysis (RQA) group provides independent oversight of BlackRock's fiduciary and enterprise ... managers play a meaningful role in BlackRock's investment process, using quantitative analysis and a multi-disciplinary skillset to tackle real-world problems and… more
- Intuit (New York, NY)
- …and lending + Experience leveraging credit bureau, tax and cash flow data in credit risk model development + Experience with and deep understanding of ... lending decisions + Build efficient and reusable data pipelines for feature generation, model development , scoring, and reporting using Python, SQL, and both… more