- US Bank (New York, NY)
- …non-parametric algorithms, times series techniques, broad range of statistical models, various model validation tests / methodologies, using Python, R, SAS or ... capital market and wealth management areas. Works with multiple business lines and Model Risk Management team through the model development cycle performing data… more
- Citigroup (Queens, NY)
- Citibank, NA seeks a Model Validation 2nd Line of Defense Senior Analyst for its Long Island City, New York location. Duties: Validate credit risk models ... and quantitative /statistical tests using statistical tools. Document model validation outcomes, monitor model ... Model Validator, Risk Analyst , Financial Analyst , Quantitative Analyst or related… more
- Citigroup (New York, NY)
- …in Python and JavaScript; Developing front-end UI in Javascript and API in Python; Quantitative model validation involving model risk assessment, ... Citigroup Global Markets Inc. seeks a Quantitative Analyst , VP for its New...Optimization, Monte-Carlo methods, Bayesian estimation, Stochastic modeling, Local Volatility model and its variations; Developing multi-asset derivative pricing … more
- S&P Global (New York, NY)
- …Degree or CFA (Chartered Financial Analyst Certification). + Experience in model validation and development, with a strong understanding of quantitative ... to varied asset classes and sectors. + Team members typically specialize in either model validation or criteria validation /credit review but will have the… more
- M&T Bank (New York, NY)
- …other groups/departments across the Bank as required. Support engagements with colleagues in Model Risk Management for model validation exercises. + Provide ... financial instruments offered by banks + Knowledge and familiarity with key aspects of model risk management and model validation , including SR-11-7 guidance… more
- Bank of America (New York, NY)
- Quantitative Financial Analyst New York, New...the model testing. + Conducts review the model validation analysis to assess the effectiveness ... of the model validation process. Assesses the completeness and reasonableness of the model assumptions, limitations and independent model testing. +… more
- Citigroup (New York, NY)
- …for various clients flows. + Provide data and analysis supporting initial model validation and ongoing performance analysis. + Implement algorithm enhancements ... trading strategies, this position offers the opportunity to combine strong quantitative , technical, and soft skills to foster innovation in a collaborative… more
- Santander US (New York, NY)
- …You!** **The Difference You Make:** We are looking for a highly skilled and motivated Quantitative Analyst to join our Market Risk team. The ideal candidate will ... Model Assessment and Testing: + Conduct qualitative and quantitative assessment of risk models, ensuring data quality, theoretical...desks, IT, global and local risk management teams, and model validation units. + Effectively communicate … more
- M&T Bank (Paramus, NJ)
- …in area(s) of quantitative risk management. Lead engagements with colleagues in Model Risk Management for model validation exercises. + Provide guidance ... financial instruments offered by banks + Knowledge and familiarity with key aspects of model risk management and model validation , including SR-11-7 guidance… more
- American Express (New York, NY)
- …opportunities to enhance bureau reporting policies. + Support testing and validation of bureau reporting logic changes. + Partner closely with cross-functional ... Credit and Fraud Risk. **Minim** **um Qualifications** + Bachelor's degree in quantitative field (Business Analytics, MIS, Statistics). + Master's degree in … more
- OneMain Financial (New York, NY)
- **Lead Analyst , Credit & Pricing** **Location: (** **Baltimore, MD; NYC) Hybrid** **The Role** This role will have exciting opportunity to learn and drive ... will also have responsibilities of reporting, strategy implementation, strategy validation and ad-hoc analyses including customer segmentation, competitive analysis,… more
- US Bank (New York, NY)
- …you excel at-all from Day One. **Job Description** US Bank is seeking a Quantitative Analyst to provide oversight on derivative business growth covering rates ... point in interactions with stakeholders across Front Office and Quantitative Model teams including development of teams...partners around all key risk analytic topics. Works with model development and validation groups in ensuring… more