- US Bank (New York, NY)
- …algorithms, times series techniques, broad range of statistical models, various model validation tests/methodologies, using Python, R, SAS or similar ... capital market and wealth management areas. Works with multiple business lines, Model Risk Management team and independently through the model development… more
- Bank of America (Jersey City, NJ)
- Sr. Quantitative Finance Analyst - AML Model Validation Charlotte, North Carolina;Jersey City, New Jersey; New York, New York **Job Description:** At Bank of ... strategic direction, as well as develop tactical plans. Enterprise Model Risk Management seeks a Sr Quantitative ...**The position will be responsible for:** + Performing independent model validation , annual model review,… more
- Bank of America (Jersey City, NJ)
- Sr. Quantitative Finance Analyst - Liquidity Model Validation Charlotte, North Carolina;Jersey City, New Jersey; New York, New York **Job Description:** At ... us! **Job Description:** Enterprise Model Risk Management seeks a Senior Quantitative Finance Analyst - Liquidity Risk to conduct independent testing and… more
- PNC (New York, NY)
- …for the organization. The candidate will work closely with Market Risk Oversight, Model Validation , Treasury, ALM, Finance and the Capital Markets Group and ... opportunity to contribute to the company's success. As a Quantitative Analytics & Model Development Group Manager...Washington, DC, or a PNC location. The Risk Analytics Quantitative Manager Senior will develop and enhance… more
- SMBC (Jersey City, NJ)
- …SMBC offers a competitive portfolio of benefits to its employees. **Job Summary** Reporting to Model Validation Manager, Model Risk & Validation Team, ... the model quality and governance. The Sr Model Validation Specialist applies numerical, statistical and...model governance assignments + Strong analytical skills, both quantitative and qualitative. + Good problem solver; ability to… more
- Wells Fargo (New York, NY)
- …and experienced Lead Quantitative Analytics Specialist to provide audit coverage of models/ model risk management with a focus on, but not limited to, credit risk ... senior management, and business partners on regulatory expectations, model risk policy, and current industry modeling practices pertaining,...model audit engagements * A PhD in a quantitative discipline * Working knowledge of SR 11-7 and… more
- Wells Fargo (New York, NY)
- …experienced Lead Quantitative Analytics Specialist to provide audit coverage of models/ model risk management with a focus on, but not limited to CCAR, Finance ... staff, senior management, and business partners on regulatory expectations, model risk policy, and current industry modeling practices pertaining, but not… more
- Santander US (New York, NY)
- …stakeholders, including trading desks, IT, global and local risk management teams, and model validation units. + Effectively communicate validation results ... risk measures, concepts, and regulatory rules: VaR, Greeks, and Model Validation Testing (SR 11-7), AVA, FVA,...verbal communication skills, with the ability to translate complex quantitative concepts into actionable insights for senior … more
- Bank of America (New York, NY)
- … documentation to support internal governance and regulatory requirements. + Collaborate with model validation and risk control teams throughout the model ... driven Quantitative Analyst to join our Commodities Quantitative Strategies and Data Group (QSDG). This mid-to- senior...Experience with model documentation and familiarity with model validation processes is a strong plus.… more
- Bank of America (New York, NY)
- …+ Identifies continuous improvements through reviews of approval decisions on relevant model development or model validation tasks, critical feedback ... risk, and model governance on critical model portfolios. **Responsibilities:** + Directs a quantitative ...on technical documentation, and effective challenges on model development/ validation , while providing oversight to managers… more
- SMBC (Jersey City, NJ)
- …Bachelor's degree with extensive experience may be considered. + 8+ years of quantitative model development, research and/or validation experience within ... Analytics within Corporate Treasury. The role involves leading the quantitative model development initiatives to support key...stress testing and business planning processes. + Collaborate with model owners and model validation … more
- SMBC (New York, NY)
- …objectives and regulatory requirements (SR 11-7, SR 12-7, SR 15-18, SR 15-19),). + Model Validation , Implementation, and Controls + Coordinate with Model ... to address model risk findings and ensure models pass rigorous validation processes to meet internal and external standards. Resolve validation findings… more
- SMBC (Jersey City, NJ)
- …A Bachelor's degree with extensive experience may be considered. 3+ years of quantitative model development, research and/or validation experience within ... Analytics within Corporate Treasury. The role involves leading the quantitative model development initiatives to support key...non-maturity deposit decay rate, beta, prepayment, etc.) Collaborate with model owners and model validation … more
- S&P Global (New York, NY)
- …in credit analysis of debt / capital markets, credit analysis / research, quantitative finance, model development or validation . + Proficient programming ... and sectors. + Team members typically specialize in either model validation or criteria validation /credit...or all of the following: + Test and validate quantitative financial-based models and engines. + Interact with relevant… more
- SMBC (New York, NY)
- …join our dynamic team in New York City. This role focuses on the quantitative model development, validation finding remediation, and maintenance of advanced ... under varying economic scenarios. + Collaborate closely with the model risk and model validation ...into underwriting, pricing, and capital planning workflows. + Present model results and strategic recommendations to senior … more
- SMBC (New York, NY)
- …grading models for commercial/wholesale portfolios. + Track record of resolving model validation findings and addressing regulatory feedback. **Technical ... learning, survival analysis) to improve predictive power and scalability. + Partner with the Model Risk and Validation (MRV) and model owners to address… more
- Bank of America (New York, NY)
- …completeness and accuracy of the model testing. + Conducts review of the AI model validation analysis to assess the effectiveness of the model ... life cycle including AI risk assessment, AI and model governance, model development, validation ,...of business of control functions. + Works closely with model stakeholders and senior management with regard… more
- Aflac (New York, NY)
- …the data flow, calculation and production of regular investment risk reports for senior management and business partners + Provide quantitative support and ... AVP, Quantitative Risk Analyst (Investments) The Company: Aflac Asset...Management LLC (AAMLLC). Collaborate on the development, implementation and validation of the division's investment risk and capital models.… more
- Citigroup (New York, NY)
- Citibank, NA seeks a Model /Analysis/ Validation Senior Officer for its New York, NY location. Duties: Develop and implement a platform for executing Credit ... and submit Model Unit Tests to Model Development team for model implementation review and validation . Research and develop analytical tools to address… more
- Citigroup (New York, NY)
- …and scoring model related policies. + Develop models and oversee model development, validation , and deployment efforts. + Advances Risk Management ... The Model /Anlys/Valid Sr Officer I is a strategic professional...required in order to negotiate internally, often at a senior level. Developed communication and diplomacy skills are required… more