• Quantitative Modeler

    Umpqua Bank (Portland, OR)
    …of regulatory requirements related to model risk management (FRB/OCC SR 11-7), Basel II / III capital requirements, and Dodd-Frank Act Stress Testing (DFAST). + ... on the nature and tier of the model. + Research and Develop quantitative tools and techniques to measure...2-4 yearsin banking or financial services as a Data Scientist , Statistician, Quantitative Risk Analyst, Model Developer, Model Validator,… more
    Umpqua Bank (08/08/25)
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