- Citigroup (Queens, NY)
- …Senior Analyst for its Long Island City, NY location. Duties: Perform model validation and model risk management of rates and municipal derivatives ... Write high-quality model validation documents in compliance with model risk management policy and procedures, internal audit requirements, and regulatory… more
- BlackRock (New York, NY)
- …+ Collaborate with the second line validation team in all aspects of model validation and compliance. + Thought Leadership: keep abreast of recent trends in ... management firms and a premier provider of global investment management, risk management and advisory services to institutional, intermediary, and individual… more
- Citigroup (New York, NY)
- …advanced climate transition risk models, analyze relevant data, and support the model through validation and deployment processes. Support the model ... related field and 2 years of experience as a Model /Analysis/ Validation Senior Analyst, Credit Risk ...Assessing credit losses and integrating findings into the climate risk models, supporting robust quantitative risk… more
- Citigroup (New York, NY)
- …(AMRs), Model Change Addendums (CAs), and review limitations of models through Model Risk Management tracking platform. Write codes for SAS automation and ... Citibank, NA seeks a Model /Analysis/ Validation Officer for its New York,...segmentation, decision tree, machine learning, time series, and optimization; Model risk management; SAS, SQL, and R;… more
- M&T Bank (Buffalo, NY)
- …LGD models experience + Knowledge and familiarity with key aspects of model risk management and model validation , including SR-11-7 guidance on model ... serve as a lead to independently develop and maintain quantitative models used for credit risk , capital...enquiries from stakeholders. + Write comprehensive and easily readable model documentation to enable Model Risk… more
- Aflac (New York, NY)
- AVP, Quantitative Risk Analyst The Company: Aflac Asset Mgt. LLC The Location: New York City, NY, US, 10005 The Division: Global Investment Job Id: 6375 About ... Aflac Asset Management LLC (AAMLLC). Collaborate on the development, implementation and validation of the division's investment risk and capital models. Support… more
- M&T Bank (Buffalo, NY)
- …data analysis and model construction. Provide oversight and expertise in the model creation, testing and validation . Develop and integrate model strategy ... business initiatives and regulatory compliance. **Primary Responsibilities:** + Lead Quantitative Analysts in establishing, monitoring, evaluating and interpreting data… more
- Bank of America (New York, NY)
- …on model development/ validation + Maintains and provides oversight of model development and model risk management in respective focus areas ... development/ validation projects and identify areas of potential risk + Works closely with model stakeholders... quantitative approaches **Skills:** + Critical Thinking + Quantitative Development + Risk Analytics + … more
- Bank of America (New York, NY)
- … model inputs, assumptions, methodologies, and model outcomes. + Assess the model risk management framework of the organization, and controls related to ... model development, validation , implementation, and ongoing monitoring.... model owner and key stakeholders on the model performance. Engage with model risk… more
- Citigroup (New York, NY)
- …development, implementation, monitoring, validation ), which includes interaction with Business, Risk , Finance, Model Validation , Internal and External ... analyses and perform quality control of modeling data and model results. + Manage model risk... across the entire model life-cycle, including model development, model validation , ongoing… more