- 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
- US Bank (New York, NY)
- … Risk Management and Compliance organization. Specifically, this position supports the Model Risk Management ("MRM") program at the Bank. The overall MRM ... and control around impactful institutional models per the Bank's Model Risk Management Policy and Standards, and...of guidance. . Strong mathematical and statistical modeling or model validation experience. . Advanced understanding of… more
- SMBC (White Plains, NY)
- …to its employees. **Role Description** As part of the Risk Management Department, the Model Risk & Validation department enhances the Model Risk ... validation and measures, monitors and reports model risk from model ...to conducting model validation and model governance assignments Strong analytical skills, both quantitative… more
- Mizuho Corporate Bank (New York, NY)
- …Qualifications + Masters Degree in a quantitative field preferred + Understanding of Value-at- Risk model preferred + Knowledge of pricing and risk models ... Summary As an Associate of Quantitative Market Risk Analytics, the primary...as value-at- risk , stress testing, and capital models. Risk Analytics group partakes in model development… more
- Citigroup (Getzville, NY)
- …disciplines including Central Governance, Treasury Risk Management, Global Market Risk , Model Risk Management and Quantitative Risk & Stress ... provide you with the knowledge and skills you need to succeed.** The Quantitative Risk Management Summer Analyst program will provide a fundamental understanding… more
- M&T Bank (New York, NY)
- …across the Bank as required. Support engagements with colleagues in Model Risk Management for model validation exercises. + Provide guidance and ... **Provides experienced support in the development and analysis of quantitative /econometric behavioral models used for credit risk ,...and familiarity with key aspects of model risk management and model validation ,… more
- Bank of America (New York, NY)
- …us! **Job Description:** This job is responsible for conducting auditing activities of model risk management across the company and for specific business units ... influence management's strategic direction and actions to strengthen the model risk control environment. **Responsibilities:** + Conducts...the model testing. + Conducts review the model validation analysis to assess the effectiveness… more
- Citigroup (New York, NY)
- …front-end UI in Javascript and API in Python; Quantitative model validation involving model risk assessment, performance testing, and stability / ... performing quantitative statistical modeling and data analysis for Calculating Risk Weighted Asset and Global Systemically Important Bank score. 4 years of… 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
- SMBC (New York, NY)
- …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...deposit decay rate, beta, prepayment, etc.) + Collaborate with model owners and model validation … more
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