- Citigroup (New York, NY)
- …CVA methodologies.** + Previous experience working on other Regulatory based projects such as Model Risk , Basel III, Stress Testing, FRTB, and CCAR is highly ... The **Counterparty Credit Risk Quant Development Team** , a key group...the development and maintenance of in-house C++ and Python model libraries. + Pioneering advancements in the quantitative… more
- Santander US (New York, NY)
- …to Talk to You!** **The Difference You Make:** The Sr. Analyst, Model Risk will be responsible for performing independent validation of models and expert ... + Bachelor's Degree in Statistics, Mathematics, Economics or equivalent quantitative discipline or equivalent work experience. - Required. +...+ 3+ years of experience in Model Validation and/or Model Risk Management… more
- Synchrony (New York, NY)
- …lead as well as other validation leads to drive tangible improvements to the model risk practice. **_Our Way of Working_** **_We're proud to offer you choice ... practice. **_Model Validation :_** Accountable for all fraud model risk management and drive the timeline...degree in Statistics, Mathematics, Data Science, or a related quantitative field; or 9+ years of equivalent experience in… more
- Citigroup (New York, NY)
- …for pricing; Risk and exposure models formulation, testing and validation ; Quantitative toolbox development using C++ and Python programming, algorithms, ... Citigroup Global Markets Inc. seeks a Model /Analysis/ Validation Senior Analyst for its New...Serve as a strategic business partner in Counterparty Credit Risk Quantitative Development, working closely with the… more
- US Bank (New York, NY)
- …(QSAPM) position within Corporate Audit Services is primarily responsible for performing model risk related audit engagements with minimal supervision from ... and procedures. The QSAPM should have advanced understanding of model risk management concepts, as described in...and unsupervised learning approaches - along with expertise in model validation methodologies and performance testing, using… more
- M&T Bank (Buffalo, 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
- Wells Fargo (New York, NY)
- …willingness to provide practical solutions for the business stakeholders + Experience with model documentation and model validation + Demonstrated experience ... approach for CVA. The opportunity will collaborate with front office trading, risk oversight, technology, and model governance functions ensuring requirements… 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
- Wells Fargo (New York, NY)
- …safety, reliability, and usability. . Work constructively in collaboration with business, model development, model validation , and IT. **Required ... **About this role:** Wells Fargo is seeking a Quantitative Software Engineer, Vice President (Lead Securities Quantitative Analytics Specialist). The front… more