- Bloomberg (New York, NY)
- …teams focused on different asset classes, as well as portfolio-level analytics and model validation . These teams deliver C++ libraries, supported by Python-based ... and is responsible for modeling market data, pricing, and risk calculations of financial derivatives across all asset classes.... validation and testing, that are integrated by the Engineering… more
- Citigroup (New York, NY)
- … Model Risk , and Finance teams to facilitate timely model validation , approval, and production releases. Develop appropriate mathematical framework to ... Citigroup Global Markets Inc. seeks a Model /Analysis/ Validation Officer for its New York,...its New York, NY location. Duties: Develop and implement quantitative models of Counterparty Credit Risk (CCR).… more
- Citigroup (New York, NY)
- …Analyst, Model /Analysis/ Validation Manager or related position involving model risk management within the global financial services industry. ... feedback as appropriate into models. Apply expertise in the model validation process, as well as internal...Job Family Group: Risk Management Job Family: Risk Analytics, Modeling, and Validation **Job Family… more
- Citigroup (New York, NY)
- …and three (3) years of experience in the job offered or in a related quantitative occupation performing risk model development. Three (3) years of experience ... Citibank, NA seeks a Model /Analysis/ Validation Senior Officer for its New...models. Provide application and analytical support to researchers and risk managers on issues such as model … more
- BlackRock (New York, NY)
- …balance sheet, or enterprise. **Role Overview:** We are looking to hire a senior quantitative modeler (Associate) to join our Portfolio Risk Modeling team. This ... + Back testing, documenting, and guiding new models and methodologies through validation exceptional model performance, diagnose issues and conduct corrective… more
- Synchrony (New York, NY)
- …& project management skills, strong model development experience and good understanding of model risk . Our Way of Working We're proud to offer you choice and ... risk models by improving the documentation, tracking model changes, remediating model risk ... model , root cause analysis etc. + Support model validation efforts as well as respond… more
- SMBC (New York, NY)
- …Basel III/IV requirements, internal risk appetite, and business strategies. + Collaborate with Model Risk and Validation (MRV) and model owners to ... Basel III/IV-compliant IRB models for commercial/wholesale portfolios. + Experience resolving model validation findings and addressing regulatory scrutiny (eg,… more
- Mizuho Corporate Bank (New York, NY)
- …market risk , credit risk , operational risk , and liquidity risk . + Conduct model validation and performance monitoring to ensure accuracy ... high quality/robust model documentation and interfacing with Model Validation ; and + General tasks associated...with industry trends, regulatory changes, and best practices in model development and risk management. + Participate… more
- Mizuho Corporate Bank (New York, NY)
- Summary Quantitative market risk analytics specialist responsible for developing methodologies and managing analytics for risk models including value-at- ... , stress, and capital models. You will join the Risk Analytics group that partakes in model ...models including controls to monitor their performance + Perform quantitative research to implement model changes, enhancements… more
- Mizuho Corporate Bank (New York, NY)
- Summary As a Director of Quantitative Market Risk Analytics, you will actively participate in the development of methodologies and in management of analytics for ... models including controls to monitor their performance + Perform quantitative research to implement model changes, enhancements...tools and dashboards which can enhance and improve the risk analysis + Conduct analysis on existing model… more