• Quantitative Modeler

    Columbia Bank (Portland, OR)
    …+ 2-4 yearsin banking or financial services as a Data Scientist, Statistician , Quantitative Risk Analyst, Model Developer, Model Validator, or similarrequired. + ... regulatory requirements related to model risk management (FRB/OCC SR 11-7), Basel II /III capital requirements, and Dodd-Frank Act Stress Testing (DFAST). + Advanced… more
    Columbia Bank (10/01/25)
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