- Fannie Mae (Reston, VA)
- …the ability to explain technology solutions and processes in business terms Enterprise Model Risk - Quantitative Modeling - Lead Associate 138,000 - 180,000 ... this role, you will help manage and perform analytics and reporting functions supporting model governance and risk management. *THE IMPACT YOU WILL MAKE* The * … more
- Fannie Mae (Washington, DC)
- …interpretation of policies, evaluating compliance, enforcing standards and controls, etc. Enterprise Model Risk - Quantitative Modeling - Advisor Target Pay ... framework to uphold high standards of quality in our model validation process. *This position is considered a 2.5...and support business strategies and initiatives. Perform ad hoc quantitative analyses, modeling, or programming using SAS, SQL, R,… more
- JPMorgan Chase (New York, NY)
- …equivalent in a quantitative discipline + Experience in a FO or model risk quantitative role. JPMorganChase, one of the oldest financial institutions, offers ... and functional areas, as well as collaborate closely with model developers and users. **Job responsibilities** + Lead ...verbal) + Good understanding of option pricing theory (ie quantitative models for pricing and hedging derivatives) + Good… more
- Citigroup (Irving, TX)
- …for loss calculation or stress testing wholesale credit portfolios; Performing quantitative review of statistical model documentation and testing results, ... Citibank, NA seeks a Model /Analysis/Validation Officer for its Irving, TX location. Duties:...for its Irving, TX location. Duties: Develop advanced financial quantitative models for wholesale credit losses, including for IFRS9,… more
- Bank of America (Pennington, NJ)
- …(eg, Standard Approach, Expected Shortfall, Non-modellable risk factor, Risks Not in Model ) regulatory framework + Develop and enhance quantitative risk models, ... developers, and Model Risk Management (MRM) for model risk oversight + Perform quantitative analysis...(MRM) for model risk oversight + Perform quantitative analysis in preparation of exams, regular dialogues with… more
- Banc of California (Los Angeles, CA)
- …or consulting. + Bachelor's in Economics, Finance, Mathematics or other related quantitative fields. + Familiarity with model documentation requirements that ... TOGETHER WE WIN(R) **THE OPPORTUNITY** The Assistant Vice President, Model Validation is responsible for assisting the Bank's ...Model Validation is responsible for assisting the Bank's Model Risk Management with its framework and standards, … more
- JPMorgan Chase (New York, NY)
- … library using C++ and Python programming languages. + Evaluate quantitative methodologies including identifying and monitoring model risks associated ... The Quantitative Research (QR) Equity Derivatives team is looking...pricing models, creating data hedging strategies, identifying and monitoring model risks, and contributing to the innovation of derivative… more
- FirstBank PR (San Juan, PR)
- …data quality and completeness, testing, validation, performance monitoring, and controls. The Quantitative Risk Analyst reports to the Model Risk Manager at ... QUANTITATIVE ANALYST Our Company AtFirstBank PR, we strive...methodologies and other risk management activities consistent with the Model Risk Management (MRM) framework and to comply with… more
- Capital One (Mclean, VA)
- …the successful candidate to sit at the crossroads between high level quantitative model development, risk management analytics and business strategy. **General** ... solving based on analytics. Conceptual thinking skills must be complemented by a strong quantitative orientation, given that a large part of the business is based on… more
- Truist (King Of Prussia, PA)
- …the scope of the Audit project. 2. In coordination with the more experienced Model Quantitative Auditors, maintain relationships with Model Risk Management, ... second lines of defense. 3. In coordination with the more experienced Model Quantitative Auditors, contribute to improving Truist model risk management by:… more