- 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
- Truist (Charlotte, NC)
- …support during verbal presentations to stakeholders and oversight groups. 6. Address model validation recommendations and remediate issues. 7. Meet with, and ... as a contributor supporting end-to-end execution of analytics projects, including model development, documentation and deployment. The Sr. Quantitative Analyst… 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
- Capital One (Mclean, VA)
- …learning models and analytics to predict and generate insight into Capital One's risk and capital needs. We blend cutting-edge quantitative methods with deep ... Principal Quantitative Modeler At Capital One data is at...model development process from conceptualization through data exploration, model selection, validation , deployment, business user training,… more
- SMBC (Jersey City, NJ)
- …A 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...non-maturity deposit decay rate, beta, prepayment, etc.) Collaborate with model owners and model validation … more
- Capital One (Mclean, VA)
- … model development process: from conceptualization through data exploration, model selection, validation , deployment, business user training, and monitoring ... Principal Associate, Quantitative Analysis - Investment Portfolio Team At Capital...to help in our journey with modeling, analytical and/or model implementation skills to join our finance team. **Responsibilities… more
- Wells Fargo (Charlotte, NC)
- …creation, implementation, documentation, validation , articulation and defense, of market risk model . + Perform highly complex activities related to financial ... **About this role:** Wells Fargo is seeking a Senior Quantitative Analytics Specialist to fill the role within the...developing, testing, analyzing, monitoring, tool-building, and documentation of Market risk VaR model , Basel 2.5 models and… more
- PenFed Credit Union (Mclean, VA)
- …across enterprise-wide. This position ensures the integrity, compliance, and effectiveness of quantitative risk models through validation , monitoring, and ... twelve (12) years' experience in quantitative modeling, risk management, financial research or model ... validation & testing. + Demonstrated knowledge of model risk management and associated regulatory requirements… more
- KeyBank (Cleveland, OH)
- …rate risk , liquidity management, and balance sheet strategy. + Experience with model validation , policy documentation, and risk governance frameworks. + ... models meet internal policy, industry best practices, and regulatory expectations for model risk management + Develop formal reports summarizing assessment… more
- Capital One (Mclean, VA)
- … model development process: from conceptualization through data exploration, model selection, validation , deployment, business user training, and monitoring. ... Principal Quantitative Analyst - CMA Predictive Analytics At Capital...to individuals from various backgrounds. - Understand and navigate Risk Management Software to enable business analysis. **Expertise in… more