- PNC (New York, NY)
- …valued and have an opportunity to contribute to the company's success. As a Quantitative Analytics and Model Consultant Senior within PNC's Market Risk ... quantitative analyses and models development to support decision-making by running quantitative strategies. + Develops new model frameworks by supporting the… more
- PNC (New York, NY)
- …(CVA), and Funding Valuation Adjustment (FVA). Key Responsibilities: 1. Hands-On Model Validation : Perform qualitative and quantitative assessments ... VA. We are seeking a highly skilled and hands-on Model Validation Manager to be a part...Management team at PNC. The position reports to the Senior Validation Manager for Market Risk and… more
- Citigroup (New York, NY)
- Citigroup Global Markets Inc. seeks a Model /Analysis/ Validation Senior Analyst for its New York, New York location. Duties: Serve as a strategic business ... . Develop code, test, and document models for formal validation and approval. Deliver the model for...for pricing; Risk and exposure models formulation, testing and validation ; Quantitative toolbox development using C++ and… more
- M&T Bank (New York, NY)
- …above locations._** **Overview:** The credit model development team is looking for a senior model developer that will manage a team of quantitative ... great opportunity to be part of a highly dedicated quantitative team of model developers. **Primary Responsibilities:**...serve as reference source. Lead engagements with colleagues in Model Risk Management for model validation… more
- Capital One (New York, NY)
- …in their financial lives. Capital One is selectively recruiting for a Manager for a Model Validation team. The individual would report to the Model Risk ... Manager, Quantitative Analysis - Model Risk Office...firm's market risk models. Clients of the group include senior management, business leads, internal audit, and the regulators.… more
- Santander US (New York, NY)
- Model Validation Analyst - Corporate & Investment Banking Country: United States of America **Your Journey Starts Here:** Santander is a global leader and ... in their communications with risk committees, auditors, regulators, and senior management regarding model risk and its...study. - Preferred. + 3+ years of experience in Model Validation and/or Model Risk… more
- US Bank (New York, NY)
- …you excel at-all from Day One. **Job Description** US Bank is seeking an experienced Model Validation Director for our Treasury & Markets risk areas and will ... documentation. + Develops and leads a team to establish and continuously enhance model validation processes involving execution of thorough testing and critical… more
- Mizuho Corporate Bank (New York, NY)
- …procedures, and regulatory rules. Mizuho seeks a highly motivated individual to serve as a Senior Model Validator. The employee will work within the Model ... Risk Management Group. They will perform model validation of Bank's valuation models as well as downstream models such as Value at Risk and XVA models.… 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
- Bank of America (Pennington, NJ)
- …and the completeness and accuracy of the model testing. + Conducts review the model validation analysis to assess the effectiveness of the model ... controls supporting the model life cycle including model governance, development, validation , on-going monitoring, and...of business of control functions. + Works closely with model stakeholders and senior management with regard… more