Senior Quantitative Analyst

2 weeks ago


White Plains, United States LanceSoft, Inc. Full time

Project Overview

This role will support the Director of Risk Management to support both the implementation and execution of a new model risk governance program.


Job Functions & Responsibilities

  • Document existing models in a model inventory.
  • Assist the director with formulating policies and processes.
  • Continuously monitor that model testing and validations are occurring
  • Perform certain validations of existing models.
  • Oversee outsourcing of certain models.
  • Perform validation and internal controls of the operational risk program.


Skills

  • Experience in model validations or benchmarking 5-7 years in a risk or compliance role, or front office running and testing models


Education & Certifications

  • Degree in mathematics, economics, or statistics preferred Masters in quantitative science or similar preferred



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