Manager, Model Risk

Please read closely the requirements for this role before applying. Thanks!Our client, a bank with office in New York, Chicago, Boston, and Atlanta, is looking to grow a new 3rd-line of defense model risk team, staffing it out with 2nd-line credit risk model validation/model developer quants. There are two Model Risk Audit Manager openings available....

About the RoleThe Goldman Sachs Group, Inc is seeking a highly skilled Model Risk Management Specialist to join our team. As a Model Risk Management Specialist, you will be responsible for performing independent validation and approval of models, including raising and managing model validation findings.Key ResponsibilitiesPerform independent validation and...

Responsibilities:Lead the research and development of quantitative models for assessing credit risk. This includes models for predicting loan delinquency, defaults, losses, prepayment, and utilization, deposit attrition models, financial instrument valuation methods crucial for capital planning, Allowance for Credit Losses (ACL), and underwriting.Data...

Mortgage Risk Modeling LeadWe are seeking a highly skilled Mortgage Risk Modeling Lead to join our team at Analytic Recruiting Inc. in New York, NY. As a key member of our risk management team, you will be responsible for reviewing assumptions, inputs, validation of results, reporting, and model calibration for our mortgage-backed securities (MBS)...

A financial institution that has been in NY for almost 100 years seeking an MBS Risk Modeling Lead to review assumptions, inputs, validation of results, reporting and model calibration. This person may also handle risk projects in collateral, investment portfolio, credit modeling and counterparty credit risk.Location: New York, NYSalary: Up to 180k base +...

Mortgage Risk Modeling LeadA leading financial institution in New York seeks an experienced Mortgage Risk Modeling Lead to join their team. The ideal candidate will have a strong background in risk management and modeling, with expertise in mortgage-backed securities and related products.Key Responsibilities:Develop and maintain credit risk models for...

Job Title: Director (MD) - Lead, Risk Modeling and Quantitative ResearchAt Selby Jennings, we are seeking a highly skilled and experienced Director (MD) to lead our Risk Modeling and Quantitative Research team. As a key member of our organization, you will be responsible for overseeing the development and implementation of quantitative risk models and...

A financial institution that has been in NY for almost 100 years seeking an MBS Risk Modeling Lead to review assumptions, inputs, validation of results, reporting and model calibration. This person may also handle risk projects in collateral, investment portfolio, credit modeling and counterparty credit risk.Location: New York, NYSalary: Up to 180k base +...

Quantitative Risk Modeling SpecialistWe are seeking a highly skilled Quantitative Risk Modeling Specialist to join our team at Selby Jennings. As a key member of our client-facing Quantitative Risk Analytics team, you will be responsible for developing and enhancing risk factor models and performance analytics, analyzing and executing hedge strategies and...

Job Title: Quantitative Risk Modeling SpecialistBloomberg's Quantitative Analytics team is seeking a highly skilled Quantitative Risk Modeling Specialist to join our team in New York. As a key member of our team, you will be responsible for designing, implementing, and testing advanced statistical and machine learning models to estimate liquidity risk for...

About the RoleBloomberg's Chief Risk Office (CRO) plays a critical role in supporting our businesses and operations around the world. We move quickly and thoughtfully to help address risks inherent in being the world's leading financial news and information company.Our team is made up of talented and hardworking professionals who think creatively and work...

Job SummarySumitomo Mitsui Banking Corporation is seeking a highly skilled Quantitative Risk Specialist to join our team. As a key member of our risk management department, you will be responsible for creating and implementing risk models to help us navigate the complexities of the financial markets.In this role, you will work closely with our treasury,...

Job SummarySMBC Group is a top-tier global financial group with a rich 400-year history. As a Quantitative Risk Specialist, you will play a critical role in creating risk models that leverage existing data, structured and unstructured, to inform business decisions.Key ResponsibilitiesCreate risk models using statistical, financial, BI, and AI techniques to...

Liquidity Stress Testing & Modeling LeadThe Liquidity Stress Testing & Modeling Lead is a critical role within Flagstar Bank's Risk Management team, responsible for developing and implementing effective liquidity risk management strategies. This position requires a strong understanding of liquidity risk management principles, excellent analytical and...

Job Title: Quantitative Risk SpecialistSMBC Group is a leading global financial institution with a rich history and diverse range of financial services. As a Quantitative Risk Specialist, you will play a critical role in developing and implementing risk management strategies to ensure the stability and growth of the organization.Key Responsibilities:Create...

This role on the Credit & Obligor Risk Analytics (CORA) Team requires in-depth climate knowledge, business analysis skills, and excellent communication to work in a multidisciplinary team. The successful candidate will be responsible for developing statistical and economic models to assess the impacts of climate changes on Citi's wholesale lending...

Strong Model Validation SME -Working with 2ndline model validations in terms of model risks and proven model usages-This is notdealing with credit risk areas as much as business process automation andauxiliary function models- Example ofrecent model: Learning and Development product that automates learningmaterials for Fannie Mae University. Another one is...

Liquidity Stress Testing & Modeling LeadThe Liquidity Stress Testing & Modeling Lead is a critical role within Flagstar Bank, responsible for developing and implementing effective liquidity risk management strategies. This position requires a strong understanding of liquidity risk regulations, including Reg YY, FR 2052a, SR Letter 12-7, SR Letter 10-6, and...

About the Role:We are seeking a highly skilled Senior Model Risk Specialist to join our Corporate Banking Control team. As a key member of our team, you will be responsible for designing and implementing first-line controls to mitigate risks associated with model development and counterparty credit.Key Responsibilities:Collaborate with leadership to...

Job SummaryThis role on the Credit & Obligor Risk Analytics (CORA) Team requires in-depth climate knowledge, business analysis skills, and excellent communication to work in a multidisciplinary team. The successful candidate will be responsible for developing statistical and economic models to assess the impacts of climate changes on Citi's wholesale lending...