Quantitative Risk Analyst – Model Validation

The Model Validation team is responsible for Model Risk Management for Bread Financial Models and Bank Models for the entire organization. Members of this team work with teams across the business (Marketing, Pricing, finance, etc.) that build the models to understand and validate the methodology. The Model Validation, Manager is a key member of the Model...

Role Responsibilities Support GMV senior manager in performing an independent validation of new and existing models that are used in risk management, capital calculation, stress testing etc. Qualitative review of model development process including underlying assumptions & theoretical basis. Quantitative assessment of model performance via...

The Model Validation team is responsible for Model Risk Management for Bread Financial Models and Bank Models for the entire organization. Members of this team work with teams across the business (Marketing, Pricing, finance, etc.) that build the models to understand and validate the methodology. The Model Validation, Manager is a key member of the Model...

Key Responsibilities: -Validate models in accordance with client’s model risk management policy to assess model usage, documentation, conceptual soundness, data integrity and the control environment.Communicate results via formal model validation reports, as well as presentations to model owners and senior management.Evaluate model performance monitoring...

The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. RISK BUSINESSThe Risk Business identifies, monitors, evaluates, and manages the firm’s financial and non-financialrisks in support of the firm’s Risk Appetite Statement and the firm’s strategic plan....

Key Responsibilities: Validate models in accordance with client’s model risk management policy to assess model usage, documentation, conceptual soundness, data integrity and the control environment.Communicate results via formal model validation reports, as well as presentations to model owners and senior management.Evaluate model performance monitoring...

In this role you will be responsible development of stress test models as part of the annual CCAR/CECL exercise. You will also have an opportunity to use your experience with econometric/statistical modeling, data manipulation, query efficiency techniques, reporting and automation. You will be a part of Group Retail Modeling team and are responsible for...

1. Backtest & re-calibrate each model designed and developed by the business, hence a thoroughunderstanding of model development under Basel & IFRS norms is critical.2. Choose adequate model outcome analysis techniques such as:a. Model estimates vs realized values (e.g. back-testing for some models);b. Stability of model outcomes;c. Benchmarking: model...

1. Backtest & re-calibrate each model designed and developed by the business, hence a thorough understanding of model development under Basel & IFRS norms is critical. 2. Choose adequate model outcome analysis techniques such as: a. Model estimates vs realized values (e.g. back-testing for some models); b. Stability of model outcomes; c. Benchmarking: model...

AXA XL Investments manages the investment portfolio of AXA XL.Within Investments, the team builds the overall Strategic Asset allocation model, performs Asset Liability Management, and performs economic and regulatory capital modelling for market and asset credit risk. DISCOVERyour opportunity What will your essential responsibilities include? ...

The Goldman Sachs Group, Inc. is a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and high-net-worth individuals. Founded in 1869, the firm is headquartered in New York and maintains...

You are a strategic thinker passionate about driving solutions in Finance. You have found the right team. As a Valuation Control professional in our Corporate sector, you will spend each day defining, refining and delivering set goals for our firm The Valuation Control Group (VCG) is an independent group within Finance whose primary responsibility is to...

1. Backtest & re-calibrate each modeldesigned and developed by the business, hence a thoroughunderstanding of model development under Basel & IFRS norms is critical.2. Choose adequate model outcome analysis techniques such as:a. Model estimates vs realized values (e.G. back-testing for some models); b. Stability of model outcomes; c. Benchmarking: model...

Finance Engineering - Analyst Corporate Treasury Strats  Corporate Treasury Organization Description: Corporate Treasury Strats team is looking for world class quants to work closely with Corporate Treasury business partners and help build, enhance, maintain quantitative models and analytics used by the group to drive our divisional mandates. These...

The Risk Modeling Team is part of the Consumer Banking Risk Management function. This team is responsible to build machine learning models, and develop prototypes that promote data-driven strategies and solutions for the clients.  In this role, you'll have the opportunity to use your experience with advanced machine learning modeling to design, build...

Asset & Wealth Management – Associate/Analyst Quantitative Strategist in Private Wealth Management Strats Our quantitative strategists are at the cutting edge of our business and solve real-world problems through a variety of analytical methods. As a member of our team, you will utilize your training in mathematics, programming, and logical thinking...

We are looking for a Risk Analyst with strong analytical skills and a keeninterest in the fintech space.What you’ll do● Build rules, algorithms and machine learning models to respond toand mitigate consumer credit risk● Analyze data to better understand potential risks, concerns andoutcomes of decisions● Aggregate data from multiple sources to...

The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that...

The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm.The Goldman Sachs Group, Inc. is a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes...

Overview Catastrophe Modelers quantify catastrophe loss potential of risk exposures carried by different entities, especially Insurers. The incumbent will be responsible for modeling insurance exposures for large, complex insurance books having complex insurance and/or reinsurance terms using leading catastrophe models like RMS RiskLink, AIR Touchstone,...