Quantitative Model Risk Analyst (Banking / Financial Services) Position Available In Jefferson, Alabama
Tallo's Job Summary: The Quantitative Model Risk Analyst position involves reviewing and validating model frameworks, performing quantitative analyses, and assessing model performance metrics. Qualifications include a Bachelor's or Master's degree, prior modeling experience in banking/financial services, familiarity with financial modeling concepts, and proficiency in statistical programming languages like R or Python. The role requires preparing documentation for model validation and regulatory compliance. The job is located in Pittsburgh.
Job Description
For immediate consideration, please connect with me on LinkedIn at https://www.linkedin.com/in/dpotapenko and then email your resume, work authorization status, current location, availability, and compensation expectations directly to denis.potapenko@systemone.com
- make sure to include the exact job title and job location in your email message.
Quantitative Model Risk Analyst :
- Quantitative Model Risk Analyst will join a Model Risk Management Team.
- Review and validate new and existing model frameworks, monitoring ongoing performance
- Perform complex quantitative analyses of models to support risk-based decision-making
- Analyze large datasets to validate and assess model performance metrics
- Conduct comprehensive qualitative and quantitative assessments covering theoretical foundations, model design, implementation, data quality, and integrity
- Evaluate model risks and document strengths and limitations of validated models
- Maintain ongoing communication with model owners and developers throughout the review process
- Prepare detailed documentation for model validation and regulatory compliance
Qualifications :
- Bachelor’s or Master’s degree in relevant discipline
- Prior modeling experience preferred, with several years’ experience in banking/financial services industry
- Familiarity with financial modeling concepts (risk metrics, pricing models)
- Experience with R, Python, SAS, or similar statistical programming languages
- Firsthand experience in model validation, monitoring, risk management program governance and oversight, model risk testing For immediate consideration, please connect with me on LinkedIn at https://www.linkedin.com/in/dpotapenko and then email your resume, work authorization status, current location, availability, and compensation expectations directly to denis.potapenko@systemone.com
- make sure to include the exact job title and job location in your email message.
.
Ref:
#404-IT Pittsburgh
