Hybrid Quantitative Analytics Manager – Model Risk

Posted 3 months ago

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About the role

  • Quantitative Analytics Manager responsible for model validation across the bank's services. Leading validation efforts to ensure compliance with regulatory standards and effective communication with stakeholders.

Responsibilities

  • Lead the independent validation of predictive and machine-learning models used across the bank
  • Perform hands-on model validation on the bank’s critical high-risk models
  • Manage and lead some of the quantitative validation/review projects by partnering with junior validators
  • Prepare detailed validation reports and memos that document the validation approach, findings, and conclusions
  • Build and maintain effective relationships with model owners and various stakeholders

Requirements

  • Master’s degree in a quantitative discipline and at least 5 years of relevant experience; or Bachelor’s degree and at least 6 years of relevant experience
  • Substantial hands-on experience in quantitative (including AI/ML) model development or validation on various risk predictive models
  • Proficiency in programming languages such as Python, R, SQL or SAS
  • Proven ability to lead teams, manage multiple projects, and effectively communicate technical findings to both technical and non-technical audiences
  • Excellent written and verbal communication skills

Benefits

  • Short-term incentive compensation
  • Deferred incentive compensation subject to individual and company performance
  • Flexible options in circumstances where roles can be performed effectively in a mobile environment

Job title

Quantitative Analytics Manager – Model Risk

Job type

Experience level

Mid levelSenior

Salary

$120,000 - $145,000 per year

Degree requirement

No Education Requirement

Tech skills

Location requirements

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