Perform quantitative and qualitative analyses of financial models, including the capital stress testing model and the interest rate-sensitivity model. Conduct statistical analyses and determine appropriate model validation processes and frequencies. Validate selected models including theoretical model design, data integrity and completeness, and reliability.
At U.S. Bank, we’re on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions and enabling the communities we support to grow and succeed. We
At U.S. Bank, we’re on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions and enabling the communities we support to grow and succeed. We
At U.S. Bank, we’re on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions and enabling the communities we support to grow and succeed. We
We’re seeking a future team member for the role of Senior Specialist, Quantitative Model Developer to join our Economic Forecasting team. This role is located in Pittsburgh, PA or Lake Mary, FL. The Economic Forecasting Group (EFG) is
At U.S. Bank, we’re on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions and enabling the communities we support to grow and succeed. We
Position TitleQuantitative Model Risk Analyst LocationHicksville, NY 11801 Job SummaryThe Quantitative Model Risk Analyst supports the implementation and execution of the Bank-wide model risk management policy. This includes the review of complex models used within the organization, model development documentations, model code, and
Work Arrangement/Location: This is a hybrid position requiring four days/week of in-office work and it will ideally be based at M&Ts office in Wilmington, DE. Overview: Assists in development and analysis of quantitative/econometric behavioral models used for credit
Who we are looking for A strong quantitative modeler to join the team as an Officer and Credit Risk Modeler based in New Jersey, Connecticut, or Boston. This role is part of the Centralized Modeling, Analytics and
Work Location/Arrangement: This is a hybrid position requiring in-office work four (4) days every week at an M&T office in Buffalo, NY, Bridgeport, CT, Wilmington, DE, Baltimore, MD, Washington, DC, or possibly NY, NY. If the
Work Arrangement/Location: This is a hybrid position requiring in-office work three days every week. Ideally the position will be based in Buffalo, NY but may be in an M&T office in Buffalo, NY, Baltimore, MD, Bridgeport,
Work Location/Arrangement: This is a hybrid position requiring in-office work four (4) days every week at an M&T office in Buffalo, NY, Bridgeport, CT, Wilmington, DE, Baltimore, MD, Washington, DC, or possibly NY, NY or another
* Work Arrangement/Location: This is a hybrid position requiring in-office work three days every week. Ideally the position will be based in Buffalo, NY but may be in an M&T office in Baltimore, MD, Bridgeport, CT,
Work Location/Arrangement: This is a hybrid position requiring in-office work four (4) days every week at an M&T office in Buffalo, NY, Bridgeport, CT, Wilmington, DE, Baltimore, MD, Washington, DC, or possibly NY, NY or another
About this role BlackRock is one of the world’s preeminent asset management firms and a premier provider of global investment management, risk management and advisory services to institutional, intermediary and individual investors around the world. BlackRock
Affirm is reinventing credit to make it more honest and friendly, giving consumers the flexibility to buy now and pay later without any hidden fees or compounding interest. We’re looking for an intelligent, driven professional to
Buyside Sales Specialist: Risk Models & Quantitative Portfolio Analytics Location New York Business Area Sales and Client Service Ref # 10052943 Description & Requirements Our Team Bloombergs Portfolio & Risk Analytics business delivers some of the industrys most
Overview: Develops and builds complex systems of models to analyze diverse big data sources to generate insights and solutions for business partners and product enhancement. Leads work to develop, test and validate models that drive business value. Identifies,
JOB DESCRIPTION State Street Investment Management (State Street IM) Model Risk Management (MRM) function is seeking a Quantitative Risk Analyst to join its State Street IM Model Validation team based in Boston, MA. The Quantitative Risk Analyst will conduct model validation
At Freddie Mac, our mission of Making Home Possible is what motivates us, and it’s at the core of everything we do. Since our charter in 1970, we have made home possible for more than 90