Associate Director, Senior Quantitative Analyst - Remote

Overview

The Associate Director, Senior Quantitative Analyst is a critical member of the model validation team within the Model Risk Management (MRM). Responsibilities include risk governance and reporting, model inventory, model validation, and model performance oversight.

In Short

• Perform hands-on validations and reviews, write quality model validation reports.
• Collaborate with model owners, developers, and users on validation and issue resolution.
• Formulate model validation and review summary and present findings to the Model Risk Governance Council.
• Challenge model performance and methodologies at monthly MRGC review meetings.
• Perform ad hoc analysis to identify model limitations and performance issues.

Requirements

• Ph. D. or master’s degree in quantitative finance, mathematics, economics, or related fields.
• 3-5 years of related experience in financial risk model validation or quantitative modeling.

Benefits

• Competitive compensation, including base pay and annual incentive.
• Comprehensive health and life insurance and well-being benefits.
• Pension / Retirement benefits.
• Paid Time Off and Personal/Family Care.
• Flexible/hybrid model of 3 days onsite and 2 days remote.