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Tier-1 bank, metro location, and mid-level quant role increases candidate competition.
Highly finance-specific model risk expertise and regulatory exposure limits cross-industry transferability.
Explicit 4+ years, advanced quantitative degree and mandated model-validation skills make filters highly rigid.
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Lead validation of Mortgage, Credit, and Market Risk models including comprehensive documentation and interaction with developers, auditors, and regulators.
Use complex statistical methods to quantify, analyze, and forecast losses and capital requirements, influencing enterprise-wide risk management decisions.
Collaborate with regulators, auditors, and stakeholders to challenge models and contribute to model risk mitigation and compliance with governance policies.
Bachelor's degree in quantitative discipline (mathematics, statistics, engineering, physics, economics, or computer science).
4+ years of quantitative analytics experience or equivalent combination of work experience, training, or education.
Experience with model validations and documentation; programming knowledge (Python/SAS) is relevant but not strictly mandatory.
Work Experience Required: 4+ years in Quantitative Analytics
Advanced degree (Masters/PhD) in quantitative field such as applied math, statistics, engineering, physics, finance, economics, or related disciplines.
Demonstrated ability to work independently on complex model validations from start to finish in a regulated financial environment.
Strong mathematical and statistical expertise, familiarity with advanced techniques (Monte Carlo, stochastic calculus, differential equations, machine learning), and effective communication skills with technical and regulatory audiences.