{"schemaVersion":"jobsearcher.job.v1","id":"d8eb6894e7e7cbe72f0b2bbc","url":"https://jobsearcher.com/jobs/d8eb6894e7e7cbe72f0b2bbc","canonicalUrl":"https://jobsearcher.com/jobs/d8eb6894e7e7cbe72f0b2bbc","title":"Quantitative Analytics / Analysis Manager (Remote)","description":"Req I:\nTitle: Model Risk Quant Analytics Manager (Cleveland, OH or Remote)\nTerms of Hire: Full Time.\nSalary: $ Open K/ YR + Benefits.\n\nJob description:\nESSENTIAL JOB FUNCTIONS:\nAct as a member of the validation team to complete in-depth technical validations and reviews of models in the fraud, identity authentication, anomaly detection, amongst other functional areas.\nLeverage relevant industry expertise on fraud/authentication typologies and risks to evaluate model suitability for use and leveraging best practices for model use.\nEmploy and assess advanced analytics and machine learning approaches for design sutiability, appropriate performance, and necessary diagnostics (e.g. optimization, hyperparameter tuning, interpretability, etc.)\nReview and challenge the conceptual framework, assumptions, limitations, technical soundness, fitness-for-use, and monitoring of Client’s high impact models.\nVerify the correct model implementation through review and understanding of version control software.\nOversee critical projects on high impact models, plan and organize project scope, liaison with stakeholders, and evangelize on best practices.\nMentor junior model validators within the team on best practices.\nVerify the model has been properly documented, and produce documentation of the validation testing and results robustly for internal and external communications.\nREQUIRED QUALIFICATIONS:\nPhD/Master’s in computer science, mathematics, data science, statistics, applied mathematics, finance, economics, or other related field\n3+ years of model development or model validation experience in high impact models within financial crimes and fraud applications (e.g. Fraud, Identity Authentication, Anomaly Detection, , etc.)\n7+ years of model development or model validation experience preferred (relevant academic experience can be considered)\nStrong working knowledge of Python, R, Matlab or other programming languages for computational/statistical learning\nAdvanced knowledge of data science, machine learning, statistics, mathematics and artificial intelligence theory and applications\nPreferred experience with productionizing machine learning development, monitoring and implementation in cloud technologies (e.g AWS, GCP, Azure, or others)\nPreferred experience with modern data pipelining practices and tools (e.g. Data Proc, BigQuery, Spark/PySpark, and others)\nExcellent written and oral communication skills\nProficiency in the use of Microsoft Office\nAbility to perform multiple tasks simultaneously to meet strict deadlines\nMentoring experience of junior staff experience\nEffective working both independently and as a team-member\n\nReq 2:\nTitle: Sr. Manager, Quantitative Analysis - Mortgage (Cleveland, OH or Remote)\nTerms of Hire: Full Time.\nSalary: $ Open K/ YR + Benefits.\nEssential Job Functions:\nLeading the development of the Credit Loss Forecasting models, including supporting the implementation of modeling and analytical methodologies\nCoordinating analysis and responses to Internal Model Risk Validation and External Auditors from the Federal Reserve and the OCC\nWorking closely with the Finance Management team as well as other critical stakeholders to shape and prioritize the modeling and analytical work efforts and plans\nProviding advice and recommendations to business leaders within the company to ensure the highest standards of practice, including the incorporation of credit loss forecasts into the ongoing evaluation of risk\nPerforming complex quantitative and thoughtful qualitative assessments on all aspects of models including theoretical decisions, model design and implementation as well as data quality and integrity\nBuilding and leading a team, providing professional guidance to highly skilled workforce, and establishing plans and development goals to promote growth and success of the team and individuals\n\nRequired Qualifications:\n\n5+ years of risk modeling and analytics experience and industry knowledge in Home lending within financial services\nPrior experience in developing CECL models is a strong plus\nPreference for PhD or MS in quantitative field: finance, econometrics, mathematics, physics, engineering\nExcellent communications skills – internally and externally, including with regulators\nExperience in Python / SAS / R building credit loss models\nExperience in developing and defining analytical methodologies\nA leader and a motivator – who can recruit, retain and advance great people\nA relationship builder, who can establish trust and credibility across the organization as well as with regulators and other critical external constituents\nImpeccable integrity, sound judgment, and strategic vision\n\nYou Will Enjoy:\nAn opportunity to be a part of a great culture, an awesome team, a challenging work environment, and some fun along the way!\nApply today to learn more and be part of our Growth story.\nAll applications will be kept strictly confidential and once shortlisted, our team will be in touch with you for further discussions.","company":"Cedent","rawCompany":"cedent","city":"Akron","state":"OH","isRemote":true,"isActive":false,"createdAt":"2026-04-12T20:37:24.348Z","occupations":[{"code":"13-2099.01","title":"Financial Quantitative Analysts","slug":"financial-quantitative-analysts"},{"code":"13-2054.00","title":"Financial Risk Specialists","slug":"financial-risk-specialists"},{"code":"15-2051.00","title":"Data Scientists","slug":"data-scientists"}],"industries":[{"code":"541690","title":"Other Scientific and Technical Consulting Services","slug":"other-scientific-and-technical-consulting-services"},{"code":"522291","title":"Consumer Lending","slug":"consumer-lending"},{"code":"523940","title":"Portfolio Management and Investment Advice","slug":"portfolio-management-and-investment-advice"}],"jobPosting":{"@context":"https://schema.org","@type":"JobPosting","title":"Quantitative Analytics / Analysis Manager (Remote)","description":"Req I:\nTitle: Model Risk Quant Analytics Manager (Cleveland, OH or Remote)\nTerms of Hire: Full Time.\nSalary: $ Open K/ YR + Benefits.\n\nJob description:\nESSENTIAL JOB FUNCTIONS:\nAct as a member of the validation team to complete in-depth technical validations and reviews of models in the fraud, identity authentication, anomaly detection, amongst other functional areas.\nLeverage relevant industry expertise on fraud/authentication typologies and risks to evaluate model suitability for use and leveraging best practices for model use.\nEmploy and assess advanced analytics and machine learning approaches for design sutiability, appropriate performance, and necessary diagnostics (e.g. optimization, hyperparameter tuning, interpretability, etc.)\nReview and challenge the conceptual framework, assumptions, limitations, technical soundness, fitness-for-use, and monitoring of Client’s high impact models.\nVerify the correct model implementation through review and understanding of version control software.\nOversee critical projects on high impact models, plan and organize project scope, liaison with stakeholders, and evangelize on best practices.\nMentor junior model validators within the team on best practices.\nVerify the model has been properly documented, and produce documentation of the validation testing and results robustly for internal and external communications.\nREQUIRED QUALIFICATIONS:\nPhD/Master’s in computer science, mathematics, data science, statistics, applied mathematics, finance, economics, or other related field\n3+ years of model development or model validation experience in high impact models within financial crimes and fraud applications (e.g. Fraud, Identity Authentication, Anomaly Detection, , etc.)\n7+ years of model development or model validation experience preferred (relevant academic experience can be considered)\nStrong working knowledge of Python, R, Matlab or other programming languages for computational/statistical learning\nAdvanced knowledge of data science, machine learning, statistics, mathematics and artificial intelligence theory and applications\nPreferred experience with productionizing machine learning development, monitoring and implementation in cloud technologies (e.g AWS, GCP, Azure, or others)\nPreferred experience with modern data pipelining practices and tools (e.g. Data Proc, BigQuery, Spark/PySpark, and others)\nExcellent written and oral communication skills\nProficiency in the use of Microsoft Office\nAbility to perform multiple tasks simultaneously to meet strict deadlines\nMentoring experience of junior staff experience\nEffective working both independently and as a team-member\n\nReq 2:\nTitle: Sr. Manager, Quantitative Analysis - Mortgage (Cleveland, OH or Remote)\nTerms of Hire: Full Time.\nSalary: $ Open K/ YR + Benefits.\nEssential Job Functions:\nLeading the development of the Credit Loss Forecasting models, including supporting the implementation of modeling and analytical methodologies\nCoordinating analysis and responses to Internal Model Risk Validation and External Auditors from the Federal Reserve and the OCC\nWorking closely with the Finance Management team as well as other critical stakeholders to shape and prioritize the modeling and analytical work efforts and plans\nProviding advice and recommendations to business leaders within the company to ensure the highest standards of practice, including the incorporation of credit loss forecasts into the ongoing evaluation of risk\nPerforming complex quantitative and thoughtful qualitative assessments on all aspects of models including theoretical decisions, model design and implementation as well as data quality and integrity\nBuilding and leading a team, providing professional guidance to highly skilled workforce, and establishing plans and development goals to promote growth and success of the team and individuals\n\nRequired Qualifications:\n\n5+ years of risk modeling and analytics experience and industry knowledge in Home lending within financial services\nPrior experience in developing CECL models is a strong plus\nPreference for PhD or MS in quantitative field: finance, econometrics, mathematics, physics, engineering\nExcellent communications skills – internally and externally, including with regulators\nExperience in Python / SAS / R building credit loss models\nExperience in developing and defining analytical methodologies\nA leader and a motivator – who can recruit, retain and advance great people\nA relationship builder, who can establish trust and credibility across the organization as well as with regulators and other critical external constituents\nImpeccable integrity, sound judgment, and strategic vision\n\nYou Will Enjoy:\nAn opportunity to be a part of a great culture, an awesome team, a challenging work environment, and some fun along the way!\nApply today to learn more and be part of our Growth story.\nAll applications will be kept strictly confidential and once shortlisted, our team will be in touch with you for further discussions.","datePosted":"2026-04-12T20:37:24.348Z","dateModified":"2026-04-12T20:37:24.348Z","hiringOrganization":{"@type":"Organization","name":"Cedent","sameAs":"https://jobsearcher.com"},"jobLocationType":"TELECOMMUTE","applicantLocationRequirements":{"@type":"Country","name":"US"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Akron","addressRegion":"OH","addressCountry":"US"}},"identifier":{"@type":"PropertyValue","name":"JobSearcher","value":"d8eb6894e7e7cbe72f0b2bbc"},"url":"https://jobsearcher.com/jobs/d8eb6894e7e7cbe72f0b2bbc"}}