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Experience in model validation, model development, model risk management, or quantitative analysis within the financial services industry. The ideal candidate will have a strong background in quantitative finance, risk management, and model validation.
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Minimum of twenty (20) years’ experience in quantitative modeling of market risk; capital markets management; capital planning and stress testing; quantitative risk management; and/or model risk management in a financial institution.
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The application of models can span across different business units including uses for CECL, CCAR/DFAST, stress testing, regulatory, management, or client reporting related to interest rate risk, liquidity risk, or portfolio management.
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Serve as a subject matter expert for the Model Risk Management programs, providing effective challenge as necessary to program updates, changes. Serve as the liaison between associated model owners, other model area owners, key [Consumer and Small Business Banking, Enterprise Operational Services, Enterprise Technology, Finance, Government Affairs and Legal Team, Human Resources, Risk Management Organization, Wholesale] representatives, and the second line model risk program.
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Supports model development and model risk management in respective focus areas to support business requirements and the enterprise's risk appetite. Risk and Capital Management Capabilities – Build best in class quantitative solutions that enable the Retail and GWIM lines of business to effectively manage risk and capital, through the application of the disciplined BAU development process that includes extensive interaction with the FLU model owners and stakeholders throughout the quantitative lifecycle.
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Experienced professional in financial services with deep knowledge in AI model risk management practices. Knowledge of relevant regulatory requirements within model risk management such as SR11-7.
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Work Experience: 10+ years in Model Development and/or Validation of, Compliance, transaction monitoring, Below the Line testing, and Risk Management function at an investment bank or hedge fund.
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Assess environmental (regulatory, business, macroeconomic) risks specific to Freddie Mac, collaborate with business areas to help ensure model and non-model risk standards meet environmental needs and to drive alignment on model risk management strategies.
$168,000 a yearFull-timeExpandApply NowActive JobUpdated 14 days ago - UpvoteDownvoteShare Job
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Champion the enterprise Vendor Management and risk awareness purpose throughout the organization; train and advise colleagues on the vendor management processes in support of the CNB's Third Party Risk Management Policies and Procedures.
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Senior Quantitative Risk Consulatnt - Senior Quantitative Model Analyst is a newly created role within the centralized Strategic Modeling and Analytics (SMA) Team in First Citizens Bank’s Treasury Department.
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Reporting to the Director of Credit Risk Modeling, this role will lead and manage a quantitative modeling group within Commercial Credit space to support data, systems and modeling needs of Commercial Risk Rating models (Scorecards, Behavioral, etc) utilized for credit risk management or other enterprise initiatives.
$328,820.59 a yearFull-timeExpandApply NowActive JobUpdated 17 days ago - UpvoteDownvoteShare Job
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Risk data and/or modeling, model risk management, IT experience is a plus. (1) development and maintenance of processes and standards critical to the team’s success; (2) project management for risk data and analytics enhancement project; (3) coordination & collaboration with others in risk management, audit, and lines of business across the 3 lines of defense to help ensure CIBC US meets relevant short-term and long-term regulatory expectations on risk analytics; (4) management of relationship and programs development with IT and corporate/enterprise data owners.
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Work directly with senior professionals to execute various financial institution advisory projects related to financial risk management including credit risk, valuation, capital planning, and stress-testing, liquidity, resolution planning, and model risk management.
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ML, Gen AI, NLP, LLM Model Design and Development: Responsible for the design and development of custom ML, Gen AI, NLP, LLM Models for batch and stream processing-based AI ML pipelines including data ingestion, preprocessing modules, search and retrieval, Retrieval Augmented Generation (RAG), NLP/LLM model development and ensure the end-to-end solution meets all technical and business requirements, and SLA specifications.
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As part of the Product, Data & Engineering team, you will operationalize our data strategy, ensure quality and accuracy of data and data models, reporting & downstream data products, and create and manage AI/ML operations such as model development and training, model validation and deployment.
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data management risk model jobs Title: analytics Company: Pnc in Holdrege, Nebraska
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