Quantitative Risk Officer and Risk Model Developer
Tasks
- Develop credit portfolio risk models
- Develop credit risk models
- Enhance credit risk analytical methodology
- Ensure model governance and control infrastructure
- Implement models on risk analytics library platform
- Prepare and present model risk reports
- Review and validate model outputs
- Review and verify model assumptions
- Streamline modeling and analytical process
Perks/Benefits
- Employee assistance program
- Flexible work/life support
- Health insurance
- Paid time off
- Paid volunteer days
- Retirement plan
Skills/Tech-stack
Basel | C++ | CCAR | CECL | Credit Risk | Econometrics | Economic Capital | Event history analysis | ICAAP | IFRS 9 | Model Governance | PD LGD | PD LGD EL | Python | R | Risk Analytics | SQL | Statistical modeling | Stochastic Calculus | Survival analysis
Education
Roles
Credit Risk Modeler | Modeler | Officer | Quantitative Risk Officer | Risk Modeler | Risk Officer
Related jobs
-
INVESTMENT OFFICER - Quantitative Analytics USD 145K-227KBacktesting | Data Analysis | Data Visualization | Data analytics | MATLABDeferred compensation plan | Medical, dental & vision coverage | Retirement pension planMid-level Full TimeSpringfield, IL, US, 627024d ago
-
Director Financial Analytics USD 165K-180KCECL | Credit Risk | Credit risk analytics | Credit risk modeling | Data AnalysisIncentive compensation eligibility | Robust development opportunitiesExecutive-level Full TimeCT Stamford HQ, United States9d ago
-
Alteryx | Anti-Money Laundering | BSA | Databricks | Microsoft Office401k with company match | HSA with company match | Maternity and parental leave | Medical with wellness incentives | Mentor programSenior-level Full TimeMemphis, Tennessee, United States; Miami Lakes, …13d ago
-
Quantitative Modeler Manager - AML USD 126K-149KAML Transaction Monitoring | Anomaly Detection | Anti-Money Laundering | BSA/AML | Data Exploration401k | Adoption Assistance | Dental insurance | Employee retirement plan | HealthcareMid-level Full TimeCharlotte, NC, United States13d ago
-
Associate Quantitative Modeler & Developer - Remote USD 117K-195KAWS | Azure | C# | C++ | Cloud platform401k matching | Company community matching | Flex days | Flexible work schedule | Hybrid telecommutingMid-level Full TimeUnited States R17d ago
-
Data Management | Data Visualization | Econometrics | Git | Logistic RegressionSenior-level Full TimeBuffalo, NY, United States R18d ago
-
Balance Sheet Management | Balance sheet | Capital planning | Credit Risk | Data ManagementSenior-level Full TimeBuffalo, NY, United States R18d ago
-
Advanced Analytics Modeler (Hybrid Work Model) USD 78K-140KGeneralized Linear Models | Gradient boosting | Linear Models | Neural Networks | Python401k match | Employee assistance program | Health and wellness benefits | Home-office equipment provided | Hybrid work scheduleMid-level Full TimeStevens Pt-Strongs, United States R23d ago
-
Credit Model Development Quantitative Expert USD 123K-206KData Management | Data Visualization | Econometrics | Linear Regression | Logistic RegressionHybrid work schedule | In office three days per week | Potential remote work within United StatesSenior-level Full TimeBuffalo, NY, United States25d ago
-
Manager - Securities Lending Quantitative Modeler USD 105K-153KAI | C++ | Data Visualization | Excel | ForecastingBonus incentiveMid-level Full TimeWestlake, TX, United States26d ago
-
Senior Data Modeler (Databricks) USD 133K-225KAWS | Azure | Azure Data | Azure Data Factory | C plus plus401k with company contributions | Disability insurance | Life insurance | Medical/Dental/Vision insurance | Paid HolidaysSenior-level Full TimeAustin, Texas, United States27d ago
-
Quantitative Operations Associate- Capacity Modeler USD 84K-130KArena | CPLEX | Copilot | Data Modeling | Data VisualizationFlexible benefits | In-office collaboration | Paid time off | Professional development resourcesEntry-level Full TimeCharlotte, United States1mo ago
-
Quantitative Modeler, ALM & Insurance Analytics USD 100K-180KAnomaly Detection | Asset-liability management | Azure | CI/CD | Code reviewEntry-level Full TimeHartford, CT, 06103, USA1mo ago
-
Quantitative Model Risk Officer (Remote WA, OR, ID & CA) USD 117K-154KBacktesting | Benchmarking | Conceptual Soundness | Data Integrity | Excel401k match | Company-Paid Holidays | Dental insurance | Life insurance | Long-term disabilityMid-level Full TimeBellevue, Washington R1mo ago
-
Senior Data Architect USD 172K-203KAWS S3 | Amazon Kinesis | Apache Airflow | Apache Kafka | Apache SparkDental insurance | Employee discounts | Health insurance | Mental health resources | Paid HolidaysSenior-level Full TimeHybrid - San Francisco, California R1mo ago
-
Data Architect / Data Modeler USD 134K-195KAWS Redshift | Azure Synapse | Conformed Dimensions | DBT | Data GovernanceSenior-level Full TimePlano, TX1mo ago
-
Quantitative Analyst, Assistant Vice President USD 90K-157KC Sharp | C plus plus | Credit Risk | Credit risk modeling | EconometricsDental insurance | Employee assistance program | Flexible work/life support | Health insurance | Paid time offExecutive-level Full TimeBOSTON, United States1mo ago
-
Data Architect USD 87K-145KAggregation | Anonymization | Benchmark governance | Change Control | Conflict ResolutionLearning resourcesSenior-level Full TimeChicago, US1mo ago
-
Quantitative Modeler, Associate - QMR USD 137K-170KAnalytics | Bond Analytics | C++ | Curve Building | Financial ModelingFlexible time off | Healthcare | Retirement benefits | Support for working parents | Tuition reimbursementMid-level Full TimeNY7 - 50 Hudson Yards, New … R1mo ago
-
Vice President, Counterparty Credit Risk Analytics USD 138K-185KCause analysis | Collateral Management | Counterparty Credit | Counterparty Credit Risk | Credit RiskHybrid work | Work from home | Workplace accommodationsExecutive-level Full TimeNew York, NY, US, 101721mo ago
-
Transportation Data Analyst - Monterey Park, CA USD 90K-110KArcGIS Pro | GIS | Microsoft Excel | PTV Vissim | PythonDisability insurance | Education and training assistance | Employee assistance program | Employee discounts | Flexible spending accountMid-level Full TimeOrange, CA, USA1mo ago