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The Depository Trust and Clearing Corporation
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Jersey City, New Jersey
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model validation analyst in the model validation team within Model Risk Management (“MRM”) group at DTCC, which is responsible for all aspects of model risk management activities including governance, reporting
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Mizuho Corporate Bank
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New York,
United States
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Summary
As a VP-level quantitative credit risk rating model developer, you will be ... wholesale credit portfolios.
Develop credit risk rating methodologies, algorithms, and tools for model
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M&T Bank
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Buffalo, New York
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Overview:
The credit model development team is looking for a senior model developer that ... manage quantitative/econometric behavioral models used for credit risk, capital planning and/or
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PNC
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Pittsburgh, Pennsylvania
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candidates.
We are seeking an accomplished Model Developer to develop and maintain our Market Risk and ... :
1.) Asset Liability Management, Market and Counterparty Credit Risk Model Development and
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PNC
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United States
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candidates.
We are seeking an accomplished Model Developer to develop and maintain our Market Risk and ... :
1.) Asset Liability Management, Market and Counterparty Credit Risk Model Development and
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Morgan Stanley
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New York, New York
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, operational, model and other risks.
This role resides within FRM's Model Risk Management Department which is dedicated to providing independent model risk control, review and validation of models used by Morgan
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TEKsystems
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Chicago, Illinois
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(CECL) accounting
standard.
Overview of the Role - As a Quantitative Developer your main ... credit risk models: these will
include risk factor simulation models, pricing models, aggregation
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M&T Bank
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Buffalo, New York
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Overview:
The credit model development team is looking for a senior model developer that ... :**
Lead research and development of quantitative models used for credit risk, including but not limited to
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M&T Bank
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Buffalo, New York
...
Overview:
The credit model development team is looking for a senior model developer that ... :**
Lead research and development of quantitative models used for credit risk, including but not limited to
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Citigroup
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New York, New York
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The Sr. Quantitative Model Developer is a strategic professional who closely follows latest trends ... Model Developer is an experienced model developer with solid technical, quantitative, and analytical
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Citigroup
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Irving, Texas
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The Quantitative Model Developer is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business. The Quantitative Model
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Charles Schwab
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Lone Tree, Colorado
...
:**
The model developer will play a crucial role in applying quantitative analysis to drive new model ... dynamic, self-motivated model developer at the Senior Manager level. The IPA team falls within the
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Citigroup
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New York, New York
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The Senior Model Developer role will report to the Head of Climate Risk Analytics in CORA and will ... functions and users of climate models
Engage with the Model Risk Management to ensure that new
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Ally
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Atlanta, Georgia
...
your opportunities be, too?
The Opportunity
The Senior Quantitative Model Developer will collaborate in the development of complex quantitative models and analytical tools used for credit and
...
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Ally
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Lansing, Michigan
...
your opportunities be, too?
The Opportunity
The Senior Quantitative Model Developer will collaborate in the development of complex quantitative models and analytical tools used for credit and
...
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Ally
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Raleigh, North Carolina
...
your opportunities be, too?
The Opportunity
The Senior Quantitative Model Developer will collaborate in the development of complex quantitative models and analytical tools used for credit and
...
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KeyBank NA
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Cleveland, Ohio
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, credit risk, and finance. Proficiency in story telling based on large complex data is a must for this ... not be a model developer)
EXPECTED COMPETENCIES
Leadership: Works under general direction
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Citigroup
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Tampa, Florida
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The Senior Model Developer SVP is a strategic professional who closely follows latest trends in own ... :**
Develops, enhances, and implements counterparty credit risk (CCR) models
Develop models and oversee
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NORTHWEST BANK
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Warren, Pennsylvania
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review model developer test results, and approve any third party model that is used by the firm for risk ...
The Assistant Treasurer is responsible for developing quantitative/analytic models, tools, and
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PayPal Inc.
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New York, New York
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and Venmo branded credit products, a credit card, a debit card, certain cryptocurrencies, or other stored value products such as gift cards, and eligible credit card rewards. Our PayPal, Venmo, and Xoom
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Citigroup Global Markets Inc.
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New York, New York
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with control functions such as Market and Credit Risk and Model Risk in order to ensure appropriate ... contractual features. Model risk management for SES products: writing of model documents, onboarding of models
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KeyBank NA
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Cleveland, Ohio
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, capital, and reserve adequacy).
Model Risk
Responsible for assessing predictive models across the ... Location:
127 Public Square - Cleveland, Ohio 44114
Summer 2025 Analytics & Quantitative
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KeyBank NA
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Cleveland, Ohio
...
experience in high impact models (e.g. CECL, Credit Risk Rating, AML, etc.)
5+ years of model development or ... )
Conduct independent validations of KeyBank's high impact models (e.g. CECL, Credit Risk Rating, AML etc
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Guggenheim Investments
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New York, New York
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AnalystLocation: 330 Madison Avenue, New York, NY, 10017 Duties: Work on quantitative risk projects, investment ... workflow for data integrity review and regulatory guideline checks. Develop quantitative risk calculation
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KeyBank NA
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Cleveland, Ohio
...
management (including risk management, loss prevention, capital, and reserve adequacy).
Model Risk ... Location:
127 Public Square - Cleveland, Ohio 44114
2025 Analytics & Quantitative Modeling
...
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Bloomberg
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New York, New York
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, including market data; counterparty credit risk, XVA, initial margin; value-at-risk and other market risk metrics; climate risk; credit risk and liquidity risk. The team has two recent Risk Quant of the Year
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JPMorgan Chase
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New York, New York
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on the Quantitative Research - Counterparty Credit Risk team, you will lead a team of quantitative ... We are seeking an Executive Director role within the Quantitative Research - Counterparty Credit
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KeyBank NA
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Cleveland, Ohio
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and initiatives for credit, market, compliance, operational and model risk as well as portfolio ... areas may include: Enterprise, Operational, Compliance, Credit, Market, or Model, Qualitative Risk
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Morgan Stanley
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New York, New York
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Firm from exposure to losses as a result of credit, market, liquidity, operational, model and other ... with Model Risk Management policies and procedures, regulatory guidance, and industry leading practices
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Peapack-Gladstone Bank
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Bedminster, New Jersey
...
!
Position Summary:
The Credit Risk Analyst will be a key member of the Credit Risk Management team. Position is responsible for supporting the Credit Risk CECL / Loss Forecasting model and Stress Testing
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