Summary from listing
The Quantitative Modeling Analyst II identifies, measures, monitors, and manages risk for complex financial models across areas such as AML, asset/liability management, CECL, market risk, pricing, regulatory capital, underwriting, fraud, and fair lending. The role performs independent model validation, assesses model limitations and deviations, develops remediation recommendations, communicates findings to senior leaders and regulators, and tracks remediation progress. Candidates need an advanced degree in a quantitative discipline, 3–5 years of relevant financial risk analysis experience, proficiency with statistical and programming tools, and knowledge of model risk management and regulatory requirements.
