UNKNOWN

FEED

The role operates within the second line of defense and provides independent effective challenge evaluating the conceptual soundness, data, methodology, implementation, performance, limitations, and governance of models used across the enterprise and supports compliance with the organization's Model Risk Management framework and applicable regulatory expectations. Independently plan and execute risk-based validations of new and existing models, including assessments of conceptual soundness, data quality, methodology, assumptions, implementation, performance, limitations, and documentation.

SLM Corp

Manager, Model Risk

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Participate in technical reviews, including events leading to and after the review, such as: Software Specification Review, System Requirements Review, System Functional Review, Preliminary Design Review, Critical Design Review, Production Readiness Review, Functional Configuration Audit, and Physical Configuration Audit. Prepare, review, and staff engineering and programmatic documents, such as: Systems Engineering Plan, Test and Evaluation Master Plan, Information Support Plan, Program Protection Plan, Materiel Release Package, and Cybersecurity Strategy.

SPS External

Model Based Systems Engineer – Sr (contingent 034)

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Full span of experience must include: Apply programming languages to build automated codes, calculate validation metrics, extract datasets, databases, and perform model diagnostics; Statistical model development to monitor quantitative regulatory models under baseline and stress macroeconomic scenarios; Statistics concepts including hypothesis analysis, summary metrics, and mean/variance for data analysis for loss forecast modeling; Conducting risk management, credit risk, risk assessment, credit rating, loss forecasting, and modeling using mathematical and statistical principles; Loss Forecast Modeling Framework; Financial economics, macroeconomics, econometrics, and advanced mathematics and statistics to quantify model changes and build alternate models; Quantitative risk and model management; and Model regulatory compliance. Requirements: Requires a Master's degree, or foreign equivalent, in Quantitative Finance & Risk Management, Finance, Statistics, Mathematics, Economics, or related quantitative field and 2 years of experience as a Model/Analysis/Validation Senior Analyst, Credit Analyst, Financial Analyst, or related position involving model development and forecasting for the financial services industry.

YEAR

Citigroup Inc

Model/Analysis/Validation Senior Analyst

Sallie Mae

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Run regressions (including time series and logistic regression), programming routines and other econometric analyses to specify models using appropriate statistical software; communicate results, including graphic and tabular forms, to fellow team members, Treasury management and Bank-wide stakeholders, including the business lines and Risk Management colleagues to demonstrate key risk drivers and dynamics of model output. Primary Responsibilities: Lead research and development of quantitative behavioral models used for credit risk, interest rate risk and liquidity risk management, as well as balance sheet and capital planning, including but not limited to, loan delinquency, default and loss models, loan prepayment and utilization models, deposit attrition models and financial instrument valuation methods.

M&T Bank Corp

Credit Model Development Quantitative Lead - Commercial Real Estate Portfolio(Hybrid)

Sallie Mae Inc (SLM Corp)

OneMain is seeking a Quantitative Analytics Manager, Model Risk Management (MRM) to help lead and strengthen the firm's Model Risk Management program in alignment with regulatory guidance, including SR 26-2 and OCC supervisory expectations. Conduct periodic model validations and assess whether validation activities performed by internal teams or third parties meet Model Risk Management policy requirements, including outcomes analysis, benchmarking, and sensitivity testing, as appropriate.

OneMain (Formerly Springleaf & OneMain Financials).

Quantitative Analytics Manager - Model Risk Management

In addition to the base salary, Amgen offers a Total Rewards Plan, based on eligibility, comprising of health and welfare plans for staff and eligible dependents, financial plans with opportunities to save towards retirement or other goals, work/life balance, and career development opportunities that may include: A comprehensive employee benefits package, including a Retirement and Savings Plan with generous company contributions, group medical, dental and vision coverage, life and disability insurance, and flexible spending accounts. In this vital role you will join the Digital Process and Systems Analysis group within Process Development plays a key role in providing data infrastructure, platforms, and analytics to support engineering teams across our network, ensuring state-of-the-art data insights to drive innovation and efficiency for the commercialization and optimization of Amgen's pipeline.

At Amgen, we believe in a “biology first” approach. We use cutting-edge science and technology to study the subtlest biological mechanisms in search of therapies that will improve the lives of those who suffer from serious diseases. Amgen believes the cure for disease can be found inside each and every one of us.

Amgen Inc

Sr. Data Scientist - Process Modeling

Perform independent validation of investment models across major asset classes, including alpha/signal models, portfolio construction and optimization models, risk models, trading models, asset allocation models, and AI/ML-enabled investment workflows. These activities rely on a broad range of quantitative models, including alpha and signal models, portfolio construction and optimization models, risk models, trading models, asset allocation models, and AI/ML-enabled investment workflows.

Vanguard Group

Model Governance, Specialist

Education and Experience Preferred: Masters' of Science or Doctorate degree in statistics, economics, finance or related field in the quantitative social, physical or engineering sciences, with proven coursework proficiency in statistics, econometrics, economics, computer science, finance or risk management. Education and Experience Required: Bachelor's degree and a minimum of 6 years' proven quantitative behavioral modeling experience, or in lieu of a degree, a combined minimum of 10 years' higher education and/or work experience, including a minimum of 6 years' proven quantitative behavioral modeling experience.

Credit Model Development Quantitative Expert - Commercial Credit Portfolio (Hybrid - see potential work locations in job description)

OneMain is seeking a Quantitative Analytics Manager, Model Risk Management (MRM) to help lead and strengthen the firm’s Model Risk Management program in alignment with regulatory guidance, including SR 26-2 and OCC supervisory expectations. Conduct periodic model validations and assess whether validation activities performed by internal teams or third parties meet Model Risk Management policy requirements, including outcomes analysis, benchmarking, and sensitivity testing, as appropriate.

For over 100 years, we’ve been helping hard-working people tackle life’s challenges by providing the help you need when you need it. Our loan experts are from your community, understand your unique situation, and will treat you with honesty, dignity, and respect. Our goal is to deliver the best customer experience and empower you to take control of your finances.

Model Jobs in Newark, DE

Manager, Model Risk SLM Corp

Model Based Systems Engineer – Sr (contingent 034) SPS External

Model/Analysis/Validation Senior Analyst Citigroup Inc

Manager, Model Risk Sallie Mae

Credit Model Development Quantitative Lead - Commercial Real Estate Portfolio(Hybrid) M&T Bank Corp

Manager, Model Risk Sallie Mae Inc (SLM Corp)

Quantitative Analytics Manager - Model Risk Management OneMain (Formerly Springleaf & OneMain Financials).

Sr. Data Scientist - Process Modeling Amgen Inc

Model Governance, Specialist Vanguard Group

Credit Model Development Quantitative Expert - Commercial Credit Portfolio (Hybrid - see potential work locations in job description) M&T Bank Corp

Quantitative Analytics Manager – Model Risk Management OneMain Financial

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