Model Validation CCAR/PPNR

  • Competitive
  • Jersey City, NJ, USA
  • Permanent, Full time
  • Hamlyn Williams
  • 09 Oct 18

A leading investment bank is undergoing a team buildout within the model validation space. They are looking for individuals with 2-8 years of experience for openings in the Model Validation space. They are hiring at multiple levels.

Qualifications:

  • PhD/Masters in a Quantitative field
  • Minimum 2+ years’ experience in model development or validation preferably with CCAR, PPNR, and credit risk models.
  • Strong programming skills (R, SAS, Matlab, Python)
  • Strong communication skills