Model Validation CCAR/PPNR
- 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.
- 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