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Senior Quantitative Analyst

Ampcus
White Plains, NY
Full-time

Project Overview :

This role will support the Director of Risk Management to support both the implementation and execution of a new model risk governance program.

Job Functions & Responsibilities :

  • Document existing models in a model inventory. - Assist the director with formulating policies and processes. - Continuously monitor that model testing and validations are occuring - Perform certain validations of existing models.
  • Oversee outsourcing of certain models. - Perform validation and internal controls of the operational risk program. Skills :

Experience in model validations or benchmarking - years in a risk or compliance role, or front office running and testing models Education & Certifications :

Degree in mathematics, economics, or statistics preferred Masters in quanitiatve science or similar preferred

23 days ago
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