Los Angeles, United States
26 days ago
JCW is currently working on a couple Sr. Model Validation positions with a growing commercial bank. The qualified candidate will lead the redesign and validation of models, independently. This position will start remote, but the candidate will need to be located in Los Angeles, CA after the pandemic.
- Independently validate QRM, Moody’s Analytics, CECL, and stress testing models, among others
- Interpret and provide validation reports to different verticals and senior management
- Reassess old models to redevelop and redesign for updated regulations
- Masters or Ph.D. in Mathematics, Statistics, Finance, or similar
- 3 – 5+ years of quantitative experience from a banking environment
- Expertise in Python and R
Randell recruits for Risk & Treasury professionals across the financial services sector and would be happy to provide further details about this or other positions. You can reach him at Randell.Kanemaru@jcwresourcing.com
We aim to be an equal opportunity recruiter and we are determined to ensure that no applicant receives less favourable treatment on the grounds of gender, age, disability, religion, belief, sexual orientation, marital status, or race, or is disadvantaged by conditions or requirements.