Quantitative Model Risk Analyst (Banking / Financial Services) from System One

For immediate consideration, please connect with me on LinkedIn at  https://www.linkedin.com/in/dpotapenko  and then email your resume, work authorization status, current location, availability, and compensation expectations directly to denis.potapenko@systemone.com - make sure to include the exact job title and job location in your email message.
 

Quantitative Model Risk Analyst :

- Quantitative Model Risk Analyst will join a Model Risk Management Team.
- Review and validate new and existing model frameworks, monitoring ongoing performance
- Perform complex quantitative analyses of models to support risk-based decision-making
- Analyze large datasets to validate and assess model performance metrics
- Conduct comprehensive qualitative and quantitative assessments covering theoretical foundations, model design, implementation, data quality, and integrity
- Evaluate model risks and document strengths and limitations of validated models
- Maintain ongoing communication with model owners and developers throughout the review process
- Prepare detailed documentation for model validation and regulatory compliance

Qualifications :

- Bachelor's or Master's degree in relevant discipline
- Prior modeling experience preferred, with several years' experience in banking/financial services industry
- Familiarity with financial modeling concepts (risk metrics, pricing models)
- Experience with R, Python, SAS, or similar statistical programming languages
- Firsthand experience in model validation, monitoring, risk management program governance and oversight, model risk testing
 

For immediate consideration, please connect with me on LinkedIn at  https://www.linkedin.com/in/dpotapenko  and then email your resume, work authorization status, current location, availability, and compensation expectations directly to denis.potapenko@systemone.com - make sure to include the exact job title and job location in your email message.

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