Quantitative Model Validation Specialist

U.S. Bank; New York (NY); Presencial; USD 98 000 - 116 000; Tempo integral

Vantagens oferecidas por esta oferta de emprego

Healthcare

Retirement plan

Paid vacation

Disability insurance

Parental leave

Resumo da oferta

U.S. Bank is seeking a model validation professional to independently validate market risk and capital models used in trading, valuation, risk measurement, and regulatory capital calculations.

You will perform conceptual soundness reviews, quantitative testing, and evaluate model performance throughout the lifecycle. Join a team that works closely with developers, risk managers, and governance to provide clear validation reports and support regulatory exams.

Qualificações

• Bachelor’s degree in a quantitative field with 5+ years of relevant experience.
• MA/MS in a quantitative field with 3+ years of related experience.
• PhD in a quantitative field with less than 2 years of related experience.

Responsabilidades

• Perform independent validation of market risk and capital models.
• Conduct quantitative testing (benchmarking, sensitivity analysis, back testing, stress testing).
• Evaluate model performance and monitoring processes.
• Prepare validation documentation aligned with internal standards and regulatory expectations.
• Collaborate with model developers, risk managers, and governance teams.

Conhecimentos

Market risk

Quant modeling

Python

Derivatives

Time series

Risk analytics

Independent challenge

Leadership

Formação académica

Bachelor's degree in a quantitative field

MA/MS in a quantitative field

PhD in a quantitative field

Ferramentas

Python

Descrição da oferta de emprego

U.S. Bank is seeking a model validation professional to independently validate market risk and capital models used in trading, valuation, risk measurement, and regulatory capital calculations.

You will perform conceptual soundness reviews, quantitative testing, and evaluate model performance throughout the lifecycle. Join a team that works closely with developers, risk managers, and governance to provide clear validation reports and support regulatory exams.