Senior Quantitative Consultant — Model Risk & Validation

Forvis Mazars US; New York (NY); On-site; USD 78,000 - 122,000; Full time

Job summary

Forvis Mazars US is seeking a dynamic Quantitative Senior Consultant to join our Quantitative & AI Solutions team in New York. The role combines hands-on modeling with governance to run models in highly regulated environments, partnering with senior stakeholders across Risk, Finance, and Technology.

You will lead end-to-end model lifecycles, including development and independent validation, while strengthening MRM capabilities and ensuring alignment with SR 11-7 expectations for banks and

Qualifications

• Bachelor's degree in a quantitative discipline as a minimum requirement.
• Two or more years of relevant professional experience.
• Proficiency with Microsoft Office suite applications.

Responsibilities

• Validate and challenge a range of analytical models including CECL, ALM/IRR, capital and liquidity stress testing.
• Review data inputs and assumptions for adequacy and support.
• Perform testing, back-testing, benchmarking, and sensitivity analyses.
• Document testing results and recommendations for model owners and executives.
• Manage multiple workstreams and deliver with strong attention to detail in client-facing engagements.
• Communicate complex technical concepts clearly in writing and presentation.

Skills

Client facing

Analytical

Model risk management

Education

Bachelor's degree in quantitative field

Tools

R

Python

SQL

Microsoft Office

Job description

Forvis Mazars US is seeking a dynamic Quantitative Senior Consultant to join our Quantitative & AI Solutions team in New York. The role combines hands-on modeling with governance to run models in highly regulated environments, partnering with senior stakeholders across Risk, Finance, and Technology.

You will lead end-to-end model lifecycles, including development and independent validation, while strengthening MRM capabilities and ensuring alignment with SR 11-7 expectations for banks and