Senior Quantitative Model Risk Analyst – Validation Expert

Flagstar Bank; Hicksville (NY); Presencial; USD 75.000 - 132.000; Jornada completa

Descripción de la vacante

Flagstar Bank in Hicksville, NY seeks a Quantitative Model Risk Analyst Sr. to oversee enterprise-wide validations of models across units. The role requires evaluating design, documentation, data integrity, and performance metrics with strong technical judgment.

Responsibilities include coding replication, sensitivity analyses, stakeholder collaboration, and producing validation reports with remediation guidance; strong communication skills and regulatory awareness are essential.

Formación

• Master's degree in Economics, Computational Finance, Statistics, or related field.
• 6+ years of experience in risk management / model risk at a financial institution with AML focus.
• Strong knowledge of statistics, mathematics, and financial risk modeling.

Responsabilidades

• Perform independent validation of complex/high-impact models across the bank, evaluating conceptual soundness and performance.
• Conduct in-depth technical assessments including code replication and data quality review; assess assumptions and limitations.
• Review sensitivity analyses and perform independent testing of model outcomes.
• Collaborate with model developers, risk teams, and auditors to ensure governance and regulatory alignment.
• Author comprehensive validation reports and provide strategic recommendations to improve model robustness.

Conocimientos

Statistics

Mathematics

Financial risk modeling

Strong communication skills

Project management

Attention to detail

Educación

Master's degree in Economics/Computational Finance/Statistics/Applied Mathematics

Herramientas

MS Office (Word, Excel, PowerPoint)

Descripción del empleo

Flagstar Bank in Hicksville, NY seeks a Quantitative Model Risk Analyst Sr. to oversee enterprise-wide validations of models across units. The role requires evaluating design, documentation, data integrity, and performance metrics with strong technical judgment.

Responsibilities include coding replication, sensitivity analyses, stakeholder collaboration, and producing validation reports with remediation guidance; strong communication skills and regulatory awareness are essential.