Senior Quantitative Model Validator

Fhlbcin; Cincinnati (OH); On-site; USD 120,000 - 160,000; Full time

Job summary

FHLB Cincinnati seeks a Sr. Quantitative Model Analyst to independently validate and monitor bank models used in pricing, risk measurement, and decision making. You will ensure regulatory compliance and contribute to governance and risk frameworks across the organization.

You will lead validation efforts, collaborate with stakeholders, and mentor team members while staying current with industry best practices and technology trends in model risk management.

Qualifications

• Master’s Degree in finance, economics, mathematics, statistics, or financial engineering (PhD a plus).
• At least seven years’ experience in model validation and/or model development at financial institutions, rating agencies, or regulatory bodies.
• Proficiency in Python, R, MATLAB with data manipulation and statistical analysis; strong Excel/Word skills; awareness of model risk standards.

Responsibilities

• Lead and perform model validation and governance activities for Bank models; assess accuracy, reliability, and robustness.
• Contribute to model risk management framework, policy, and change management processes.
• Prepare comprehensive validation reports with findings and recommendations; communicate results to technical and non-technical audiences.
• Mentor junior staff and collaborate with stakeholders to strengthen the bank's model risk environment.

Skills

Analytical thinking

Communication skills

Team collaboration

Detail orientation

Education

Master’s Degree in finance, economics, mathematics, statistics or financial engineering

Tools

Python

R

MATLAB

Excel

Word

Job description

FHLB Cincinnati seeks a Sr. Quantitative Model Analyst to independently validate and monitor bank models used in pricing, risk measurement, and decision making. You will ensure regulatory compliance and contribute to governance and risk frameworks across the organization.

You will lead validation efforts, collaborate with stakeholders, and mentor team members while staying current with industry best practices and technology trends in model risk management.