Manager, Quantitative Analysis - Model Risk Audit
Core
Review enterprise-wide models and model risk practices to raise issues and provide assurance to the Audit Committee.
Role type
Manager, Quantitative Analysis (Model Risk Audit)
Builds
Assurance frameworks and decision support for model risk management
Domain
Financial services / Model Risk Management
Deliverable
dashboards & analysis
Required skills
Econometric modeling, Statistical modeling, Machine learning, Linear regression, Logistic regression, Survival analysis, Time-series analysis, Panel data analysis, Large dataset management, R, Python, SQL
Preferred skills
Derivative modeling (Fixed income, Commodity, FX, CDS), Advanced statistical software proficiency
Technologies
R, Python, SQL
Responsibilities
Apply econometric, statistical, and machine learning methods to generate insights for business decisions; Partner with lines of business to enhance modeling frameworks; Identify opportunities to apply quantitative methods and automation to improve performance; Develop and maintain high-quality, transparent model documentation; Communicate modeling results to diverse audiences.
Seniority
Manager, hands-on IC with strategic oversight