1,922 Quantitative Modeling jobs in the United States

At U.S. Bank, we're on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions and enabling the communities we support to grow and succeed. We believe it takes all of us to bring our shared ambition to life, and each person is unique in their potential. A career with U.S. Bank gives you a wide, ever-growing range of opportunities to discover what makes you thrive at every stage of your career. Try new things, learn new skills and discover what you excel at-all from Day One.
**Job Description**
**202** **6** **Quantitative** **Modeling** **Summer** **Intern**
**What** **you'll** **do**
Quantitative Modeling is a dynamic and thriving field that that solves real-world problems through quantitative research, development, and validation. Our 10-week paid internship will provide you with foundational experience and skill development through a mix of on-the-job training, mentorship, a community of peers and advisors, and a pathway to our full-time Quantitative Modeling Development Program upon graduation.
**As a** **Q** **uantitative** **Modeling** **I** **ntern,** **you'll** **:**
+ Work regularly with model development teams and monitoring existing models
+ Get hands-on experience working on creating, validating, testing, and documenting models that impact the business
+ Develop technical and business acumen through training, mentorship, and exposure to senior executives
+ Build a supportive community of peers through a variety of cohort-strengthening activities such as social events, volunteer days, and development workshops
**Who** **we're** **looking** **for**
Are you interested in solving complex problems in the financial industry? If you are a mathematical, statistical, or quantitative pro who's curious about applying your skills outside of academia, the Quantitative Modeling Internship might be right for you!
**Basic qualifications:**
+ Pursuing a master's or PhD degree in Statistics, Mathematics, Physics, Engineering, FinancialEngineering/Mathematics, Economics, or other highly quantitative degrees with a target graduation date of December 2026 or May 2027
+ Basic understanding of modeling and validation techniques in varying disciplines
+ Ability to start the 10-week internship program onJune 1, 2026.
**Preferred qualifications:**
+ Strong written and verbal communication skills 
+ Ability to think and work independently within a professional setting 
+ Strong analytical, problem solving, and critical thinking skills 
+ Highly organized and motivated; ability to manage and prioritize multiple tasks and deadlines simultaneously
+ Strong programming skills such as C++, Python, R etc.
+ Data compilation, programming skills and qualitative analysis skills
+ Statistical modeling background based on technical training or advanced education in a quantitative field such as Derivatives Pricing, Probability, Stochastic Calculus, Regressions, Machine learning etc.
+ Knowledge of various regression techniques, parametric and non-parametric algorithms, times series analysisor other statistical approaches, various model validation tests/methodologies
**Work** **ing model and hours:**
This role is hybrid. Interns who are in a hybrid role spend three days a week at the listed U.S. Bank location(s), while having flexibility on their work location for the other working days.
Interns work approximately 40-hours each week during the internship.
**The application process**
If you are interested in applying and learning more, click on the Apply Now icon to submit your application. Most applications will be closed on October 3, 2025.
**Internship benefits**
+ Meaningful, hands-on work that impacts the business
+ Networking opportunities with senior leadership, U.S. Bank team members, and interns
+ Potential for a fulltime offer upon graduation into a rotational program
If there's anything we can do to accommodate a disability during any portion of the application or hiring process, please refer to our disability accommodations for applicants ( .
**Benefits:**
Our approach to benefits and total rewards considers our team members' whole selves and what may be needed to thrive in and outside work. That's why our benefits are designed to help you and your family boost your health, protect your financial security and give you peace of mind. Our benefits include the following (some may vary based on role, location or hours):
+ Healthcare (medical, dental, vision)
+ Basic term and optional term life insurance
+ Short-term and long-term disability
+ Pregnancy disability and parental leave
+ 401(k) and employer-funded retirement plan
+ Paid vacation (from two to five weeks depending on salary grade and tenure)
+ Up to 11 paid holiday opportunities
+ Adoption assistance
+ Sick and Safe Leave accruals of one hour for every 30 worked, up to 80 hours per calendar year unless otherwise provided by law
U.S. Bank is an equal opportunity employer. We consider all qualified applicants without regard to race, religion, color, sex, national origin, age, sexual orientation, gender identity, disability or veteran status, and other factors protected under applicable law.
**E-Verify**
U.S. Bank participates in the U.S. Department of Homeland Security E-Verify program in all facilities located in the United States and certain U.S. territories. The E-Verify program is an Internet-based employment eligibility verification system operated by the U.S. Citizenship and Immigration Services. Learn more about the E-Verify program ( .
The salary range reflects figures based on the primary location, which is listed first. The actual range for the role may differ based on the location of the role. In addition to salary, U.S. Bank offers a comprehensive benefits package, including incentive and recognition programs, equity stock purchase 401(k) contribution and pension (all benefits are subject to eligibility requirements). Pay Range: $28.27 - $37.69
U.S. Bank will consider qualified applicants with arrest or conviction records for employment. U.S. Bank conducts background checks consistent with applicable local laws, including the Los Angeles County Fair Chance Ordinance and the California Fair Chance Act as well as the San Francisco Fair Chance Ordinance. U.S. Bank is subject to, and conducts background checks consistent with the requirements of Section 19 of the Federal Deposit Insurance Act (FDIA). In addition, certain positions may also be subject to the requirements of FINRA, NMLS registration, Reg Z, Reg G, OFAC, the NFA, the FCPA, the Bank Secrecy Act, the SAFE Act, and/or federal guidelines applicable to an agreement, such as those related to ethics, safety, or operational procedures.
Applicants must be able to comply with U.S. Bank policies and procedures including the Code of Ethics and Business Conduct and related workplace conduct and safety policies.
**Posting may be closed earlier due to high volume of applicants.**

At Fannie Mae, the inspiring work we do helps make a home a possibility for millions of homeowners and renters. Every day offers compelling opportunities to impact the future of the housing industry while being part of a collaborative team thriving in an energizing environment. Here, you will grow your career and help create access toaffordable housing finance.
Job Description
As a valued colleague in our model risk audit team, you will participate in audit planning and execution in model risk related audits covering various areas of the mortgage finance business. You will conduct effective challenges on model risk management framework and on the effectiveness of model risk controls for enterprise-wide models covering mortgage products and securities. You will also be engaged with continuous monitoring to facilitate identification of emerging risk and risk assessment.
The*Quantitative Modeling Senior Associate, Internal Audit*role will offer you the flexibility to make each day your own, while working alongside people who care so that you can deliver on the following responsibilities:
* Participate in planning and execution of model audit engagements and technical audit reviews of models. Provide credible challenge in auditing the modeling practices across the enterprise, including evaluation of development documentation, validation activities and ongoing model performance monitoring.
* Apply specialized technical knowledge and expertise to perform model reviews in any or more of the following areas related to mortgage finance activities: credit risk, counterparty credit risk, and interest rate risk.
* Engage in continuous model risk assessments and monitoring in coverage areas.
* Build and maintain relationships with business partners. Provide advice and share Internal Audit knowledge with business partner managers and staff to strengthen governance, risk and control environments, as appropriate.
* Understand model risk regulatory requirements, supervisory guidance (e.g. SR 11-7), model risk policy and current industry practices in credit, interest rate or counterparty credit risk modeling.
* Communicate technical subject matter clearly and concisely.
*Minimum Required Experience*
* Bachelor's degree in areas of Statistics, Quantitative Finance, Financial Engineering, Economics, or related quantitative discipline
* 2+ years' Quantitative Analytics experience in the development, validation or auditing in any or more of areas in credit, interest rate, counterparty credit risk, and / or fixed income valuation models in the financial services industry
* Strong analytical skills with attention to details; critical thinking
* Strong written and verbal communication skills
* Project management skills
* Being proficient in one programming language (e.g. R, Python, SAS, etc.)
* Self-motivated
*Desired Experience*
* Advanced degree (Master or Ph.D.) in quantitative Finance disciplines.
* Professional certification, such as CFA, FRM, CIA
* 2+ years of model risk management experience and / or auditing experience at a large financial institution or consulting firm
* Knowledge of mortgage finance and secondary mortgage market
* Knowledge of credit risk modeling of single-family and multi-family mortgages
* Knowledge of interest rate management practices
Internal Audit - Quantitative Modeling - Senior Associate
Target Pay Range: $121,000 - $158,000
#LI-NL1 - Hybrid
Qualifications
Education:
Bachelor's Level Degree (Required)
The future is what you make it to be. Discover compelling opportunities at Fanniemae.com/careers.
For most roles, employees are expected to work onsite on a regular basis at their designated office location. In-office work cadence is determined by your manager. Proximity within a reasonable commute to your designated office location is preferred unless the job is noted as open to remote.
Fannie Mae is an equal opportunity employer and considers qualified applicants for employment without regard to race, color, religion, sex, national origin, disability, age, sexual orientation, gender identity/gender expression, marital or parental status, or any other protected factor. Fannie Mae is committed to providing reasonable accommodations to qualified individuals with disabilities who are employees or applicants for employment, unless to do so would cause undue hardship to the company. If you need assistance using our online system and/or you need a reasonable accommodation related to the hiring/application process, please complete this form .
The hiring range for this role is set forth below. Final salaries will generally vary within that range based on factors that include but are not limited to, skill set, depth of experience, certifications, and other relevant qualifications. This position is eligible to participate in a Fannie Mae incentive program (subject to the terms of the program). As part of our comprehensive benefits package, Fannie Mae offers a broad range of Health, Life, Voluntary Lifestyle, and other benefits and perks that enhance an employee's physical, mental, emotional, and financial well-being. See more here .
Requisition compensation:

to

Fannie Mae is an Equal Opportunity Employer, which means we are committed to fostering a diverse and inclusive workplace. All qualified applicants will receive consideration for employment without regard to race, religion, national origin, gender, gender identity, sexual orientation, personal appearance, protected veteran status, disability, age, or other legally protected status. For individuals with disabilities who would like to request an accommodation in the application process, email us at

At Fannie Mae, the inspiring work we do helps make a home a possibility for millions of homeowners and renters. Every day offers compelling opportunities to impact the future of the housing industry while being part of a collaborative team thriving in an energizing environment. Here, you will grow your career and help create access toaffordable housing finance.
Job Description
As a valued colleague in our model risk audit team, you will participate in audit planning and execution in model risk related audits covering various areas of the mortgage finance business. You will conduct effective challenges on model risk management framework and on the effectiveness of model risk controls for enterprise-wide models covering mortgage products and securities. You will also be engaged with continuous monitoring to facilitate identification of emerging risk and risk assessment.
The*Quantitative Modeling Senior Associate, Internal Audit*role will offer you the flexibility to make each day your own, while working alongside people who care so that you can deliver on the following responsibilities:
* Participate in planning and execution of model audit engagements and technical audit reviews of models. Provide credible challenge in auditing the modeling practices across the enterprise, including evaluation of development documentation, validation activities and ongoing model performance monitoring.
* Apply specialized technical knowledge and expertise to perform model reviews in any or more of the following areas related to mortgage finance activities: credit risk, counterparty credit risk, and interest rate risk.
* Engage in continuous model risk assessments and monitoring in coverage areas.
* Build and maintain relationships with business partners. Provide advice and share Internal Audit knowledge with business partner managers and staff to strengthen governance, risk and control environments, as appropriate.
* Understand model risk regulatory requirements, supervisory guidance (e.g. SR 11-7), model risk policy and current industry practices in credit, interest rate or counterparty credit risk modeling.
* Communicate technical subject matter clearly and concisely.
*Minimum Required Experience*
* Bachelor's degree in areas of Statistics, Quantitative Finance, Financial Engineering, Economics, or related quantitative discipline
* 2+ years' Quantitative Analytics experience in the development, validation or auditing in any or more of areas in credit, interest rate, counterparty credit risk, and / or fixed income valuation models in the financial services industry
* Strong analytical skills with attention to details; critical thinking
* Strong written and verbal communication skills
* Project management skills
* Being proficient in one programming language (e.g. R, Python, SAS, etc.)
* Self-motivated
*Desired Experience*
* Advanced degree (Master or Ph.D.) in quantitative Finance disciplines.
* Professional certification, such as CFA, FRM, CIA
* 2+ years of model risk management experience and / or auditing experience at a large financial institution or consulting firm
* Knowledge of mortgage finance and secondary mortgage market
* Knowledge of credit risk modeling of single-family and multi-family mortgages
* Knowledge of interest rate management practices
Internal Audit - Quantitative Modeling - Senior Associate
Target Pay Range: $121,000 - $158,000
#LI-NL1 - Hybrid
Qualifications
Education:
Bachelor's Level Degree (Required)
The future is what you make it to be. Discover compelling opportunities at Fanniemae.com/careers.
For most roles, employees are expected to work onsite on a regular basis at their designated office location. In-office work cadence is determined by your manager. Proximity within a reasonable commute to your designated office location is preferred unless the job is noted as open to remote.
Fannie Mae is an equal opportunity employer and considers qualified applicants for employment without regard to race, color, religion, sex, national origin, disability, age, sexual orientation, gender identity/gender expression, marital or parental status, or any other protected factor. Fannie Mae is committed to providing reasonable accommodations to qualified individuals with disabilities who are employees or applicants for employment, unless to do so would cause undue hardship to the company. If you need assistance using our online system and/or you need a reasonable accommodation related to the hiring/application process, please complete this form .
The hiring range for this role is set forth below. Final salaries will generally vary within that range based on factors that include but are not limited to, skill set, depth of experience, certifications, and other relevant qualifications. This position is eligible to participate in a Fannie Mae incentive program (subject to the terms of the program). As part of our comprehensive benefits package, Fannie Mae offers a broad range of Health, Life, Voluntary Lifestyle, and other benefits and perks that enhance an employee's physical, mental, emotional, and financial well-being. See more here .
Requisition compensation:

to

Fannie Mae is an Equal Opportunity Employer, which means we are committed to fostering a diverse and inclusive workplace. All qualified applicants will receive consideration for employment without regard to race, religion, national origin, gender, gender identity, sexual orientation, personal appearance, protected veteran status, disability, age, or other legally protected status. For individuals with disabilities who would like to request an accommodation in the application process, email us at

At Fannie Mae, the inspiring work we do helps make a home a possibility for millions of homeowners and renters. Every day offers compelling opportunities to impact the future of the housing industry while being part of a collaborative team thriving in an energizing environment. Here, you will grow your career and help create access toaffordable housing finance.
Job Description
As a valued colleague in our model risk audit team, you will participate in audit planning and execution in model risk related audits covering various areas of the mortgage finance business. You will conduct effective challenges on model risk management framework and on the effectiveness of model risk controls for enterprise-wide models covering mortgage products and securities. You will also be engaged with continuous monitoring to facilitate identification of emerging risk and risk assessment.
The*Quantitative Modeling Senior Associate, Internal Audit*role will offer you the flexibility to make each day your own, while working alongside people who care so that you can deliver on the following responsibilities:
* Participate in planning and execution of model audit engagements and technical audit reviews of models. Provide credible challenge in auditing the modeling practices across the enterprise, including evaluation of development documentation, validation activities and ongoing model performance monitoring.
* Apply specialized technical knowledge and expertise to perform model reviews in any or more of the following areas related to mortgage finance activities: credit risk, counterparty credit risk, and interest rate risk.
* Engage in continuous model risk assessments and monitoring in coverage areas.
* Build and maintain relationships with business partners. Provide advice and share Internal Audit knowledge with business partner managers and staff to strengthen governance, risk and control environments, as appropriate.
* Understand model risk regulatory requirements, supervisory guidance (e.g. SR 11-7), model risk policy and current industry practices in credit, interest rate or counterparty credit risk modeling.
* Communicate technical subject matter clearly and concisely.
*Minimum Required Experience*
* Bachelor's degree in areas of Statistics, Quantitative Finance, Financial Engineering, Economics, or related quantitative discipline
* 2+ years' Quantitative Analytics experience in the development, validation or auditing in any or more of areas in credit, interest rate, counterparty credit risk, and / or fixed income valuation models in the financial services industry
* Strong analytical skills with attention to details; critical thinking
* Strong written and verbal communication skills
* Project management skills
* Being proficient in one programming language (e.g. R, Python, SAS, etc.)
* Self-motivated
*Desired Experience*
* Advanced degree (Master or Ph.D.) in quantitative Finance disciplines.
* Professional certification, such as CFA, FRM, CIA
* 2+ years of model risk management experience and / or auditing experience at a large financial institution or consulting firm
* Knowledge of mortgage finance and secondary mortgage market
* Knowledge of credit risk modeling of single-family and multi-family mortgages
* Knowledge of interest rate management practices
Internal Audit - Quantitative Modeling - Senior Associate
Target Pay Range: $121,000 - $158,000
#LI-NL1 - Hybrid
Qualifications
Education:
Bachelor's Level Degree (Required)
The future is what you make it to be. Discover compelling opportunities at Fanniemae.com/careers.
For most roles, employees are expected to work onsite on a regular basis at their designated office location. In-office work cadence is determined by your manager. Proximity within a reasonable commute to your designated office location is preferred unless the job is noted as open to remote.
Fannie Mae is an equal opportunity employer and considers qualified applicants for employment without regard to race, color, religion, sex, national origin, disability, age, sexual orientation, gender identity/gender expression, marital or parental status, or any other protected factor. Fannie Mae is committed to providing reasonable accommodations to qualified individuals with disabilities who are employees or applicants for employment, unless to do so would cause undue hardship to the company. If you need assistance using our online system and/or you need a reasonable accommodation related to the hiring/application process, please complete this form .
The hiring range for this role is set forth below. Final salaries will generally vary within that range based on factors that include but are not limited to, skill set, depth of experience, certifications, and other relevant qualifications. This position is eligible to participate in a Fannie Mae incentive program (subject to the terms of the program). As part of our comprehensive benefits package, Fannie Mae offers a broad range of Health, Life, Voluntary Lifestyle, and other benefits and perks that enhance an employee's physical, mental, emotional, and financial well-being. See more here .
Requisition compensation:

to

Fannie Mae is an Equal Opportunity Employer, which means we are committed to fostering a diverse and inclusive workplace. All qualified applicants will receive consideration for employment without regard to race, religion, national origin, gender, gender identity, sexual orientation, personal appearance, protected veteran status, disability, age, or other legally protected status. For individuals with disabilities who would like to request an accommodation in the application process, email us at

SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with a 400-year history, SMBC Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices and 80,000 employees worldwide in nearly 40 countries. Sumitomo Mitsui Financial Group, Inc. (SMFG) is the holding company of SMBC Group, which is one of the three largest banking groups in Japan. SMFG's shares trade on the Tokyo, Nagoya, and New York (NYSE: SMFG) stock exchanges.
In the Americas, SMBC Group has a presence in the US, Canada, Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of its relationships in Asia, the Group offers a range of commercial and investment banking services to its corporate, institutional, and municipal clients. It connects a diverse client base to local markets and the organization's extensive global network. The Group's operating companies in the Americas include Sumitomo Mitsui Banking Corp. (SMBC), SMBC Nikko Securities America, Inc., SMBC Capital Markets, Inc., SMBC MANUBANK, JRI America, Inc., SMBC Leasing and Finance, Inc., Banco Sumitomo Mitsui Brasileiro S.A., and Sumitomo Mitsui Finance and Leasing Co., Ltd.
The anticipated salary range for this role is between $95,000.00 and $150,000.00. The specific salary offered to an applicant will be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography and the market for similar roles at the time of hire. The role may also be eligible for an annual discretionary incentive award. In addition to cash compensation, SMBC offers a competitive portfolio of benefits to its employees.
**Role Description**
The Associate of Quantitative Risk Modeling is a key role within our corporate bank focused on supporting the enhancement of the Comprehensive Capital Analysis and Review (CCAR) framework and managing global market shock scenarios. This role requires a motivated individual who can assist in the development, implementation, and management of stress testing processes, ensuring robust risk management and regulatory compliance.
**Role Objectives**
+ Scenario Development: Apply and leverage econometric forecasting models to assist the creation and refinement of CCAR and global market shock scenarios, incorporating economic, financial, and market conditions
+ Stress Testing: Support the execution of stress tests to assess the resilience of the bank's portfolio under various adverse conditions
+ Risk Assessment: Help analyze and interpret stress test results to identify potential risks and vulnerabilities within the bank's portfolio
+ Regulatory Compliance: Ensure all stress testing activities are in line with regulatory requirements and guidelines
+ Stakeholder Engagement: Collaborate with key stakeholders, including senior management, risk teams, and regulators, to communicate stress test findings and implications
+ Reporting and Documentation: Assist in developing comprehensive reports and documentation to support stress test results and regulatory submissions
+ Continuous Improvement: Contribute to ongoing enhancements to the stress testing framework and methodologies to adapt to changing market conditions and regulatory landscapes
**Qualifications and Skills**
+ Education: Bachelor or Master's degree in Economics, quantitative finance, or other related fields with 3-5 years of relevant experience in risk management, stress testing, or related areas within the financial industry **OR** PhD grads in Statistics, Economics, or Finance.
+ Skills: Strong analytical and quantitative skills, proficiency in risk modeling and scenario analysis, excellent communication and teamwork capabilities
+ Knowledge: Basic understanding of CCAR regulations, global market dynamics, and financial risk management principles
+ Certifications: Relevant certifications such as CFA, FRM, or PRM are desirable
#LI-RCH
SMBC's employees participate in a Hybrid workforce model that provides employees with an opportunity to work from home, as well as, from an SMBC office. SMBC requires that employees live within a reasonable commuting distance of their office location. Prospective candidates will learn more about their specific hybrid work schedule during their interview process. Hybrid work may not be permitted for certain roles, including, for example, certain FINRA-registered roles for which in-office attendance for the entire workweek is required.
SMBC provides reasonable accommodations during candidacy for applicants with disabilities consistent with applicable federal, state, and local law. If you need a reasonable accommodation during the application process, please let us know at

Ready to be pushed beyond what you think you're capable of?
At Coinbase, our mission is to increase economic freedom in the world. It's a massive, ambitious opportunity that demands the best of us, every day, as we build the emerging onchain platform - and with it, the future global financial system.
To achieve our mission, we're seeking a very specific candidate. We want someone who is passionate about our mission and who believes in the power of crypto and blockchain technology to update the financial system. We want someone who is eager to leave their mark on the world, who relishes the pressure and privilege of working with high caliber colleagues, and who actively seeks feedback to keep leveling up. We want someone who will run towards, not away from, solving the company's hardest problems.
Our is intense and isn't for everyone. But if you want to build the future alongside others who excel in their disciplines and expect the same from you, there's no better place to be.
While many roles at Coinbase are remote-first, we are not remote-only. In-person participation is required throughout the year. Team and company-wide offsites are held multiple times annually to foster collaboration, connection, and alignment. Attendance is expected and fully supported.
*Team / Role:*
As part of Coinbase's broader risk management organization, the Financial Risk Quant team is responsible for building quantitative models that assess and mitigate risks associated with our risk-bearing products, as well as measuring and monitoring portfolio exposures across the platform. We are seeking a Quantitative Risk Modeling Analyst with strong expertise in statistical modeling and capital markets to support our rapidly expanding institutional business.
In this role, you will help design, develop, implement, and maintain a suite of financial risk models that form the foundation of our risk infrastructure. This is a unique entrepreneurial opportunity to help shape the quantitative risk framework for Coinbase's next-generation products. You will work closely with senior quant researchers and collaborate directly with risk managers, product and engineering teams, and other cross-functional partners to deliver robust, scalable risk management tools.
The ideal candidate thrives in fast-paced, evolving environments and is excited to work at the forefront of the digital asset industry alongside world-class talent.
*What you'll be doing (ie. job duties):***
* Develop, implement, and maintain Potential Future Exposure (PFE) models across all risk-bearing products
* Design and calibrate margin models for exchange-traded and prime brokerage products
* Enhance and support the Value-at-Risk (VaR) model to monitor and manage market risk
* Develop, implement, and maintain liquidity models
* Write production level code for model implementation
* Conduct quantitative risk analyses to support risk-informed decision making, including limit setting, slippage analysis, and liquidation risk waterfall design
* Build and deploy quantitative tools within the firm's risk platform
* Contribute to the development and implementation of liquidity and operational risk models as needed
*What we look for in you (ie. job requirements):** *
* Phd or Master degree in a highly quantitative field. (such as Physics, Mathematics, Statistics, Financial Engineering, etc.)
* 2+ years of experience working in quantitative risk model development or quantitative research function within Investment Bank / Asset Management /Exchanges / Fintech.
* Familiar with the following financial products and understand the key risk factors associated with these products: asset backed lending, margin trading, prime brokerage services, exchange traded products.
* Have a deep understanding of different types of statistical and machine learning models/methodologies used in the financial industry: time series models, bayesian models, gaussian copula, multi-factor models, logistic/linear regression models, probit model, random forest, gradient boosting, etc.
* Have a good understanding of Monte Carlo Simulation and Brownian Motion in the financial industry setting.
* Understand the key credit risk and market risk assessment metrics and how to model these metrics: Potential Future Exposure, Probability of Default, Loss Given Default, Option Greeks, etc.
* Demonstrate proficiency in following programming skills: Python, SQL.
* Strong technical written skills for model documentation.
* Be able to communicate technical findings/issues clearly, especially to non-technical audiences.
* Strong willing to take the ownership and collaborate with others.
*Nice to haves:*
* Working experience with derivatives (swaps, options, futures).
* Understanding of fundamentals of crypto assets and their protocols.
* Knowledge of liquidity risk models.
Job #: P70388
*Pay Transparency Notice:* Depending on your work location, the target annual salary for this position can range as detailed below. Full time offers from Coinbase also include target bonus + target equity + benefits (including medical, dental, vision and 401(k)).
Pay Range:
$152,405-$179,300 USD
Please be advised that each candidate may submit a maximum of four applications within any 30-day period. We encourage you to carefully evaluate how your skills and interests align with Coinbase's roles before applying.
Commitment to Equal Opportunity
Coinbase is proud to be an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, creed, gender, national origin, age, disability, veteran status, sex, gender expression or identity, sexual orientation or any other basis protected by applicable law. Coinbase will also consider for employment qualified applicants with criminal histories in a manner consistent with applicable federal, state and local law. For US applicants, you may view the in certain locations, as required by law.
Coinbase is also committed to providing reasonable accommodations to individuals with disabilities. If you need a reasonable accommodation because of a disability for any part of the employment process, please contact us at accommodations Data Privacy Notice for Job Candidates and Applicants
Depending on your location, the General Data Protection Regulation (GDPR) and California Consumer Privacy Act (CCPA) may regulate the way we manage the data of job applicants. Our full notice outlining how data will be processed as part of the application procedure for applicable locations is available Disclosure
For select roles, Coinbase is piloting an AI tool based on machine learning technologies to conduct initial screening interviews to qualified applicants. The tool simulates realistic interview scenarios and engages in dynamic conversation. A human recruiter will review your interview responses, provided in the form of a voice recording and/or transcript, to assess them against the qualifications and characteristics outlined in the job description.
For select roles, Coinbase is also piloting an AI interview intelligence platform to transcribe and summarize interview notes, allowing our interviewers to fully focus on you as the candidate.
*The above pilots are for testing purposes and Coinbase will not use AI to make decisions impacting employment*. To request a reasonable accommodation due to disability, please contact accommodations(at)coinbase.com

Description
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance.  Colleagues in this position are also eligible to participate in an applicable incentive compensation plan.  In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.

Description
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance.  Colleagues in this position are also eligible to participate in an applicable incentive compensation plan.  In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.

Ready to be pushed beyond what you think you're capable of?
At Coinbase, our mission is to increase economic freedom in the world. It's a massive, ambitious opportunity that demands the best of us, every day, as we build the emerging onchain platform - and with it, the future global financial system.
To achieve our mission, we're seeking a very specific candidate. We want someone who is passionate about our mission and who believes in the power of crypto and blockchain technology to update the financial system. We want someone who is eager to leave their mark on the world, who relishes the pressure and privilege of working with high caliber colleagues, and who actively seeks feedback to keep leveling up. We want someone who will run towards, not away from, solving the company's hardest problems.
Our is intense and isn't for everyone. But if you want to build the future alongside others who excel in their disciplines and expect the same from you, there's no better place to be.
While many roles at Coinbase are remote-first, we are not remote-only. In-person participation is required throughout the year. Team and company-wide offsites are held multiple times annually to foster collaboration, connection, and alignment. Attendance is expected and fully supported.
*Team / Role:*
As part of Coinbase's broader risk management organization, the Financial Risk Quant team is responsible for building quantitative models that assess and mitigate risks associated with our risk-bearing products, as well as measuring and monitoring portfolio exposures across the platform. We are seeking a Quantitative Risk Modeling Analyst with strong expertise in statistical modeling and capital markets to support our rapidly expanding institutional business.
In this role, you will help design, develop, implement, and maintain a suite of financial risk models that form the foundation of our risk infrastructure. This is a unique entrepreneurial opportunity to help shape the quantitative risk framework for Coinbase's next-generation products. You will work closely with senior quant researchers and collaborate directly with risk managers, product and engineering teams, and other cross-functional partners to deliver robust, scalable risk management tools.
The ideal candidate thrives in fast-paced, evolving environments and is excited to work at the forefront of the digital asset industry alongside world-class talent.
*What you'll be doing (ie. job duties):***
* Develop, implement, and maintain Potential Future Exposure (PFE) models across all risk-bearing products
* Design and calibrate margin models for exchange-traded and prime brokerage products
* Enhance and support the Value-at-Risk (VaR) model to monitor and manage market risk
* Develop, implement, and maintain liquidity models
* Write production level code for model implementation
* Conduct quantitative risk analyses to support risk-informed decision making, including limit setting, slippage analysis, and liquidation risk waterfall design
* Build and deploy quantitative tools within the firm's risk platform
* Contribute to the development and implementation of liquidity and operational risk models as needed
*What we look for in you (ie. job requirements):** *
* Phd or Master degree in a highly quantitative field. (such as Physics, Mathematics, Statistics, Financial Engineering, etc.)
* 2+ years of experience working in quantitative risk model development or quantitative research function within Investment Bank / Asset Management /Exchanges / Fintech.
* Familiar with the following financial products and understand the key risk factors associated with these products: asset backed lending, margin trading, prime brokerage services, exchange traded products.
* Have a deep understanding of different types of statistical and machine learning models/methodologies used in the financial industry: time series models, bayesian models, gaussian copula, multi-factor models, logistic/linear regression models, probit model, random forest, gradient boosting, etc.
* Have a good understanding of Monte Carlo Simulation and Brownian Motion in the financial industry setting.
* Understand the key credit risk and market risk assessment metrics and how to model these metrics: Potential Future Exposure, Probability of Default, Loss Given Default, Option Greeks, etc.
* Demonstrate proficiency in following programming skills: Python, SQL.
* Strong technical written skills for model documentation.
* Be able to communicate technical findings/issues clearly, especially to non-technical audiences.
* Strong willing to take the ownership and collaborate with others.
*Nice to haves:*
* Working experience with derivatives (swaps, options, futures).
* Understanding of fundamentals of crypto assets and their protocols.
* Knowledge of liquidity risk models.
Job #: P70388
*Pay Transparency Notice:* Depending on your work location, the target annual salary for this position can range as detailed below. Full time offers from Coinbase also include target bonus + target equity + benefits (including medical, dental, vision and 401(k)).
Pay Range:
$152,405-$179,300 USD
Please be advised that each candidate may submit a maximum of four applications within any 30-day period. We encourage you to carefully evaluate how your skills and interests align with Coinbase's roles before applying.
Commitment to Equal Opportunity
Coinbase is proud to be an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, creed, gender, national origin, age, disability, veteran status, sex, gender expression or identity, sexual orientation or any other basis protected by applicable law. Coinbase will also consider for employment qualified applicants with criminal histories in a manner consistent with applicable federal, state and local law. For US applicants, you may view the in certain locations, as required by law.
Coinbase is also committed to providing reasonable accommodations to individuals with disabilities. If you need a reasonable accommodation because of a disability for any part of the employment process, please contact us at accommodations Data Privacy Notice for Job Candidates and Applicants
Depending on your location, the General Data Protection Regulation (GDPR) and California Consumer Privacy Act (CCPA) may regulate the way we manage the data of job applicants. Our full notice outlining how data will be processed as part of the application procedure for applicable locations is available Disclosure
For select roles, Coinbase is piloting an AI tool based on machine learning technologies to conduct initial screening interviews to qualified applicants. The tool simulates realistic interview scenarios and engages in dynamic conversation. A human recruiter will review your interview responses, provided in the form of a voice recording and/or transcript, to assess them against the qualifications and characteristics outlined in the job description.
For select roles, Coinbase is also piloting an AI interview intelligence platform to transcribe and summarize interview notes, allowing our interviewers to fully focus on you as the candidate.
*The above pilots are for testing purposes and Coinbase will not use AI to make decisions impacting employment*. To request a reasonable accommodation due to disability, please contact accommodations(at)coinbase.com