What Jobs are available for Quantitative Modeling in the United States?
Showing 1751 Quantitative Modeling jobs in the United States
Sr. Analyst, Quantitative Modeling
10176 New York, New York
S&P Global
Posted 8 days ago
Job Viewed
Job Description
**About the Role:**
**Grade Level (for internal use):**
11
**The Team:** The Quantitative Modeling Group is an elite, global team of highly skilled and versatile individuals (including PhDs, CFAs, FRMs, economists, statisticians, etc) who employ advanced machine-learning and statistical techniques to develop, maintain and enhance quantitative models used by analysts at Corporations, Governmental and Financial Institutions to automate, speed up and scale the quantitative assessment of credit, climate, third-party risk management, and Maritime and trade.
**Responsibilities & Impact:**
The Quantitative Modeling (QM) group develops all quantitative models that power the Global Insight's desktop solutions, within one of the strategic businesses of S&P Global Market Intelligence. Our client base spans a diverse set of institutions, from Large Corporations to Small & Medium Enterprises, Banks, Auditing Firms, Governmental institutions and insurance companies.
QM is currently supporting several high-profile strategic initiative funded at S&P Global level, from building the next generation of credit risk assessment, scenario analysis and early warning signals models, to climate risk modelling, to developing quantitative models to support maritime and trade analytics.
The team also provides in-depth technical support to Sales Team and current clients, and is engaged in regular thought leadership/outreach activities (in coordination with Go-to-Market and Product Management) to incorporate external feedback into our models or to create new tools that enable clients to make decisions with conviction.
+ Join a dynamic team of quantitative people who contribute to business expansion and acceleration, and leave your footprint from day one!
+ Build the next generation of credit risk models within a flourishing field at the intersection between multiple risk domains.
+ Generate powerful thought leadership pieces, to help showcasing analytical use of our models, increase brand awareness, support lead generation and collect valuable market feedback.
+ Interact on a daily basis within a matrixed organization, including Product Managers, Product Specialists, Business Developers, Information Technologists, Innovators, adapting your language to a diverse audience, all the way up to C-level.
+ Influence and steer the analytic development roadmap, bringing in your experience, creativity and diagonal thinking to craft innovative analytics that solve clear client painpoints.
+ Interact with internal stakeholders and external clients, establishing yourself as a strong subject matter expert.
+ Design of next-generation of statistical models to assess credit risk, using advanced statistical and machine learning techniques
+ End-to-end analytic model development (data gathering, cleansing, model training, etc)
+ Technical Documentation
+ Production of collateral material to support Product Management team and go-to-market activities (White papers, blogs, etc)
+ Training to Product Specialists and Sales, to enable effective positioning of how our products differentiate vs our competitors
+ Analytic support on technical questions by current clients and perspective clients, gaining market intelligence, incorporating feedback into models and solving actual client pain-points
**Compensation/Benefits Information:** (This section is only applicable to US candidates)
S&P Global states that the anticipated base salary range for this position is $130,000 to $170,000. Final base salary for this role will be based on the individual's geographic location, as well as experience level, skill set, training, licenses and certifications.
In addition to base compensation, this role is eligible for an annual incentive plan. This role is not eligible for additional compensation such as an annual incentive bonus or sales commission plan.
This role is eligible to receive additional S&P Global benefits. For more information on the benefits we provide to our employees, please click here ( .
Include for roles that are bonus plan eligible, including sales commission plans.
**What We're Looking For:**
**Basic Qualifications:**
+ 3+ years' relevant work experience (modelling PD, LGD of SMEs and Corporates; building macro-econometric models, etc)
+ Experience handling BIG datasets (structured and unstructured)
+ Excellent knowledge of Python
+ Top Master-level degree from reputable university in Financial Modelling, Finance, Economics, Statistics, Physics
+ Good technical writing skills (English), for supporting senior team members in preparation and update of technical documents for each model release and/or white papers.
+ Thoroughly checks soundness of own/team-work and probes more deeply when confronted with inconsistent or interesting findings.
+ Results-oriented, flexible/adaptable, able to manage multiple projects, keen to learn, proactive, real team player.
**Additional Qualifications:**
+ PhD (Physics, Statistics, Mathematics, Engineering)
+ CFA, FRM qualifications
+ Excel with VBA
+ Familiarity with MATLAB is a plus
**About S&P Global Market Intelligence**
At S&P Global Market Intelligence, a division of S&P Global we understand the importance of accurate, deep and insightful information. Our team of experts delivers unrivaled insights and leading data and technology solutions, partnering with customers to expand their perspective, operate with confidence, and make decisions with conviction.
For more information, visit .
**What's In It For** **You?**
**Our Purpose:**
Progress is not a self-starter. It requires a catalyst to be set in motion. Information, imagination, people, technology-the right combination can unlock possibility and change the world.
Our world is in transition and getting more complex by the day. We push past expected observations and seek out new levels of understanding so that we can help companies, governments and individuals make an impact on tomorrow. At S&P Global we transform data into Essential Intelligence®, pinpointing risks and opening possibilities. We Accelerate Progress.
**Our People:**
We're more than 35,000 strong worldwide-so we're able to understand nuances while having a broad perspective. Our team is driven by curiosity and a shared belief that Essential Intelligence can help build a more prosperous future for us all.
From finding new ways to measure sustainability to analyzing energy transition across the supply chain to building workflow solutions that make it easy to tap into insight and apply it. We are changing the way people see things and empowering them to make an impact on the world we live in. We're committed to a more equitable future and to helping our customers find new, sustainable ways of doing business. We're constantly seeking new solutions that have progress in mind. Join us and help create the critical insights that truly make a difference.
**Our Values:**
**Integrity, Discovery, Partnership**
At S&P Global, we focus on Powering Global Markets. Throughout our history, the world's leading organizations have relied on us for the Essential Intelligence they need to make confident decisions about the road ahead. We start with a foundation of **integrity** in all we do, bring a spirit of **discovery** to our work, and collaborate in close **partnership** with each other and our customers to achieve shared goals.
**Benefits:**
We take care of you, so you can take care of business. We care about our people. That's why we provide everything you-and your career-need to thrive at S&P Global.
Our benefits include:
+ Health & Wellness: Health care coverage designed for the mind and body.
+ Flexible Downtime: Generous time off helps keep you energized for your time on.
+ Continuous Learning: Access a wealth of resources to grow your career and learn valuable new skills.
+ Invest in Your Future: Secure your financial future through competitive pay, retirement planning, a continuing education program with a company-matched student loan contribution, and financial wellness programs.
+ Family Friendly Perks: It's not just about you. S&P Global has perks for your partners and little ones, too, with some best-in class benefits for families.
+ Beyond the Basics: From retail discounts to referral incentive awards-small perks can make a big difference.
For more information on benefits by country visit: Hiring and Opportunity at S&P Global:**
At S&P Global, we are committed to fostering a connected and engaged workplace where all individuals have access to opportunities based on their skills, experience, and contributions. Our hiring practices emphasize fairness, transparency, and merit, ensuring that we attract and retain top talent. By valuing different perspectives and promoting a culture of respect and collaboration, we drive innovation and power global markets.
**Recruitment Fraud Alert:**
If you receive an email from a spglobalind.com domain or any other regionally based domains, it is a scam and should be reported to . S&P Global never requires any candidate to pay money for job applications, interviews, offer letters, "pre-employment training" or for equipment/delivery of equipment. Stay informed and protect yourself from recruitment fraud by reviewing our guidelines, fraudulent domains, and how to report suspicious activity here ( .
---
**Equal Opportunity Employer**
S&P Global is an equal opportunity employer and all qualified candidates will receive consideration for employment without regard to race/ethnicity, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, marital status, military veteran status, unemployment status, or any other status protected by law. Only electronic job submissions will be considered for employment.
If you need an accommodation during the application process due to a disability, please send an email to: and your request will be forwarded to the appropriate person.
**US Candidates Only:** The EEO is the Law Poster describes discrimination protections under federal law. Pay Transparency Nondiscrimination Provision - - Professional (EEO-2 Job Categories-United States of America), ANLYTC202.2 - Middle Professional Tier II (EEO Job Group), SWP Priority - Ratings - (Strategic Workforce Planning)
**Job ID:**
**Posted On:**
**Location:** New York, New York, United States
**Grade Level (for internal use):**
11
**The Team:** The Quantitative Modeling Group is an elite, global team of highly skilled and versatile individuals (including PhDs, CFAs, FRMs, economists, statisticians, etc) who employ advanced machine-learning and statistical techniques to develop, maintain and enhance quantitative models used by analysts at Corporations, Governmental and Financial Institutions to automate, speed up and scale the quantitative assessment of credit, climate, third-party risk management, and Maritime and trade.
**Responsibilities & Impact:**
The Quantitative Modeling (QM) group develops all quantitative models that power the Global Insight's desktop solutions, within one of the strategic businesses of S&P Global Market Intelligence. Our client base spans a diverse set of institutions, from Large Corporations to Small & Medium Enterprises, Banks, Auditing Firms, Governmental institutions and insurance companies.
QM is currently supporting several high-profile strategic initiative funded at S&P Global level, from building the next generation of credit risk assessment, scenario analysis and early warning signals models, to climate risk modelling, to developing quantitative models to support maritime and trade analytics.
The team also provides in-depth technical support to Sales Team and current clients, and is engaged in regular thought leadership/outreach activities (in coordination with Go-to-Market and Product Management) to incorporate external feedback into our models or to create new tools that enable clients to make decisions with conviction.
+ Join a dynamic team of quantitative people who contribute to business expansion and acceleration, and leave your footprint from day one!
+ Build the next generation of credit risk models within a flourishing field at the intersection between multiple risk domains.
+ Generate powerful thought leadership pieces, to help showcasing analytical use of our models, increase brand awareness, support lead generation and collect valuable market feedback.
+ Interact on a daily basis within a matrixed organization, including Product Managers, Product Specialists, Business Developers, Information Technologists, Innovators, adapting your language to a diverse audience, all the way up to C-level.
+ Influence and steer the analytic development roadmap, bringing in your experience, creativity and diagonal thinking to craft innovative analytics that solve clear client painpoints.
+ Interact with internal stakeholders and external clients, establishing yourself as a strong subject matter expert.
+ Design of next-generation of statistical models to assess credit risk, using advanced statistical and machine learning techniques
+ End-to-end analytic model development (data gathering, cleansing, model training, etc)
+ Technical Documentation
+ Production of collateral material to support Product Management team and go-to-market activities (White papers, blogs, etc)
+ Training to Product Specialists and Sales, to enable effective positioning of how our products differentiate vs our competitors
+ Analytic support on technical questions by current clients and perspective clients, gaining market intelligence, incorporating feedback into models and solving actual client pain-points
**Compensation/Benefits Information:** (This section is only applicable to US candidates)
S&P Global states that the anticipated base salary range for this position is $130,000 to $170,000. Final base salary for this role will be based on the individual's geographic location, as well as experience level, skill set, training, licenses and certifications.
In addition to base compensation, this role is eligible for an annual incentive plan. This role is not eligible for additional compensation such as an annual incentive bonus or sales commission plan.
This role is eligible to receive additional S&P Global benefits. For more information on the benefits we provide to our employees, please click here ( .
Include for roles that are bonus plan eligible, including sales commission plans.
**What We're Looking For:**
**Basic Qualifications:**
+ 3+ years' relevant work experience (modelling PD, LGD of SMEs and Corporates; building macro-econometric models, etc)
+ Experience handling BIG datasets (structured and unstructured)
+ Excellent knowledge of Python
+ Top Master-level degree from reputable university in Financial Modelling, Finance, Economics, Statistics, Physics
+ Good technical writing skills (English), for supporting senior team members in preparation and update of technical documents for each model release and/or white papers.
+ Thoroughly checks soundness of own/team-work and probes more deeply when confronted with inconsistent or interesting findings.
+ Results-oriented, flexible/adaptable, able to manage multiple projects, keen to learn, proactive, real team player.
**Additional Qualifications:**
+ PhD (Physics, Statistics, Mathematics, Engineering)
+ CFA, FRM qualifications
+ Excel with VBA
+ Familiarity with MATLAB is a plus
**About S&P Global Market Intelligence**
At S&P Global Market Intelligence, a division of S&P Global we understand the importance of accurate, deep and insightful information. Our team of experts delivers unrivaled insights and leading data and technology solutions, partnering with customers to expand their perspective, operate with confidence, and make decisions with conviction.
For more information, visit .
**What's In It For** **You?**
**Our Purpose:**
Progress is not a self-starter. It requires a catalyst to be set in motion. Information, imagination, people, technology-the right combination can unlock possibility and change the world.
Our world is in transition and getting more complex by the day. We push past expected observations and seek out new levels of understanding so that we can help companies, governments and individuals make an impact on tomorrow. At S&P Global we transform data into Essential Intelligence®, pinpointing risks and opening possibilities. We Accelerate Progress.
**Our People:**
We're more than 35,000 strong worldwide-so we're able to understand nuances while having a broad perspective. Our team is driven by curiosity and a shared belief that Essential Intelligence can help build a more prosperous future for us all.
From finding new ways to measure sustainability to analyzing energy transition across the supply chain to building workflow solutions that make it easy to tap into insight and apply it. We are changing the way people see things and empowering them to make an impact on the world we live in. We're committed to a more equitable future and to helping our customers find new, sustainable ways of doing business. We're constantly seeking new solutions that have progress in mind. Join us and help create the critical insights that truly make a difference.
**Our Values:**
**Integrity, Discovery, Partnership**
At S&P Global, we focus on Powering Global Markets. Throughout our history, the world's leading organizations have relied on us for the Essential Intelligence they need to make confident decisions about the road ahead. We start with a foundation of **integrity** in all we do, bring a spirit of **discovery** to our work, and collaborate in close **partnership** with each other and our customers to achieve shared goals.
**Benefits:**
We take care of you, so you can take care of business. We care about our people. That's why we provide everything you-and your career-need to thrive at S&P Global.
Our benefits include:
+ Health & Wellness: Health care coverage designed for the mind and body.
+ Flexible Downtime: Generous time off helps keep you energized for your time on.
+ Continuous Learning: Access a wealth of resources to grow your career and learn valuable new skills.
+ Invest in Your Future: Secure your financial future through competitive pay, retirement planning, a continuing education program with a company-matched student loan contribution, and financial wellness programs.
+ Family Friendly Perks: It's not just about you. S&P Global has perks for your partners and little ones, too, with some best-in class benefits for families.
+ Beyond the Basics: From retail discounts to referral incentive awards-small perks can make a big difference.
For more information on benefits by country visit: Hiring and Opportunity at S&P Global:**
At S&P Global, we are committed to fostering a connected and engaged workplace where all individuals have access to opportunities based on their skills, experience, and contributions. Our hiring practices emphasize fairness, transparency, and merit, ensuring that we attract and retain top talent. By valuing different perspectives and promoting a culture of respect and collaboration, we drive innovation and power global markets.
**Recruitment Fraud Alert:**
If you receive an email from a spglobalind.com domain or any other regionally based domains, it is a scam and should be reported to . S&P Global never requires any candidate to pay money for job applications, interviews, offer letters, "pre-employment training" or for equipment/delivery of equipment. Stay informed and protect yourself from recruitment fraud by reviewing our guidelines, fraudulent domains, and how to report suspicious activity here ( .
---
**Equal Opportunity Employer**
S&P Global is an equal opportunity employer and all qualified candidates will receive consideration for employment without regard to race/ethnicity, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, marital status, military veteran status, unemployment status, or any other status protected by law. Only electronic job submissions will be considered for employment.
If you need an accommodation during the application process due to a disability, please send an email to: and your request will be forwarded to the appropriate person.
**US Candidates Only:** The EEO is the Law Poster describes discrimination protections under federal law. Pay Transparency Nondiscrimination Provision - - Professional (EEO-2 Job Categories-United States of America), ANLYTC202.2 - Middle Professional Tier II (EEO Job Group), SWP Priority - Ratings - (Strategic Workforce Planning)
**Job ID:**
**Posted On:**
**Location:** New York, New York, United States
Is this job a match or a miss?
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0
Remote Senior Financial Analyst - Quantitative Modeling
75201 Dallas, Texas
$130000 Annually
WhatJobs Direct
Posted 1 day ago
Job Viewed
Job Description
Our client, a leading financial institution, is seeking an accomplished Senior Financial Analyst with expertise in quantitative modeling to join their fully remote team. This role is critical for developing sophisticated financial models, conducting in-depth market analysis, and providing strategic insights to support investment decisions and risk management. The ideal candidate will possess a strong quantitative background, proficiency in financial modeling software, and a thorough understanding of capital markets.
Key Responsibilities:
Key Responsibilities:
- Develop, maintain, and enhance complex financial models for valuation, forecasting, and scenario analysis.
- Conduct rigorous quantitative analysis of financial data, market trends, and economic indicators.
- Perform sensitivity analysis and stress testing on financial models to assess risk exposures.
- Collaborate with portfolio managers, traders, and other stakeholders to provide data-driven insights and recommendations.
- Prepare detailed financial reports, presentations, and summaries for senior management and investment committees.
- Evaluate investment opportunities and provide financial feasibility assessments.
- Ensure the accuracy, integrity, and compliance of all financial models and analyses.
- Stay abreast of regulatory changes and market developments impacting financial reporting and analysis.
- Identify opportunities for process improvements and automation in financial modeling and reporting.
- Mentor junior analysts and contribute to the development of analytical capabilities within the team.
- Communicate complex financial concepts clearly and concisely to diverse audiences.
- Master's degree in Finance, Economics, Mathematics, Statistics, or a related quantitative field; CFA designation preferred.
- Minimum of 7 years of progressive experience in financial analysis, quantitative modeling, or investment research within the banking or finance sector.
- Advanced proficiency in Excel, VBA, and statistical/financial modeling software (e.g., R, Python, MATLAB, S-Plus).
- Deep understanding of financial markets, investment strategies, and risk management principles.
- Proven ability to build complex, robust, and reliable financial models from scratch.
- Strong analytical, problem-solving, and critical thinking skills.
- Excellent written and verbal communication skills, with the ability to present complex findings effectively.
- Experience with large datasets and database management is a plus.
- Ability to work independently and manage multiple priorities in a remote setting.
Is this job a match or a miss?
Apply Now
1
Quantitative Modeling Senior Associate, Internal Audit
02133 Boston, Kentucky
Fannie Mae
Posted today
Job Viewed
Job Description
Playing an essential role in the U.S. economy, Fannie Mae is foundational to housing finance. Here, your expertise can help fuel purpose-driven innovation that expands access to homeownership and affordable rental housing across the country. Join Fannie Mae to grow your career and help people find a place to call home.
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.
We are currently hiring for one role that can sit out of either Reston, DC, Plano, or Boston.
*THE IMPACT YOU WILL MAKE*
We are seeking a dynamic *Quantitative Modeling Senior Associate, Internal Audit associate* to join our Internal Audit team, with a dual focus on model risk assurance and driving data analytics innovation across audit domains. This role offers the flexibility to shape your workday while making a meaningful impact on audit quality and efficiency alongside people who care so that you can deliver on the following responsibilities:
* *Lead Data Analytics Initiatives: *Drive the deployment of advanced analytics and automation to enhance audit assurance across Model Risk, Enterprise Risk Management (ERM), Compliance, and HR.
* *Enable Insight-Driven Auditing: *Develop and apply data-driven solutions for risk measurement, control testing, and continuous monitoring to deepen audit insights and coverage.
* *Model Risk Audit Execution: *Participate in model audit engagements, providing credible challenge on model development, validation, and performance monitoring. Apply specialized expertise to review models in mortgage finance, including credit risk, counterparty credit risk, and interest rate risk.
* *Stakeholder Engagement: *Collaborate with business partners to strengthen governance and control environments, and communicate technical concepts clearly to diverse audiences.
*THE EXPERIENCE YOU BRING TO THE TEAM*
*Minimum Required Experience*
* Bachelor's degree in Statistics, Quantitative Finance, Financial Engineering, Economics, or related quantitative discipline
* 2+ years of experience in Quantitative Analytics, model development, validation or auditing
* Proficiency in Python, R, JavaScript or similar programming languages for data analytics and automation
* Strong analytical, communication and project management skills.
* Self-motivated and able to work independently
*Desired Experience*
* Advanced degree (Master or Ph.D.) in quantitative Finance disciplines
* Professional certification (e.g. CFA, FRM)
* 2+ years of experience in model risk management or internal audit at a large financial institution or consulting firm
Internal Audit - Quantitative Modeling - Senior Associate
Targe Pay Range: 121,000 - $158,000 a year
#LI-Hybrid #LI-ME1
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
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.
We are currently hiring for one role that can sit out of either Reston, DC, Plano, or Boston.
*THE IMPACT YOU WILL MAKE*
We are seeking a dynamic *Quantitative Modeling Senior Associate, Internal Audit associate* to join our Internal Audit team, with a dual focus on model risk assurance and driving data analytics innovation across audit domains. This role offers the flexibility to shape your workday while making a meaningful impact on audit quality and efficiency alongside people who care so that you can deliver on the following responsibilities:
* *Lead Data Analytics Initiatives: *Drive the deployment of advanced analytics and automation to enhance audit assurance across Model Risk, Enterprise Risk Management (ERM), Compliance, and HR.
* *Enable Insight-Driven Auditing: *Develop and apply data-driven solutions for risk measurement, control testing, and continuous monitoring to deepen audit insights and coverage.
* *Model Risk Audit Execution: *Participate in model audit engagements, providing credible challenge on model development, validation, and performance monitoring. Apply specialized expertise to review models in mortgage finance, including credit risk, counterparty credit risk, and interest rate risk.
* *Stakeholder Engagement: *Collaborate with business partners to strengthen governance and control environments, and communicate technical concepts clearly to diverse audiences.
*THE EXPERIENCE YOU BRING TO THE TEAM*
*Minimum Required Experience*
* Bachelor's degree in Statistics, Quantitative Finance, Financial Engineering, Economics, or related quantitative discipline
* 2+ years of experience in Quantitative Analytics, model development, validation or auditing
* Proficiency in Python, R, JavaScript or similar programming languages for data analytics and automation
* Strong analytical, communication and project management skills.
* Self-motivated and able to work independently
*Desired Experience*
* Advanced degree (Master or Ph.D.) in quantitative Finance disciplines
* Professional certification (e.g. CFA, FRM)
* 2+ years of experience in model risk management or internal audit at a large financial institution or consulting firm
Internal Audit - Quantitative Modeling - Senior Associate
Targe Pay Range: 121,000 - $158,000 a year
#LI-Hybrid #LI-ME1
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
Is this job a match or a miss?
View Now
2
Quantitative Modeling Senior Associate, Internal Audit
20080 Washington, District Of Columbia
Fannie Mae
Posted today
Job Viewed
Job Description
Playing an essential role in the U.S. economy, Fannie Mae is foundational to housing finance. Here, your expertise can help fuel purpose-driven innovation that expands access to homeownership and affordable rental housing across the country. Join Fannie Mae to grow your career and help people find a place to call home.
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.
We are currently hiring for one role that can sit out of either Reston, DC, Plano, or Boston.
*THE IMPACT YOU WILL MAKE*
We are seeking a dynamic *Quantitative Modeling Senior Associate, Internal Audit associate* to join our Internal Audit team, with a dual focus on model risk assurance and driving data analytics innovation across audit domains. This role offers the flexibility to shape your workday while making a meaningful impact on audit quality and efficiency alongside people who care so that you can deliver on the following responsibilities:
* *Lead Data Analytics Initiatives: *Drive the deployment of advanced analytics and automation to enhance audit assurance across Model Risk, Enterprise Risk Management (ERM), Compliance, and HR.
* *Enable Insight-Driven Auditing: *Develop and apply data-driven solutions for risk measurement, control testing, and continuous monitoring to deepen audit insights and coverage.
* *Model Risk Audit Execution: *Participate in model audit engagements, providing credible challenge on model development, validation, and performance monitoring. Apply specialized expertise to review models in mortgage finance, including credit risk, counterparty credit risk, and interest rate risk.
* *Stakeholder Engagement: *Collaborate with business partners to strengthen governance and control environments, and communicate technical concepts clearly to diverse audiences.
*THE EXPERIENCE YOU BRING TO THE TEAM*
*Minimum Required Experience*
* Bachelor's degree in Statistics, Quantitative Finance, Financial Engineering, Economics, or related quantitative discipline
* 2+ years of experience in Quantitative Analytics, model development, validation or auditing
* Proficiency in Python, R, JavaScript or similar programming languages for data analytics and automation
* Strong analytical, communication and project management skills.
* Self-motivated and able to work independently
*Desired Experience*
* Advanced degree (Master or Ph.D.) in quantitative Finance disciplines
* Professional certification (e.g. CFA, FRM)
* 2+ years of experience in model risk management or internal audit at a large financial institution or consulting firm
Internal Audit - Quantitative Modeling - Senior Associate
Targe Pay Range: 121,000 - $158,000 a year
#LI-Hybrid #LI-ME1
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
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.
We are currently hiring for one role that can sit out of either Reston, DC, Plano, or Boston.
*THE IMPACT YOU WILL MAKE*
We are seeking a dynamic *Quantitative Modeling Senior Associate, Internal Audit associate* to join our Internal Audit team, with a dual focus on model risk assurance and driving data analytics innovation across audit domains. This role offers the flexibility to shape your workday while making a meaningful impact on audit quality and efficiency alongside people who care so that you can deliver on the following responsibilities:
* *Lead Data Analytics Initiatives: *Drive the deployment of advanced analytics and automation to enhance audit assurance across Model Risk, Enterprise Risk Management (ERM), Compliance, and HR.
* *Enable Insight-Driven Auditing: *Develop and apply data-driven solutions for risk measurement, control testing, and continuous monitoring to deepen audit insights and coverage.
* *Model Risk Audit Execution: *Participate in model audit engagements, providing credible challenge on model development, validation, and performance monitoring. Apply specialized expertise to review models in mortgage finance, including credit risk, counterparty credit risk, and interest rate risk.
* *Stakeholder Engagement: *Collaborate with business partners to strengthen governance and control environments, and communicate technical concepts clearly to diverse audiences.
*THE EXPERIENCE YOU BRING TO THE TEAM*
*Minimum Required Experience*
* Bachelor's degree in Statistics, Quantitative Finance, Financial Engineering, Economics, or related quantitative discipline
* 2+ years of experience in Quantitative Analytics, model development, validation or auditing
* Proficiency in Python, R, JavaScript or similar programming languages for data analytics and automation
* Strong analytical, communication and project management skills.
* Self-motivated and able to work independently
*Desired Experience*
* Advanced degree (Master or Ph.D.) in quantitative Finance disciplines
* Professional certification (e.g. CFA, FRM)
* 2+ years of experience in model risk management or internal audit at a large financial institution or consulting firm
Internal Audit - Quantitative Modeling - Senior Associate
Targe Pay Range: 121,000 - $158,000 a year
#LI-Hybrid #LI-ME1
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
Is this job a match or a miss?
View Now
3
Quantitative Modeling Senior Associate, Internal Audit
22096 Reston, Virginia
Fannie Mae
Posted today
Job Viewed
Job Description
Playing an essential role in the U.S. economy, Fannie Mae is foundational to housing finance. Here, your expertise can help fuel purpose-driven innovation that expands access to homeownership and affordable rental housing across the country. Join Fannie Mae to grow your career and help people find a place to call home.
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.
We are currently hiring for one role that can sit out of either Reston, DC, Plano, or Boston.
*THE IMPACT YOU WILL MAKE*
We are seeking a dynamic *Quantitative Modeling Senior Associate, Internal Audit associate* to join our Internal Audit team, with a dual focus on model risk assurance and driving data analytics innovation across audit domains. This role offers the flexibility to shape your workday while making a meaningful impact on audit quality and efficiency alongside people who care so that you can deliver on the following responsibilities:
* *Lead Data Analytics Initiatives: *Drive the deployment of advanced analytics and automation to enhance audit assurance across Model Risk, Enterprise Risk Management (ERM), Compliance, and HR.
* *Enable Insight-Driven Auditing: *Develop and apply data-driven solutions for risk measurement, control testing, and continuous monitoring to deepen audit insights and coverage.
* *Model Risk Audit Execution: *Participate in model audit engagements, providing credible challenge on model development, validation, and performance monitoring. Apply specialized expertise to review models in mortgage finance, including credit risk, counterparty credit risk, and interest rate risk.
* *Stakeholder Engagement: *Collaborate with business partners to strengthen governance and control environments, and communicate technical concepts clearly to diverse audiences.
*THE EXPERIENCE YOU BRING TO THE TEAM*
*Minimum Required Experience*
* Bachelor's degree in Statistics, Quantitative Finance, Financial Engineering, Economics, or related quantitative discipline
* 2+ years of experience in Quantitative Analytics, model development, validation or auditing
* Proficiency in Python, R, JavaScript or similar programming languages for data analytics and automation
* Strong analytical, communication and project management skills.
* Self-motivated and able to work independently
*Desired Experience*
* Advanced degree (Master or Ph.D.) in quantitative Finance disciplines
* Professional certification (e.g. CFA, FRM)
* 2+ years of experience in model risk management or internal audit at a large financial institution or consulting firm
Internal Audit - Quantitative Modeling - Senior Associate
Targe Pay Range: 121,000 - $158,000 a year
#LI-Hybrid #LI-ME1
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
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.
We are currently hiring for one role that can sit out of either Reston, DC, Plano, or Boston.
*THE IMPACT YOU WILL MAKE*
We are seeking a dynamic *Quantitative Modeling Senior Associate, Internal Audit associate* to join our Internal Audit team, with a dual focus on model risk assurance and driving data analytics innovation across audit domains. This role offers the flexibility to shape your workday while making a meaningful impact on audit quality and efficiency alongside people who care so that you can deliver on the following responsibilities:
* *Lead Data Analytics Initiatives: *Drive the deployment of advanced analytics and automation to enhance audit assurance across Model Risk, Enterprise Risk Management (ERM), Compliance, and HR.
* *Enable Insight-Driven Auditing: *Develop and apply data-driven solutions for risk measurement, control testing, and continuous monitoring to deepen audit insights and coverage.
* *Model Risk Audit Execution: *Participate in model audit engagements, providing credible challenge on model development, validation, and performance monitoring. Apply specialized expertise to review models in mortgage finance, including credit risk, counterparty credit risk, and interest rate risk.
* *Stakeholder Engagement: *Collaborate with business partners to strengthen governance and control environments, and communicate technical concepts clearly to diverse audiences.
*THE EXPERIENCE YOU BRING TO THE TEAM*
*Minimum Required Experience*
* Bachelor's degree in Statistics, Quantitative Finance, Financial Engineering, Economics, or related quantitative discipline
* 2+ years of experience in Quantitative Analytics, model development, validation or auditing
* Proficiency in Python, R, JavaScript or similar programming languages for data analytics and automation
* Strong analytical, communication and project management skills.
* Self-motivated and able to work independently
*Desired Experience*
* Advanced degree (Master or Ph.D.) in quantitative Finance disciplines
* Professional certification (e.g. CFA, FRM)
* 2+ years of experience in model risk management or internal audit at a large financial institution or consulting firm
Internal Audit - Quantitative Modeling - Senior Associate
Targe Pay Range: 121,000 - $158,000 a year
#LI-Hybrid #LI-ME1
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
Is this job a match or a miss?
View Now
4
Quantitative Modeling Senior Associate, Internal Audit
75026 Plano, Texas
Fannie Mae
Posted today
Job Viewed
Job Description
Playing an essential role in the U.S. economy, Fannie Mae is foundational to housing finance. Here, your expertise can help fuel purpose-driven innovation that expands access to homeownership and affordable rental housing across the country. Join Fannie Mae to grow your career and help people find a place to call home.
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.
We are currently hiring for one role that can sit out of either Reston, DC, Plano, or Boston.
*THE IMPACT YOU WILL MAKE*
We are seeking a dynamic *Quantitative Modeling Senior Associate, Internal Audit associate* to join our Internal Audit team, with a dual focus on model risk assurance and driving data analytics innovation across audit domains. This role offers the flexibility to shape your workday while making a meaningful impact on audit quality and efficiency alongside people who care so that you can deliver on the following responsibilities:
* *Lead Data Analytics Initiatives: *Drive the deployment of advanced analytics and automation to enhance audit assurance across Model Risk, Enterprise Risk Management (ERM), Compliance, and HR.
* *Enable Insight-Driven Auditing: *Develop and apply data-driven solutions for risk measurement, control testing, and continuous monitoring to deepen audit insights and coverage.
* *Model Risk Audit Execution: *Participate in model audit engagements, providing credible challenge on model development, validation, and performance monitoring. Apply specialized expertise to review models in mortgage finance, including credit risk, counterparty credit risk, and interest rate risk.
* *Stakeholder Engagement: *Collaborate with business partners to strengthen governance and control environments, and communicate technical concepts clearly to diverse audiences.
*THE EXPERIENCE YOU BRING TO THE TEAM*
*Minimum Required Experience*
* Bachelor's degree in Statistics, Quantitative Finance, Financial Engineering, Economics, or related quantitative discipline
* 2+ years of experience in Quantitative Analytics, model development, validation or auditing
* Proficiency in Python, R, JavaScript or similar programming languages for data analytics and automation
* Strong analytical, communication and project management skills.
* Self-motivated and able to work independently
*Desired Experience*
* Advanced degree (Master or Ph.D.) in quantitative Finance disciplines
* Professional certification (e.g. CFA, FRM)
* 2+ years of experience in model risk management or internal audit at a large financial institution or consulting firm
Internal Audit - Quantitative Modeling - Senior Associate
Targe Pay Range: 121,000 - $158,000 a year
#LI-Hybrid #LI-ME1
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
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.
We are currently hiring for one role that can sit out of either Reston, DC, Plano, or Boston.
*THE IMPACT YOU WILL MAKE*
We are seeking a dynamic *Quantitative Modeling Senior Associate, Internal Audit associate* to join our Internal Audit team, with a dual focus on model risk assurance and driving data analytics innovation across audit domains. This role offers the flexibility to shape your workday while making a meaningful impact on audit quality and efficiency alongside people who care so that you can deliver on the following responsibilities:
* *Lead Data Analytics Initiatives: *Drive the deployment of advanced analytics and automation to enhance audit assurance across Model Risk, Enterprise Risk Management (ERM), Compliance, and HR.
* *Enable Insight-Driven Auditing: *Develop and apply data-driven solutions for risk measurement, control testing, and continuous monitoring to deepen audit insights and coverage.
* *Model Risk Audit Execution: *Participate in model audit engagements, providing credible challenge on model development, validation, and performance monitoring. Apply specialized expertise to review models in mortgage finance, including credit risk, counterparty credit risk, and interest rate risk.
* *Stakeholder Engagement: *Collaborate with business partners to strengthen governance and control environments, and communicate technical concepts clearly to diverse audiences.
*THE EXPERIENCE YOU BRING TO THE TEAM*
*Minimum Required Experience*
* Bachelor's degree in Statistics, Quantitative Finance, Financial Engineering, Economics, or related quantitative discipline
* 2+ years of experience in Quantitative Analytics, model development, validation or auditing
* Proficiency in Python, R, JavaScript or similar programming languages for data analytics and automation
* Strong analytical, communication and project management skills.
* Self-motivated and able to work independently
*Desired Experience*
* Advanced degree (Master or Ph.D.) in quantitative Finance disciplines
* Professional certification (e.g. CFA, FRM)
* 2+ years of experience in model risk management or internal audit at a large financial institution or consulting firm
Internal Audit - Quantitative Modeling - Senior Associate
Targe Pay Range: 121,000 - $158,000 a year
#LI-Hybrid #LI-ME1
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
Is this job a match or a miss?
View Now
5
Credit Model Development Quantitative Modeling Manager - Hybrid
06608 Bridgeport, Connecticut
M&T Bank
Posted 2 days ago
Job Viewed
Job Description
*** This is a manager of direct reports position and requires in-office work three days every week. The position can be based at an M&T office in Bridgeport, CT, Buffalo, NY, NY, NY, or Iselin, NJ.**
**Overview:**
Manages a team of quantitative analysts and modelers within Treasury to support data, systems and forecasting needs of Treasury's credit, interest rate risk, liquidity risk, CCAR (Comprehensive Capital Analysis and Review)/stress testing and economic capital practices. Assists with directing daily and long-range strategic direction of the group to support business initiatives and regulatory compliance.
**Primary Responsibilities:**
+ Lead teams in analysis of origination, credit, financial, demographic, behavioral, market and economic data pertinent to the Bank's customers, portfolios and products. Interpret results, develop recommendations and present findings to senior management.
+ Manage the end-to-end model development and implementation process for behavioral models supporting the firm's credit risk management, interest rate risk, liquidity risk, stress testing and economic capital practices. Facilitate the model development effective challenge process with the Model Development Working and Model Development Oversight Groups.
+ Work with a wide range of internal customers, including executive management, to explain the benefits, limitations, assumptions and requirements for proposed models, scorecards, and forecasts.
+ Work closely with internal and external business partners to develop and implement strategies for optimal pricing, underwriting or funding strategy with the end goal of maximizing firm profitability.
+ Develop and implement performance metrics, reporting and analyses using models to support data-driven decision-making and forecasting for the firm's customers, products and portfolios.
+ Manage knowledge of Bank-specific and industry data sources necessary to support quantitative analytical and modeling efforts. Serve as liaison across Bank-wide stakeholders to ensure appropriate data sourcing for projects.
+ Manage satisfactory model documentation, including process narratives and performance monitoring guidelines to serve as reference source. Lead engagements with colleagues in Model Risk Management for model validation exercises.
+ Serve as subject matter expert for all Treasury projects for senior management, creating partnerships with product teams, underwriting functions, Customer Asset Management and recovery teams, Balance Sheet Risk Management, external consultants, vendors and peer banks on all facets of quantitative risk management.
+ Maintain a current knowledge of standard concepts, best practices and procedures within current behavioral/econometric modeling practices ,as well as credit risk management, balance sheet management, interest rate risk and liquidity risk management fields to apply these to internal practices as appropriate.
+ Mentor and supervise work of less experienced team members and assist in development of their technical and professional acumen.
+ Define, develop and deploy best risk management practices and infrastructure Bank-wide.
+ Exercise usual authority of a manager concerning staffing, performance appraisals, promotions, salary recommendations, performance management and terminations.
+ Understand and adhere to the Company's risk and regulatory standards, policies and controls in accordance with the Company's Risk Appetite. Design, implement, maintain and enhance internal controls to mitigate risk on an ongoing basis. Identify risk-related issues needing escalation to management.
+ Promote an environment that supports belonging and reflects the M&T Bank brand.
+ Maintain M&T internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators as applicable.
+ Complete other related duties as assigned.
**Scope of Responsibilities:**
This role is highly technical in nature and requires strong attention to detail, execution and follow-up on multiple initiatives within Treasury. The ability to identify, analyze, rationalize and communicate complex business problems and recommend solutions is a key factor of success in this role. Success in this role requires the ability to use analytics in a collaborative effort across multiple functions and products to derive optimum solutions to business problems. This position interacts with most business and functional areas of the Bank, as well as with vendors, risk management consultants and supervisory bodies. The position also has occasional informational/educational meetings with internal and external customers. The position supervises the work and leads/manages teams of individual contributors, providing objective-setting, developmental opportunities and performance feedback as appropriate.
**Education and Experience** **Required:**
+ Bachelor's degree in statistics, economics, finance or related field in the quantitative social, natural, physical or engineering sciences, with proven coursework proficiency in statistics, econometrics, economics, computer science, finance or risk management and a minimum of 9 years' proven quantitative behavioral modeling experience, or in lieu of a degree, a combined minimum of 13 years' higher education and/or work experience, including a minimum of 9 years' proven quantitative behavioral modeling experience
+ Minimum of 3 years' managerial experience (management of direct reports)
+ Proven experience managing and analyzing large data sets and explaining results of analysis through concise written and verbal communication as well as charts/graphs
**Education and Experience Preferred:**
+ Knowledge and familiarity with key aspects of model development for behavioral/quantitative models, including time series, scorecard, logistic regression, financial valuation or panel data models for credit risk, interest rate risk or liquidity risk management
+ Knowledge and familiarity with key aspects of model risk management and model validation, including SR-11-7 guidance on model risk management
+ Proven track record for being able to work autonomously and within a team environment
+ Strong leadership skills
+ Strong desire to learn and contribute to a group
+ Experience with pertinent statistical software packages (e.g. SAS, Python, Stata, R)
+ Experience with data management environment, such as SQL Server Management Studio
M&T Bank is committed to fair, competitive, and market-informed pay for our employees. The pay range for this position is $166,880.85 - $278,134.76 Annual (USD). The successful candidate's particular combination of knowledge, skills, and experience will inform their specific compensation.
**Location**
Bridgeport, Connecticut, United States of America
M&T Bank Corporation is an Equal Opportunity/Affirmative Action Employer, including disabilities and veterans.
**Overview:**
Manages a team of quantitative analysts and modelers within Treasury to support data, systems and forecasting needs of Treasury's credit, interest rate risk, liquidity risk, CCAR (Comprehensive Capital Analysis and Review)/stress testing and economic capital practices. Assists with directing daily and long-range strategic direction of the group to support business initiatives and regulatory compliance.
**Primary Responsibilities:**
+ Lead teams in analysis of origination, credit, financial, demographic, behavioral, market and economic data pertinent to the Bank's customers, portfolios and products. Interpret results, develop recommendations and present findings to senior management.
+ Manage the end-to-end model development and implementation process for behavioral models supporting the firm's credit risk management, interest rate risk, liquidity risk, stress testing and economic capital practices. Facilitate the model development effective challenge process with the Model Development Working and Model Development Oversight Groups.
+ Work with a wide range of internal customers, including executive management, to explain the benefits, limitations, assumptions and requirements for proposed models, scorecards, and forecasts.
+ Work closely with internal and external business partners to develop and implement strategies for optimal pricing, underwriting or funding strategy with the end goal of maximizing firm profitability.
+ Develop and implement performance metrics, reporting and analyses using models to support data-driven decision-making and forecasting for the firm's customers, products and portfolios.
+ Manage knowledge of Bank-specific and industry data sources necessary to support quantitative analytical and modeling efforts. Serve as liaison across Bank-wide stakeholders to ensure appropriate data sourcing for projects.
+ Manage satisfactory model documentation, including process narratives and performance monitoring guidelines to serve as reference source. Lead engagements with colleagues in Model Risk Management for model validation exercises.
+ Serve as subject matter expert for all Treasury projects for senior management, creating partnerships with product teams, underwriting functions, Customer Asset Management and recovery teams, Balance Sheet Risk Management, external consultants, vendors and peer banks on all facets of quantitative risk management.
+ Maintain a current knowledge of standard concepts, best practices and procedures within current behavioral/econometric modeling practices ,as well as credit risk management, balance sheet management, interest rate risk and liquidity risk management fields to apply these to internal practices as appropriate.
+ Mentor and supervise work of less experienced team members and assist in development of their technical and professional acumen.
+ Define, develop and deploy best risk management practices and infrastructure Bank-wide.
+ Exercise usual authority of a manager concerning staffing, performance appraisals, promotions, salary recommendations, performance management and terminations.
+ Understand and adhere to the Company's risk and regulatory standards, policies and controls in accordance with the Company's Risk Appetite. Design, implement, maintain and enhance internal controls to mitigate risk on an ongoing basis. Identify risk-related issues needing escalation to management.
+ Promote an environment that supports belonging and reflects the M&T Bank brand.
+ Maintain M&T internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators as applicable.
+ Complete other related duties as assigned.
**Scope of Responsibilities:**
This role is highly technical in nature and requires strong attention to detail, execution and follow-up on multiple initiatives within Treasury. The ability to identify, analyze, rationalize and communicate complex business problems and recommend solutions is a key factor of success in this role. Success in this role requires the ability to use analytics in a collaborative effort across multiple functions and products to derive optimum solutions to business problems. This position interacts with most business and functional areas of the Bank, as well as with vendors, risk management consultants and supervisory bodies. The position also has occasional informational/educational meetings with internal and external customers. The position supervises the work and leads/manages teams of individual contributors, providing objective-setting, developmental opportunities and performance feedback as appropriate.
**Education and Experience** **Required:**
+ Bachelor's degree in statistics, economics, finance or related field in the quantitative social, natural, physical or engineering sciences, with proven coursework proficiency in statistics, econometrics, economics, computer science, finance or risk management and a minimum of 9 years' proven quantitative behavioral modeling experience, or in lieu of a degree, a combined minimum of 13 years' higher education and/or work experience, including a minimum of 9 years' proven quantitative behavioral modeling experience
+ Minimum of 3 years' managerial experience (management of direct reports)
+ Proven experience managing and analyzing large data sets and explaining results of analysis through concise written and verbal communication as well as charts/graphs
**Education and Experience Preferred:**
+ Knowledge and familiarity with key aspects of model development for behavioral/quantitative models, including time series, scorecard, logistic regression, financial valuation or panel data models for credit risk, interest rate risk or liquidity risk management
+ Knowledge and familiarity with key aspects of model risk management and model validation, including SR-11-7 guidance on model risk management
+ Proven track record for being able to work autonomously and within a team environment
+ Strong leadership skills
+ Strong desire to learn and contribute to a group
+ Experience with pertinent statistical software packages (e.g. SAS, Python, Stata, R)
+ Experience with data management environment, such as SQL Server Management Studio
M&T Bank is committed to fair, competitive, and market-informed pay for our employees. The pay range for this position is $166,880.85 - $278,134.76 Annual (USD). The successful candidate's particular combination of knowledge, skills, and experience will inform their specific compensation.
**Location**
Bridgeport, Connecticut, United States of America
M&T Bank Corporation is an Equal Opportunity/Affirmative Action Employer, including disabilities and veterans.
Is this job a match or a miss?
View Now
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6
Credit Model Development Quantitative Modeling Manager - Hybrid
14211 Buffalo, New York
M&T Bank
Posted 2 days ago
Job Viewed
Job Description
*** This is a manager of direct reports position and requires in-office work three days every week. The position can be based at an M&T office in Bridgeport, CT, Buffalo, NY, NY, NY, or Iselin, NJ.**
**Overview:**
Manages a team of quantitative analysts and modelers within Treasury to support data, systems and forecasting needs of Treasury's credit, interest rate risk, liquidity risk, CCAR (Comprehensive Capital Analysis and Review)/stress testing and economic capital practices. Assists with directing daily and long-range strategic direction of the group to support business initiatives and regulatory compliance.
**Primary Responsibilities:**
+ Lead teams in analysis of origination, credit, financial, demographic, behavioral, market and economic data pertinent to the Bank's customers, portfolios and products. Interpret results, develop recommendations and present findings to senior management.
+ Manage the end-to-end model development and implementation process for behavioral models supporting the firm's credit risk management, interest rate risk, liquidity risk, stress testing and economic capital practices. Facilitate the model development effective challenge process with the Model Development Working and Model Development Oversight Groups.
+ Work with a wide range of internal customers, including executive management, to explain the benefits, limitations, assumptions and requirements for proposed models, scorecards, and forecasts.
+ Work closely with internal and external business partners to develop and implement strategies for optimal pricing, underwriting or funding strategy with the end goal of maximizing firm profitability.
+ Develop and implement performance metrics, reporting and analyses using models to support data-driven decision-making and forecasting for the firm's customers, products and portfolios.
+ Manage knowledge of Bank-specific and industry data sources necessary to support quantitative analytical and modeling efforts. Serve as liaison across Bank-wide stakeholders to ensure appropriate data sourcing for projects.
+ Manage satisfactory model documentation, including process narratives and performance monitoring guidelines to serve as reference source. Lead engagements with colleagues in Model Risk Management for model validation exercises.
+ Serve as subject matter expert for all Treasury projects for senior management, creating partnerships with product teams, underwriting functions, Customer Asset Management and recovery teams, Balance Sheet Risk Management, external consultants, vendors and peer banks on all facets of quantitative risk management.
+ Maintain a current knowledge of standard concepts, best practices and procedures within current behavioral/econometric modeling practices ,as well as credit risk management, balance sheet management, interest rate risk and liquidity risk management fields to apply these to internal practices as appropriate.
+ Mentor and supervise work of less experienced team members and assist in development of their technical and professional acumen.
+ Define, develop and deploy best risk management practices and infrastructure Bank-wide.
+ Exercise usual authority of a manager concerning staffing, performance appraisals, promotions, salary recommendations, performance management and terminations.
+ Understand and adhere to the Company's risk and regulatory standards, policies and controls in accordance with the Company's Risk Appetite. Design, implement, maintain and enhance internal controls to mitigate risk on an ongoing basis. Identify risk-related issues needing escalation to management.
+ Promote an environment that supports belonging and reflects the M&T Bank brand.
+ Maintain M&T internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators as applicable.
+ Complete other related duties as assigned.
**Scope of Responsibilities:**
This role is highly technical in nature and requires strong attention to detail, execution and follow-up on multiple initiatives within Treasury. The ability to identify, analyze, rationalize and communicate complex business problems and recommend solutions is a key factor of success in this role. Success in this role requires the ability to use analytics in a collaborative effort across multiple functions and products to derive optimum solutions to business problems. This position interacts with most business and functional areas of the Bank, as well as with vendors, risk management consultants and supervisory bodies. The position also has occasional informational/educational meetings with internal and external customers. The position supervises the work and leads/manages teams of individual contributors, providing objective-setting, developmental opportunities and performance feedback as appropriate.
**Education and Experience** **Required:**
+ Bachelor's degree in statistics, economics, finance or related field in the quantitative social, natural, physical or engineering sciences, with proven coursework proficiency in statistics, econometrics, economics, computer science, finance or risk management and a minimum of 9 years' proven quantitative behavioral modeling experience, or in lieu of a degree, a combined minimum of 13 years' higher education and/or work experience, including a minimum of 9 years' proven quantitative behavioral modeling experience
+ Minimum of 3 years' managerial experience (management of direct reports)
+ Proven experience managing and analyzing large data sets and explaining results of analysis through concise written and verbal communication as well as charts/graphs
**Education and Experience Preferred:**
+ Knowledge and familiarity with key aspects of model development for behavioral/quantitative models, including time series, scorecard, logistic regression, financial valuation or panel data models for credit risk, interest rate risk or liquidity risk management
+ Knowledge and familiarity with key aspects of model risk management and model validation, including SR-11-7 guidance on model risk management
+ Proven track record for being able to work autonomously and within a team environment
+ Strong leadership skills
+ Strong desire to learn and contribute to a group
+ Experience with pertinent statistical software packages (e.g. SAS, Python, Stata, R)
+ Experience with data management environment, such as SQL Server Management Studio
M&T Bank is committed to fair, competitive, and market-informed pay for our employees. The pay range for this position is $166,880.85 - $278,134.76 Annual (USD). The successful candidate's particular combination of knowledge, skills, and experience will inform their specific compensation.
**Location**
Bridgeport, Connecticut, United States of America
M&T Bank Corporation is an Equal Opportunity/Affirmative Action Employer, including disabilities and veterans.
**Overview:**
Manages a team of quantitative analysts and modelers within Treasury to support data, systems and forecasting needs of Treasury's credit, interest rate risk, liquidity risk, CCAR (Comprehensive Capital Analysis and Review)/stress testing and economic capital practices. Assists with directing daily and long-range strategic direction of the group to support business initiatives and regulatory compliance.
**Primary Responsibilities:**
+ Lead teams in analysis of origination, credit, financial, demographic, behavioral, market and economic data pertinent to the Bank's customers, portfolios and products. Interpret results, develop recommendations and present findings to senior management.
+ Manage the end-to-end model development and implementation process for behavioral models supporting the firm's credit risk management, interest rate risk, liquidity risk, stress testing and economic capital practices. Facilitate the model development effective challenge process with the Model Development Working and Model Development Oversight Groups.
+ Work with a wide range of internal customers, including executive management, to explain the benefits, limitations, assumptions and requirements for proposed models, scorecards, and forecasts.
+ Work closely with internal and external business partners to develop and implement strategies for optimal pricing, underwriting or funding strategy with the end goal of maximizing firm profitability.
+ Develop and implement performance metrics, reporting and analyses using models to support data-driven decision-making and forecasting for the firm's customers, products and portfolios.
+ Manage knowledge of Bank-specific and industry data sources necessary to support quantitative analytical and modeling efforts. Serve as liaison across Bank-wide stakeholders to ensure appropriate data sourcing for projects.
+ Manage satisfactory model documentation, including process narratives and performance monitoring guidelines to serve as reference source. Lead engagements with colleagues in Model Risk Management for model validation exercises.
+ Serve as subject matter expert for all Treasury projects for senior management, creating partnerships with product teams, underwriting functions, Customer Asset Management and recovery teams, Balance Sheet Risk Management, external consultants, vendors and peer banks on all facets of quantitative risk management.
+ Maintain a current knowledge of standard concepts, best practices and procedures within current behavioral/econometric modeling practices ,as well as credit risk management, balance sheet management, interest rate risk and liquidity risk management fields to apply these to internal practices as appropriate.
+ Mentor and supervise work of less experienced team members and assist in development of their technical and professional acumen.
+ Define, develop and deploy best risk management practices and infrastructure Bank-wide.
+ Exercise usual authority of a manager concerning staffing, performance appraisals, promotions, salary recommendations, performance management and terminations.
+ Understand and adhere to the Company's risk and regulatory standards, policies and controls in accordance with the Company's Risk Appetite. Design, implement, maintain and enhance internal controls to mitigate risk on an ongoing basis. Identify risk-related issues needing escalation to management.
+ Promote an environment that supports belonging and reflects the M&T Bank brand.
+ Maintain M&T internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators as applicable.
+ Complete other related duties as assigned.
**Scope of Responsibilities:**
This role is highly technical in nature and requires strong attention to detail, execution and follow-up on multiple initiatives within Treasury. The ability to identify, analyze, rationalize and communicate complex business problems and recommend solutions is a key factor of success in this role. Success in this role requires the ability to use analytics in a collaborative effort across multiple functions and products to derive optimum solutions to business problems. This position interacts with most business and functional areas of the Bank, as well as with vendors, risk management consultants and supervisory bodies. The position also has occasional informational/educational meetings with internal and external customers. The position supervises the work and leads/manages teams of individual contributors, providing objective-setting, developmental opportunities and performance feedback as appropriate.
**Education and Experience** **Required:**
+ Bachelor's degree in statistics, economics, finance or related field in the quantitative social, natural, physical or engineering sciences, with proven coursework proficiency in statistics, econometrics, economics, computer science, finance or risk management and a minimum of 9 years' proven quantitative behavioral modeling experience, or in lieu of a degree, a combined minimum of 13 years' higher education and/or work experience, including a minimum of 9 years' proven quantitative behavioral modeling experience
+ Minimum of 3 years' managerial experience (management of direct reports)
+ Proven experience managing and analyzing large data sets and explaining results of analysis through concise written and verbal communication as well as charts/graphs
**Education and Experience Preferred:**
+ Knowledge and familiarity with key aspects of model development for behavioral/quantitative models, including time series, scorecard, logistic regression, financial valuation or panel data models for credit risk, interest rate risk or liquidity risk management
+ Knowledge and familiarity with key aspects of model risk management and model validation, including SR-11-7 guidance on model risk management
+ Proven track record for being able to work autonomously and within a team environment
+ Strong leadership skills
+ Strong desire to learn and contribute to a group
+ Experience with pertinent statistical software packages (e.g. SAS, Python, Stata, R)
+ Experience with data management environment, such as SQL Server Management Studio
M&T Bank is committed to fair, competitive, and market-informed pay for our employees. The pay range for this position is $166,880.85 - $278,134.76 Annual (USD). The successful candidate's particular combination of knowledge, skills, and experience will inform their specific compensation.
**Location**
Bridgeport, Connecticut, United States of America
M&T Bank Corporation is an Equal Opportunity/Affirmative Action Employer, including disabilities and veterans.
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7
Credit Model Development Quantitative Modeling Manager - Hybrid
08830 Iselin, New Jersey
M&T Bank
Posted 2 days ago
Job Viewed
Job Description
*** This is a manager of direct reports position and requires in-office work three days every week. The position can be based at an M&T office in Bridgeport, CT, Buffalo, NY, NY, NY, or Iselin, NJ.**
**Overview:**
Manages a team of quantitative analysts and modelers within Treasury to support data, systems and forecasting needs of Treasury's credit, interest rate risk, liquidity risk, CCAR (Comprehensive Capital Analysis and Review)/stress testing and economic capital practices. Assists with directing daily and long-range strategic direction of the group to support business initiatives and regulatory compliance.
**Primary Responsibilities:**
+ Lead teams in analysis of origination, credit, financial, demographic, behavioral, market and economic data pertinent to the Bank's customers, portfolios and products. Interpret results, develop recommendations and present findings to senior management.
+ Manage the end-to-end model development and implementation process for behavioral models supporting the firm's credit risk management, interest rate risk, liquidity risk, stress testing and economic capital practices. Facilitate the model development effective challenge process with the Model Development Working and Model Development Oversight Groups.
+ Work with a wide range of internal customers, including executive management, to explain the benefits, limitations, assumptions and requirements for proposed models, scorecards, and forecasts.
+ Work closely with internal and external business partners to develop and implement strategies for optimal pricing, underwriting or funding strategy with the end goal of maximizing firm profitability.
+ Develop and implement performance metrics, reporting and analyses using models to support data-driven decision-making and forecasting for the firm's customers, products and portfolios.
+ Manage knowledge of Bank-specific and industry data sources necessary to support quantitative analytical and modeling efforts. Serve as liaison across Bank-wide stakeholders to ensure appropriate data sourcing for projects.
+ Manage satisfactory model documentation, including process narratives and performance monitoring guidelines to serve as reference source. Lead engagements with colleagues in Model Risk Management for model validation exercises.
+ Serve as subject matter expert for all Treasury projects for senior management, creating partnerships with product teams, underwriting functions, Customer Asset Management and recovery teams, Balance Sheet Risk Management, external consultants, vendors and peer banks on all facets of quantitative risk management.
+ Maintain a current knowledge of standard concepts, best practices and procedures within current behavioral/econometric modeling practices ,as well as credit risk management, balance sheet management, interest rate risk and liquidity risk management fields to apply these to internal practices as appropriate.
+ Mentor and supervise work of less experienced team members and assist in development of their technical and professional acumen.
+ Define, develop and deploy best risk management practices and infrastructure Bank-wide.
+ Exercise usual authority of a manager concerning staffing, performance appraisals, promotions, salary recommendations, performance management and terminations.
+ Understand and adhere to the Company's risk and regulatory standards, policies and controls in accordance with the Company's Risk Appetite. Design, implement, maintain and enhance internal controls to mitigate risk on an ongoing basis. Identify risk-related issues needing escalation to management.
+ Promote an environment that supports belonging and reflects the M&T Bank brand.
+ Maintain M&T internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators as applicable.
+ Complete other related duties as assigned.
**Scope of Responsibilities:**
This role is highly technical in nature and requires strong attention to detail, execution and follow-up on multiple initiatives within Treasury. The ability to identify, analyze, rationalize and communicate complex business problems and recommend solutions is a key factor of success in this role. Success in this role requires the ability to use analytics in a collaborative effort across multiple functions and products to derive optimum solutions to business problems. This position interacts with most business and functional areas of the Bank, as well as with vendors, risk management consultants and supervisory bodies. The position also has occasional informational/educational meetings with internal and external customers. The position supervises the work and leads/manages teams of individual contributors, providing objective-setting, developmental opportunities and performance feedback as appropriate.
**Education and Experience** **Required:**
+ Bachelor's degree in statistics, economics, finance or related field in the quantitative social, natural, physical or engineering sciences, with proven coursework proficiency in statistics, econometrics, economics, computer science, finance or risk management and a minimum of 9 years' proven quantitative behavioral modeling experience, or in lieu of a degree, a combined minimum of 13 years' higher education and/or work experience, including a minimum of 9 years' proven quantitative behavioral modeling experience
+ Minimum of 3 years' managerial experience (management of direct reports)
+ Proven experience managing and analyzing large data sets and explaining results of analysis through concise written and verbal communication as well as charts/graphs
**Education and Experience Preferred:**
+ Knowledge and familiarity with key aspects of model development for behavioral/quantitative models, including time series, scorecard, logistic regression, financial valuation or panel data models for credit risk, interest rate risk or liquidity risk management
+ Knowledge and familiarity with key aspects of model risk management and model validation, including SR-11-7 guidance on model risk management
+ Proven track record for being able to work autonomously and within a team environment
+ Strong leadership skills
+ Strong desire to learn and contribute to a group
+ Experience with pertinent statistical software packages (e.g. SAS, Python, Stata, R)
+ Experience with data management environment, such as SQL Server Management Studio
M&T Bank is committed to fair, competitive, and market-informed pay for our employees. The pay range for this position is $166,880.85 - $278,134.76 Annual (USD). The successful candidate's particular combination of knowledge, skills, and experience will inform their specific compensation.
**Location**
Bridgeport, Connecticut, United States of America
M&T Bank Corporation is an Equal Opportunity/Affirmative Action Employer, including disabilities and veterans.
**Overview:**
Manages a team of quantitative analysts and modelers within Treasury to support data, systems and forecasting needs of Treasury's credit, interest rate risk, liquidity risk, CCAR (Comprehensive Capital Analysis and Review)/stress testing and economic capital practices. Assists with directing daily and long-range strategic direction of the group to support business initiatives and regulatory compliance.
**Primary Responsibilities:**
+ Lead teams in analysis of origination, credit, financial, demographic, behavioral, market and economic data pertinent to the Bank's customers, portfolios and products. Interpret results, develop recommendations and present findings to senior management.
+ Manage the end-to-end model development and implementation process for behavioral models supporting the firm's credit risk management, interest rate risk, liquidity risk, stress testing and economic capital practices. Facilitate the model development effective challenge process with the Model Development Working and Model Development Oversight Groups.
+ Work with a wide range of internal customers, including executive management, to explain the benefits, limitations, assumptions and requirements for proposed models, scorecards, and forecasts.
+ Work closely with internal and external business partners to develop and implement strategies for optimal pricing, underwriting or funding strategy with the end goal of maximizing firm profitability.
+ Develop and implement performance metrics, reporting and analyses using models to support data-driven decision-making and forecasting for the firm's customers, products and portfolios.
+ Manage knowledge of Bank-specific and industry data sources necessary to support quantitative analytical and modeling efforts. Serve as liaison across Bank-wide stakeholders to ensure appropriate data sourcing for projects.
+ Manage satisfactory model documentation, including process narratives and performance monitoring guidelines to serve as reference source. Lead engagements with colleagues in Model Risk Management for model validation exercises.
+ Serve as subject matter expert for all Treasury projects for senior management, creating partnerships with product teams, underwriting functions, Customer Asset Management and recovery teams, Balance Sheet Risk Management, external consultants, vendors and peer banks on all facets of quantitative risk management.
+ Maintain a current knowledge of standard concepts, best practices and procedures within current behavioral/econometric modeling practices ,as well as credit risk management, balance sheet management, interest rate risk and liquidity risk management fields to apply these to internal practices as appropriate.
+ Mentor and supervise work of less experienced team members and assist in development of their technical and professional acumen.
+ Define, develop and deploy best risk management practices and infrastructure Bank-wide.
+ Exercise usual authority of a manager concerning staffing, performance appraisals, promotions, salary recommendations, performance management and terminations.
+ Understand and adhere to the Company's risk and regulatory standards, policies and controls in accordance with the Company's Risk Appetite. Design, implement, maintain and enhance internal controls to mitigate risk on an ongoing basis. Identify risk-related issues needing escalation to management.
+ Promote an environment that supports belonging and reflects the M&T Bank brand.
+ Maintain M&T internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators as applicable.
+ Complete other related duties as assigned.
**Scope of Responsibilities:**
This role is highly technical in nature and requires strong attention to detail, execution and follow-up on multiple initiatives within Treasury. The ability to identify, analyze, rationalize and communicate complex business problems and recommend solutions is a key factor of success in this role. Success in this role requires the ability to use analytics in a collaborative effort across multiple functions and products to derive optimum solutions to business problems. This position interacts with most business and functional areas of the Bank, as well as with vendors, risk management consultants and supervisory bodies. The position also has occasional informational/educational meetings with internal and external customers. The position supervises the work and leads/manages teams of individual contributors, providing objective-setting, developmental opportunities and performance feedback as appropriate.
**Education and Experience** **Required:**
+ Bachelor's degree in statistics, economics, finance or related field in the quantitative social, natural, physical or engineering sciences, with proven coursework proficiency in statistics, econometrics, economics, computer science, finance or risk management and a minimum of 9 years' proven quantitative behavioral modeling experience, or in lieu of a degree, a combined minimum of 13 years' higher education and/or work experience, including a minimum of 9 years' proven quantitative behavioral modeling experience
+ Minimum of 3 years' managerial experience (management of direct reports)
+ Proven experience managing and analyzing large data sets and explaining results of analysis through concise written and verbal communication as well as charts/graphs
**Education and Experience Preferred:**
+ Knowledge and familiarity with key aspects of model development for behavioral/quantitative models, including time series, scorecard, logistic regression, financial valuation or panel data models for credit risk, interest rate risk or liquidity risk management
+ Knowledge and familiarity with key aspects of model risk management and model validation, including SR-11-7 guidance on model risk management
+ Proven track record for being able to work autonomously and within a team environment
+ Strong leadership skills
+ Strong desire to learn and contribute to a group
+ Experience with pertinent statistical software packages (e.g. SAS, Python, Stata, R)
+ Experience with data management environment, such as SQL Server Management Studio
M&T Bank is committed to fair, competitive, and market-informed pay for our employees. The pay range for this position is $166,880.85 - $278,134.76 Annual (USD). The successful candidate's particular combination of knowledge, skills, and experience will inform their specific compensation.
**Location**
Bridgeport, Connecticut, United States of America
M&T Bank Corporation is an Equal Opportunity/Affirmative Action Employer, including disabilities and veterans.
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8
Quantitative Risk Modeling
07308 Jersey City, New Jersey
SMBC
Posted 15 days ago
Job Viewed
Job Description
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
EOE, including Disability/veterans
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
EOE, including Disability/veterans
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9