Quantitative Model Risk Analyst - Validation & Insights

A financial institution is seeking a Quantitative Model Risk Analyst in Hicksville, NY, to validate complex models and assess their risk. Responsibilities include preparing validation reports, establishing partnerships with analysts, and tracking model remediation work. Candidates should have an undergraduate degree in Business or related fields and a minimum of 2 years of experience in risk management. This full-time role offers competitive benefits and aims to foster a positive work culture.

#J-18808-Ljbffr Flagstar Bank