Join as a Quantitative Risk Model Validator, focusing
on the integrity and compliance of financial models in a hybrid
work setting. Engage in a rewarding role that shapes model
validation processes.
This experienced
position involves assessing various risk models, including those
aligned with the latest regulatory standards. You will drive the
validation efforts and collaborate with key teams, utilizing
statistical tools to enhance model reliability. Ideal candidates
bring a strong quantitative background and familiarity with risk
management practices.
Key Responsibilities : •
Perform end-to-end validation of risk models • Conduct independent
reviews and communicate findings • Innovate validation framework
development using Python and AWS • Assess models against regulatory
compliance measures • Act as a subject matter expert in
quantitative risk
Requirements : • Bachelor’s
degree in Mathematics, Statistics, or related • 2-5 years’ relevant
experience in validation processes • Experience with credit risk
management techniques • Proficiency in Python and AWS tools •
Strong verbal and written communication
skills
Shape the future of model validation
with analytical expertise and a commitment to regulatory
excellence. #J-18808-Ljbffr
FULL TIME
Mid-Level
4/29/2026
You will be redirected to Coast Capital Savings's application portal.
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