VP, Model Risk Management & Validation

BNY Mellon Capital Markets, LLC
Los Angeles, US
Hybrid

Job Description

A prominent financial institution in Los Angeles is seeking a Vice President for Model Risk Management. The role involves leading the evaluation of model risks and designing tests for model validation. Candidates should have a Master’s degree in a related field and at least two years of experience in quantitative modeling and financial analysis. Proficiency in C/C++, MATLAB, and statistical software is essential. This position offers competitive compensation and the possibility of remote work within a commutable distance.

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Skills & Requirements

Technical Skills

C/c++MatlabStatistical softwareFinance

Employment Type

FULL TIME

Level

Mid-Level

Posted

4/16/2026

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