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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FULL TIME
Mid-Level
4/16/2026
You will be redirected to BNY Mellon Capital Markets, LLC's application portal.