As a Quantitative Model Validation Analyst, you will support the independent validation of CCAR and CECL credit loss forecasting models and risk rating scorecard models across commercial portfolios. In addition, certain positions may also be subject to the requirements of FINRA, NMLS registration, Reg Z, Reg G, OFAC, the NFA, the FCPA, the Bank Secrecy Act, the SAFE Act, and/or federal guidelines applicable to an agreement, such as those related to ethics, safety, or operational procedures.