Senior Manager - GBS Advisory Consulting & Operating Model Baker Tilly Virchow Krause, LLPSenior Manager - GBS Advisory Consulting & Operating ModelNew York City 66 Hudson Blvd E, NY$179,850–$340,970 / yearBaker Tilly Advisory Group, LP and Baker Tilly US, LLP, trading as Baker Tilly, are independent members of Baker Tilly International, a worldwide network of independent accounting and business advisory firms in 141 territories, with 43,000 professionals and a combined worldwide revenue of $5.2 billion. Responsibilities: Design and implement end‑state Global Business Services (GBS) and operating models across Finance, HR, IT, Procurement, Supply Chain, and Customer Operations, including process architecture, governance, service catalogs, organizational structures, and global delivery models (captive, outsourced, hybrid).
Associate Director, Model Developer, Structured Finance - New York or London OSTTRAAssociate Director, Model Developer, Structured Finance - New York or LondonNew York, New YorkThe Associate Director enhances S&P Global Ratings’ ability to produce high-impact, insightful research and models and supports the continued growth of S&P Global Ratings’ relevance in an evolving market by synthesizing, analyzing, and deriving value from datasets, developing innovative analytic solutions and tools, and helping to build data analytics capabilities across the SF team. As a Methodology Model SME, the position is embedded within the SF team and works closely with the Model and Criteria SMEs, who are responsible for developing and maintaining a growing portfolio of cutting-edge quantitative tools and analysis that enable analysts to continually produce high-quality and transparent credit analysis.
Associate, Initial Margining Modeling SMBCAssociate, Initial Margining ModelingNew York, NY$95,000–$140,000 / yearSMBC), SMBC Nikko Securities America, Inc., SMBC Capital Markets, Inc., SMBC MANUBANK, JRI America, Inc., SMBC Leasing and Finance, Inc., Banco Sumitomo Mitsui Brasileiro S.A., and Sumitomo Mitsui Finance and Leasing Co., Ltd. Backed by the capital strength of SMBC Group and the value of its relationships in Asia, the Group offers a range of commercial and investment banking services to its corporate, institutional, and municipal clients.
RCM Operational Readiness & Operating Model Support Veterans Sourcing GroupRCM Operational Readiness & Operating Model SupportJersey City, NJThe role focuses on drafting RCM documentation including policies, procedures, operating models, training materials, and supporting artifacts while also assisting with readiness assessments, change enablement, and transition from project delivery to BAU operations. This role partners closely with Compliance, Legal, Risk, Operations, Technology, and external vendors to ensure RCM processes, platforms, and governance structures are clearly articulated, socialized, and operationalized.
Manager, Quantitative Analysis - Model Risk Office Capital OneManager, Quantitative Analysis - Model Risk OfficeNew York, New YorkCurrently has, or is in the process of obtaining one of the following with an exception that the required degree will be obtained on or before the scheduled start date: A Master’s degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) or an MBA with a quantitative concentration plus 4 years of experience in quantitative analytics. As a Quantitative Analyst at Capital One, you’ll be part of a team that’s leading the next wave of disruption at a whole new scale, using the latest in cloud computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time and agony in their financial lives.
Quantitative Risk Engineer Electronic Trading & Factor Models Madison-DavisQuantitative Risk Engineer Electronic Trading & Factor ModelsNew York, NYThis is a high-impact Risk Engineer opportunity at one of the world's most sophisticated algorithmic trading firms, offering a rare combination of quantitative model development, risk infrastructure build-out, and cross-asset exposure across equities, fixed income, commodities, and credit. Customize and evaluate vendor market risk models;research and develop new models to address evolving trading and risk management challenges.
Model Sales And Strategy Lead PIMCOModel Sales And Strategy LeadNew York, NY$265,000–$360,000 / yearKey imperatives include leading U.S. Models platforms asset growth, building and managing strategic partnerships with enterprise and advisor platforms, and driving integration of models across GWM including adoption by Specialists and Sales teams. The Model Sales and Strategy Lead will lead the continued build‑out and scale of PIMCO's Model Portfolio platform, partnering closely with Sales, Specialists, Portfolio Management, Client Solutions & Analytics, Marketing, Legal/Compliance, and Technology.
Artists Model Part Time Stony Brook UniversityArtists Model Part TimeStony Brook, NY$20–$25 / hourSpecial Notes: This is a part-time, temporary, hourly position with an anticipated start date of September 8, 2026 and an anticipated end date of August 22, 2027. If you need a disability-related accommodation, please call the university, The Office of Equity and Access (OEA) at (631) 632-6280 or visit OEA.
Business Manager, Pricing Model Product Capital OneBusiness Manager, Pricing Model ProductNew York, New YorkCurrently has, or is in the process of obtaining one of the following with an expectation that the required degree will be obtained on or before the scheduled start date: A Bachelor's Degree in a quantitative field (Business, Finance, Accounting, Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, Computer engineering, Software engineering, Mechanical engineering, Information Systems or a related quantitative field). Product Ownership & Collaboration: Partner directly with Product Managers (PMs) and Software Engineers to design, build, and scale core platform features for the Commercial Bank’s Pricing Model (e.g., AI-driven deal decisioning, real-time monitoring, scenario analysis, platform integrations, etc.).
Manager / Senior Quantitative Risk Pricing, Factor Models & Risk Framework Madison-DavisManager / Senior Quantitative Risk Pricing, Factor Models & Risk FrameworkNew York, NYThis is a senior quantitative risk opportunity at a well-established, high-performance quantitative trading firm, focused on building and overseeing a comprehensive risk framework for a newly launching asset management business. It's an ideal fit for a seasoned quantitative risk professional with a multi-strategy background who is ready to take ownership of a risk framework build-out and operate as an independent, senior voice in a fast-paced, intellectually rigorous environment.
NewManager of Data Science, Credit & Fraud Risk Modeling KafeneManager of Data Science, Credit & Fraud Risk ModelingNew York, New YorkFeature Engineering: Go beyond surface-level signals — you'll mine internal and external datasets to engineer high-signal features (DTI, PTI, payment behavior, account balance patterns) that directly improve the predictive power of production credit models. Cutting-edge AI and machine learning that analyzes 20,000+ data inputs in real-time, empowering retailers across furniture, appliances, electronics, tires, and durable goods to say "yes" to more customers.
Model Risk (Risk Management) : Job Level - Associate Morgan StanleyModel Risk (Risk Management) : Job Level - AssociateNew York, New York$100,000–$140,000 / yearFirm Risk Management's unique franchise promotes:Flat, flexible and integrated global organizationCollaboration and teamworkCredible, independent decision-makingOrganizational influenceCreative and practical solutionsMeritocratic and diverse culture Primary Responsibilities1.* Conduct model validation for market risk and credit risk RWA (Risk Weighted Assets) models used under forecasting for CCAR and other regulatory stress testing guidelines by challenging model assumptions, mathematical formulation, and implementation.2.* Conduct and develop independent testing ideas and framework to assess model accuracy and robustness under different scenarios and market conditions for the Models.3.* Contribute to development and independently review existing monitoring and quantify model risks due to model limitations including developing compensating controls.4.* Develop high-quality validation reports highlighting risks and limitations of models and communicate findings to stakeholders, senior management, and governance committeesCollaborate with Global MRM teams, Model Control Officers, Regulatory Capital Controllers, Finance and Risk Managers to manage model risk across the model lifecycle.5.* Assist in cultivating and managing effective relationships with regulators by providing accurate and timely submissions.?Experience-Masters (or equivalent) in Finance, Economics, Mathematics, or a related quantitative field is required.-The ideal candidate has experience with understanding of credit risk or market risk gained at a financial institution is required.-2+ years of relevant working experience with validation, development or finance and change management function is required.-Knowledge of financial products and regulatory rules capital framework (SA-CCR, FRTB and Basel III rules) is a plus.-Experience on Regulatory Capital with CCAR and other supervisory stress testing is a plus.-The ability to effectively communicate with a wide range of stakeholders, both written and verbally is required.-Ability to partner and work effectively both with team members and with colleagues across the wider organization.-An interest in working in a fast-paced environment, often balancing multiple high priority deliverables with high attention to detail attitude is required.-Experience developing model testing for risk or capital models with IT implementation using Python, R or Alteryx and Excel VBA is a plus. Firm Risk ManagementFirm Risk Management (FRM) enables Morgan Stanley to achieve its business goals by partnering with business units across the Firm to realize efficient risk-adjusted returns, acting as a strategic advisor to the Board and protecting the Firm from exposure to losses as a result of credit, market, liquidity, operational, model and other risks.
Credit Risk Management Department - Risk Analytics Model Intern Bank of China Limited, New York BranchCredit Risk Management Department - Risk Analytics Model InternNew York, New YorkInternShe/he will help collect business/development data, run credit risk ratings/CECL/Stress Test, aggregate model output, conduct data analysis, and also help document models for model risk management purpose (internal model review and audit). Our long-term outlook, institutional weight and global breadth provide our clients with a stable and reliable financial partner, whether in Corporate or Personal Banking or our Trade Services, Commodities, Financial Institutions and Global Markets lines of business.
Deals Services - Manager, Strategic Finance And Fp&A, Advanced Decision Modeling RSMDeals Services - Manager, Strategic Finance And Fp&A, Advanced Decision ModelingNew York, NY$112,100–$225,500 / yearThe salary range (or starting rate for interns and associates) for this role represents numerous factors considered in the hiring decisions including, but not limited to, education, skills, work experience, certifications, location, etc. Develops and reviews complex, fully integrated financial models, including operating, cash flow, valuation, and transaction models, to support strategic decision-making.
Associate Director, Model Developer, Structured Finance - New York or London S&P GlobalAssociate Director, Model Developer, Structured Finance - New York or LondonNew York, New YorkThe Associate Director enhances S&P Global Ratings’ ability to produce high-impact, insightful research and models and supports the continued growth of S&P Global Ratings’ relevance in an evolving market by synthesizing, analyzing, and deriving value from datasets, developing innovative analytic solutions and tools, and helping to build data analytics capabilities across the SF team. As a Methodology Model SME, the position is embedded within the SF team and works closely with the Model and Criteria SMEs, who are responsible for developing and maintaining a growing portfolio of cutting-edge quantitative tools and analysis that enable analysts to continually produce high-quality and transparent credit analysis.
Credit Risk Analytics & Modeling IdbnyCredit Risk Analytics & ModelingNew York City, New YorkThe successful candidate will play a central role in the ownership, enhancement, and governance of the bank’s internal and vendor credit risk models, including risk rating scorecards, expected loss implementation, override monitoring, portfolio analytics, and credit stress testing . IDB Bank is seeking an experienced credit risk professional to join its Credit Risk Analytics & Modeling team in a high-impact role supporting the continued evolution of the bank’s wholesale credit risk framework.
Lead Data Scientist - Growth & Marketing Models FairSquareLead Data Scientist - Growth & Marketing ModelsNew York, NY$150,000–$170,000 / yearCollaborate with engineering and analytics partners to move models into reliable production workflows, then investigate performance changes and recalibrate, retrain, or replace models when needed. Master's degree or higher in statistics, mathematics, computer science, engineering, operations research, economics, or another quantitative discipline — or equivalent hands-on experience shipping production models.
NewSkilled Nursing Facility (SNF) / Patient-Driven Payment Model (PDPM) Trainer ExlService Holdings IncSkilled Nursing Facility (SNF) / Patient-Driven Payment Model (PDPM) TrainerNYRemote$80,000–$105,000 / yearEXL never requires or asks for fees/payments or credit card or bank details during any phase of the recruitment or hiring process and has not authorized any agencies or partners to collect any fee or payment from prospective candidates. EXL harnesses the power of data, analytics, AI, and deep industry knowledge to transform operations for the world's leading corporations in industries including insurance, healthcare, banking and financial services, media and retail, among others.
Deals Services - Supervisor, Strategic Finance And Fp&A, Advanced Decision Modeling RSMDeals Services - Supervisor, Strategic Finance And Fp&A, Advanced Decision ModelingNew York, NY$101,000–$203,000 / yearIf you are a recent U.S. college / university graduate possessing 1-2 years of progressive and relevant work experience in a same or similar role to the one for which you are applying, excluding internships, you may be eligible for hire as an experienced associate. The salary range (or starting rate for interns and associates) for this role represents numerous factors considered in the hiring decisions including, but not limited to, education, skills, work experience, certifications, location, etc.
Model Risk & Validation Lead Guardian LifeModel Risk & Validation LeadNew York, NY$103,450–$169,960 / yearSupport the Head of Model Risk Governance through independent assessment and challenge of model assumptions within the Model Risk Management framework, including reasonableness, limitations, interdependencies, governance controls, alignment with intended use, and experience tracking. This preliminary screening may be used to help identify applicant materials and resumes relative to their indication that the applicant meets the requirements for the specific job for which they are applying, as specified in the listing posted on Guardian's jobs website (Careers at Guardian at https://www.guardianlife.com/careers