Quantitative Risk Associate Director Jobs

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Quantitative Risk Associate DirectorJob Title - Quantitative Risk Associate Director

HireTeqCompany Name - HireTeq

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Jersey City, New Jersey, USA

Full-time

Title- Quantitative Risk Associate Director Location- Jersey City, NJ (Hybrid) Duration- Fulltime Role JOB DESCRIPTION: Quantitative Risk Management, QRM is responsible for the development and support of models and methodologies for the quantification of risk.QRM also carries out quantitative analysis and other analytical support to firms' risk management and other business needs.Quantitative Risk Management (QRM) is responsible for the development and support of models and methodologies for the

Quantitative Risk Associate DirectorJob Title - Quantitative Risk Associate Director

DTCCCompany Name - DTCC

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Jersey City, New Jersey, USA

Full-time

Are you ready to make an impact at DTCC? Do you want to work on innovative projects, collaborate with a dynamic and supportive team, and receive investment in your professional development? At DTCC, we are at the forefront of innovation in the financial markets. We are committed to helping our employees grow and succeed. We believe that you have the skills and drive to make a real impact. We foster a thriving internal community and are committed to creating a workplace that looks like the world

Quantitative Risk Associate DirectorJob Title - Quantitative Risk Associate Director

DTCCCompany Name - DTCC

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Jersey City, New Jersey, USA

Full-time

Quantitative Engineering, Liquidity Risk, Associate, Dallas, TXJob Title - Quantitative Engineering, Liquidity Risk, Associate, Dallas, TX

Goldman Sachs & Co.Company Name - Goldman Sachs & Co.

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Dallas, Texas, USA

Full-time

Job Description RISK ENGINEERING Risk Engineering ("RE"), which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-driven insights, and effective technologies for risk management. RE is staffed globally with offices including Dallas, New Jersey, New York, Salt Lake City, London, Warsaw, Bengaluru, Singapore, and Tokyo. LIQUIDITY RISK STRATS Liquidity and Prime Risk Strats use their engine

Quantitative Risk DirectorJob Title - Quantitative Risk Director

DTCCCompany Name - DTCC

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Jersey City, New Jersey, USA

Full-time

Are you ready to make an impact at DTCC? Do you want to work on innovative projects, collaborate with a dynamic and supportive team, and receive investment in your professional development? At DTCC, we are at the forefront of innovation in the financial markets. We're committed to helping our employees grow and succeed. We believe that you have the skills and drive to make a real impact. We foster a thriving internal community and are committed to creating a workplace that looks like the world t

Quant Developer Associate DirectorJob Title - Quant Developer Associate Director

DTCCCompany Name - DTCC

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Jersey City, New Jersey, USA

Full-time

Senior Quantitative Developer Machine Learning & Regulatory Credit RiskJob Title - Senior Quantitative Developer Machine Learning & Regulatory Credit Risk

Data Systems Integration GroupCompany Name - Data Systems Integration Group

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Westerville, Ohio, USA

Third Party, Contract

Job Title: Senior Quantitative Developer Machine Learning & Regulatory Credit Risk Location: Westerville, OH (Hybrid 3 days onsite) Type: Contract 6 Positions Key Responsibilities: Develop and implement regulatory credit risk models (PD, LGD, EAD) using Python, Spark (Scala), and distributed systems in a Kubernetes-based Azure environment.Build scalable ML pipelines integrated with MLflow, CI/CD (Azure DevOps), and model governance frameworks.Create model explainability layers using tools suc

Quant - Financial Risk Management - Internal AuditJob Title - Quant - Financial Risk Management - Internal Audit

Request Technology, LLCCompany Name - Request Technology, LLC

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Dallas, Texas, USA

Full-time

INTERNAL AUDIT FINANCIAL RISK & MODELING SALARY: $120k - $165k - $175k plus 15% bonus LOCATION: Dallas, TX 3 days in office Looking for a person who is a quant who does modeling. Financial risk management 80% of the time 20% audit. Minimum 5 years model risk management, masters, statistics financial engineering experience. executing model risk audits preferred evaluating complex derivatives and performing advanced statistical analysis on underlying risk factors This role will be responsible fo

Quant - Financial Risk Modeling / Internal AuditJob Title - Quant - Financial Risk Modeling / Internal Audit

Request Technology, LLCCompany Name - Request Technology, LLC

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Chicago, Illinois, USA

Full-time

INTERNAL AUDIT FINANCIAL RISK & MODELING SALARY: $120k - $165k - $175k plus 15% bonus LOCATION: Chicago, IL 3 days in office Looking for a person who is a quant who does modeling. Financial risk management 80% of the time 20% audit. Minimum 5 years model risk management, masters, statistics financial engineering experience. executing model risk audits preferred evaluating complex derivatives and performing advanced statistical analysis on underlying risk factors This role will be responsible for

Market Risk Developer ( Quant/Java)Job Title - Market Risk Developer ( Quant/Java)

Prutech SolutionsCompany Name - Prutech Solutions

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New York, New York, USA

Contract

About PruTech: Established in 1997, PruTech is committed to innovative problem-solving, solution creation, and fostering strong client partnerships. Serving a diverse array of industries, from government to finance, retail, and manufacturing, PruTech operates from strategic locations including New York City, Washington DC, North Carolina, and boasts a nearshore office in Mexico City and multiple offshore offices in India. With over two decades of experience in Information Technology and system i

Platform Solutions-Wilmington, DE-Associate, Quantitative Engineering-9351990Job Title - Platform Solutions-Wilmington, DE-Associate, Quantitative Engineering-9351990

Goldman Sachs & Co.Company Name - Goldman Sachs & Co.

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Wilmington, Delaware, USA

Full-time

Job Description Job Duties: Associate, Quantitative Engineering with Goldman Sachs Bank USA in Wilmington, Delaware. Develop, implement, and document scenarios comprised of a broad range of economic and financial variables for businesses within the Firm. Collaborate with internal stakeholders, analyzing user needs from a scenario design perspective and addressing data, model, and implementation issues. Analyze large data sets (structured and unstructured) to build predictive models of business-

Quant Analyst - Market RiskJob Title - Quant Analyst - Market Risk

BloombergCompany Name - Bloomberg

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New York, New York, USA

Full-time

Quant Analyst - Market Risk Location New York Business Area Product Ref # 10044534 Description & Requirements Bloomberg's Quantitative Analytics team is responsible for the design and implementation of modelling analytics that support client pricing and risk management solutions for financial products across the entire suite of Bloomberg products and services, including its terminal with 300,000+ clients, trading system solutions, buy- and sell-side enterprise risk management, and derivatives va

Senior Associate, Data Management & Quantitative AnalysisJob Title - Senior Associate, Data Management & Quantitative Analysis

Bank Of New York MellonCompany Name - Bank Of New York Mellon

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New York, New York, USA

Full-time

At BNY, our culture empowers you to grow and succeed. As a leading global financial services company at the center of the world's financial system we touch nearly 20% of the world's investible assets. Every day around the globe, our 50,000+ employees bring the power of their perspective to the table to create solutions with our clients that benefit businesses, communities and people everywhere. We continue to be a leader in the industry, awarded as a top home for innovators and for creating an i

Engineering - Dallas- Associate, Quantitative Engineering - 033664Job Title - Engineering - Dallas- Associate, Quantitative Engineering - 033664

Goldman Sachs & Co.Company Name - Goldman Sachs & Co.

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Dallas, Texas, USA

Full-time

Job Description Job Duties: Associate, Quantitative Engineering with Goldman Sachs & Co. LLC in Dallas, Texas. Multiple positions available. Develop, implement, and document scenarios comprised of a broad range of economic and financial variables for businesses within the Firm. Collaborate with internal stakeholders, analyzing user needs from a scenario design perspective and addressing data, model, and implementation issues. Analyze large data sets (structured and unstructured) to build predic

Asset & Wealth Management-Dallas-Associate-Quantitative EngineeringJob Title - Asset & Wealth Management-Dallas-Associate-Quantitative Engineering

Goldman Sachs & Co.Company Name - Goldman Sachs & Co.

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Dallas, Texas, USA

Full-time

Job Description Asset and Wealth Management Division - Engineering Goldman Sachs Quantitative Engineering is a leading developer of quantitative models and cutting edge systems to solve complex business problems. Working with the firm's trading, operations, finance, sales, banking and investing businesses, engineers use their mathematical and scientific training to create financial products, advise clients on transactions, identify market opportunities, assist managing risks, and provide techn

Quantitative Engineering, Liquidity Risk, Vice President, Dallas, TXJob Title - Quantitative Engineering, Liquidity Risk, Vice President, Dallas, TX

Goldman Sachs & Co.Company Name - Goldman Sachs & Co.

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Dallas, Texas, USA

Full-time

Quantitative Engineering, Risk Economics Strats, Vice President, Salt Lake CityJob Title - Quantitative Engineering, Risk Economics Strats, Vice President, Salt Lake City

Goldman Sachs & Co.Company Name - Goldman Sachs & Co.

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Salt Lake City, Utah, USA

Full-time

Job Description Risk Engineering Risk Engineering, which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-driven insights, and effective technologies for risk management. Risk Engineering is staffed globally with offices including Salt Lake City, Dallas, New Jersey, New York, London, Warsaw, Bengaluru, Singapore, and Tokyo. As a member of Risk Engineering, you will interface with a variet

Senior Quantitative Developer Machine Learning & Regulatory Credit RiskJob Title - Senior Quantitative Developer Machine Learning & Regulatory Credit Risk

Teknoviq SolutionsCompany Name - Teknoviq Solutions

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Westerville, Ohio, USA

Contract, Third Party

Key Responsibilities: Develop and implement regulatory credit risk models (PD, LGD, EAD) using Python, Spark (Scala), and distributed systems in a Kubernetes-based Azure environment.Build scalable ML pipelines integrated with MLflow, CI/CD (Azure DevOps), and model governance frameworks.Create model explainability layers using tools such as SHAP, LIME, or custom counterfactual frameworks to support model governance and audit.Participate in the lifecycle of CECL and CCAR models, including data pr

Asset & Wealth Management- New York- Associate- Quantitative EngineerJob Title - Asset & Wealth Management- New York- Associate- Quantitative Engineer

Goldman Sachs & Co.Company Name - Goldman Sachs & Co.

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New York, New York, USA

Full-time

Senior Quantitative Developer Machine Learning & Regulatory Credit RiskJob Title - Senior Quantitative Developer Machine Learning & Regulatory Credit Risk

Hanker Systems IncCompany Name - Hanker Systems Inc

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Westerville, Ohio, USA

Contract

Hello All, This is Archana from hanker systems Inc. I'm trying to reach you regarding the role ML and Regulatory Credit Risk Job Title: Senior Quantitative Developer Machine Learning & Regulatory Credit Risk Requirement ID: 94518 Location: Westerville, OH (Hybrid 3 days onsite) Client: JPMorgan Chase & Co. Type: Contract Key Responsibilities: Develop and implement regulatory credit risk models (PD, LGD, EAD) using Python, Spark (Scala), and distributed systems in a Kubernetes-based Azure envi