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VP Credit Risk Model Validation

  • Job type: Permanent
  • Location: Los Angeles, California
  • Salary: Negotiable
  • Job reference: 305081/013_1560203830
  • Sector: Selby Jennings, Risk Management
  • Date posted: 10/06/2019

A regional bank in the Los Angeles area is looking for a Sr. Quantitative Analyst to join its Model Validation team. As an individual contributor to this expanding branch, you will have extensive exposure to the business and be able to work in a very collaborative environment.

You will be responsible for:

  • Working with performance monitoring, process verifying, and the review of ongoing reports
  • Conduct validations on bank models, in house & vendor models
  • Prepare the model reports that are up to the standards of the firm

You should have the following qualifications:

  • 3-5 years of model validation or model development experience
  • Strong knowledge of either R or SAS
  • Excellent verbal and communication skills


  • Strong work life balance
  • Collaborative environment
  • Live in sunny downtown LA

If you are interested in the Sr. Quantitative Analyst role, then please don't wait to apply.

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