Quant Modeling [Multiple Positions Available]

Quant Modeling role focused on validating consumer lending models (CCAR, CECL) including validation of models used in underwriting, pricing, collateral evaluations, collections and recoveries. Design and execute tests for scenario analysis, loss forecasting, stability and sensitivity; compare model outputs to empirical evidence, benchmarks, and historical performance; communicate validation results and model risk issues to Model Developers, Risk, Finance, Control, and Internal Audit; prepare the fact base for regulator communication; monitor model performance, document findings, and recommend improvements to ensure regulatory compliance and business relevance; maintain and enhance model risk controls and escalate issues; educate junior team members in model review best practices including independent testing; SR 11-7 compliance is applied throughout validation and governance activities.