Quantitative Model Validation Analyst

What you’d do

Independently validate macroeconomic forecasting models used in CCAR, CECL, capital planning and other business processes, challenging models the bank relies on for financial and risk decisions. Full time. Found on the employer's careers page on Oct 20, 2026. Apply through the link.

You’ll need

• Bachelor's in a quantitative field
• 5+ years relevant experience
• Python, SAS, and R proficiency
• Macroeconomic forecast model development or validation experience
• Stress testing model experience