A leading financial institution is seeking a Quant Model Risk Vice President in Jersey City, NJ. You will play a vital role in assessing and mitigating risks associated with Treasury models used for liquidity, stress testing, and budgeting. This position requires an analytical mindset with 5+ years in quantitative modeling and a strong foundation in financial products. The role offers competitive compensation, generous benefits, and opportunities for professional growth in a dynamic environment.
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Quant Model Risk VP: Governance & Validation Lead in jersey city at Unknown Company
This position is listed as full time and onsite.