Model Risk Specialist: Validation & Analytics
Selby Jennings
Selby Jennings in Indianapolis is looking for a Model Risk Analyst to validate financial models, assess model risks, and support the Enterprise Risk Management function. The role involves model validations across various financial domains and direct interaction with model owners. The ideal candidate will have an advanced degree in a quantitative field and at least one year of relevant experience. Essential skills include knowledge of modeling practices and proficiency in Python. #J-18808-Ljbffr Selby Jennings
Vacancy posted 3 days ago
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