Quantitative Model Risk SME ( Banking / Financial Services ) at System One Cleveland, OH

Quantitative Model Risk SME (Banking / Financial Services) Location: Cleveland, Ohio | Type: Direct Hire NO RECENT COLLEGEGRADUATES - must have at least 5+ years of full-time experience in the USA working for major banks / financial institutions. Responsibilities Join a Model Risk Management team. Review and validate new and existing model frameworks, monitoring ongoing performance. Perform complex quantitative analyses of models to support risk-based decision‑making. Analyze large datasets to validate and assess model performance metrics. Conduct comprehensive qualitative and quantitative assessments covering theoretical foundations, model design, implementation, data quality, and integrity. Evaluate model risks and document strengths and limitations of validated models. Maintain ongoing communication with model owners and developers throughout the review process. Prepare detailed documentation for model validation and regulatory compliance. Qualifications Bachelor's or Master's degree in a relevant discipline. Prior modeling experience preferred, with several years in banking/financial services industry. Familiarity with financial modeling concepts (risk metrics, pricing models). Experience with R, Python, SAS, or similar statistical programming languages. Firsthand experience in model validation, monitoring, risk management program governance and oversight, model risk testing. #J-18808-Ljbffr Itlearn360