Director of Quantitative Risk & Model Validation — Hybrid
Listed on 2026-10-20
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Management
Risk Manager/Analyst -
Finance & Banking
Risk Manager/Analyst
Scovai in Chicago is seeking a Quantitative Risk Director to lead model risk and quantitative risk management in a hybrid work environment. The role focuses on model validation, VaR/ES, CCAR/DFAST, and Basel SR 11-7 governance, directing regulators and internal audit where needed.
You will build and lead a team of quantitative analysts and partner with risk technology and front-office quants, presenting methodology and results to senior management and risk committees.
This is a genuine opening to take on the Director of Quantitative Risk & Model Validation — Hybrid role at Scovai.
Step into the Director of Quantitative Risk & Model Validation — Hybrid role at Scovai in Chicago, IL, United States and grow with us.
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