Senior Quantitative Risk & Modeling Lead
Listed on 2026-10-11
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Finance & Banking
Risk Manager/Analyst, Data Scientist
Bank of America is seeking a leader to develop and validate quantitative analytics and risk models across key portfolios. This role oversees model performance, governance, and validation activities, acting as SME to ensure accuracy and regulatory readiness.
The position requires 5–10 years in risk/finance, advanced degree in a quantitative field, and proficiency in Python, Excel, and SQL. Strong documentation and communication skills are essential.
This posting is for the Senior Quantitative Risk & Modeling Lead role at NBMBAA, based in Jersey City, NJ, United States.
As a Senior Quantitative Risk & Modeling Lead, you will play an important part at NBMBAA in Jersey City, NJ, United States.
We invite applications for the Senior Quantitative Risk & Modeling Lead position located in Jersey City, NJ, United States.
The following opportunity is for a Senior Quantitative Risk & Modeling Lead with NBMBAA.
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