Quant Model Risk Analyst

The Quant Model Risk Analyst will join the Rates team within the Model Risk Governance and Review Group to assess and mitigate model risk for complex valuation, risk measurement, and capital calculation models. This role involves collaborating closely with model developers and business stakeholders to ensure the soundness and suitability of pricing engines and methodologies. The position offers exposure to various business and functional areas while providing guidance on model usage and performance evaluation.