ZipRecruiter

Log In

1

Credit Risk Model Validation Quantitative Analyst Jobs

Bloomberg LP

Quant Analyst - Market Risk

New York, NY · On-site

Credit Risk models, and Climate Risk models. The team has two recent Risk Quant of the Year winners ... our Model Validation, Engineering, and Product Manager partners. The QMLRA group has an open ...

Bloomberg

Quant Analyst - Market Risk

Manhattan, NY · On-site

Credit Risk models, and Climate Risk models. The team has two recent Risk Quant of the Year winners ... our Model Validation, Engineering, and Product Manager partners. The QMLRA group has an open ...

Jobtailor

Lead Data Scientist - Hybrid

Chicago, IL · On-site

Experience in developing and/or independently validating advanced credit risk models * 5+ years of experience in quantitative analysis in the financial services industry and experience leading ...

Barclays

AVP, Credit Risk Reporting

Whippany, NJ · On-site

Development and maintenance of a variety of risk reports, including credit, market, operational ... DCEM), Model Validation, Quantitative Analytics and other user groups), enabling successful ...

Barclays

NJ · Hybrid

$195K/yr

Barclays Services Corp. seeks AVP, Credit Risk Reporting (multiple positions) in Whippany, NJ ... DCEM), Model Validation, Quantitative Analytics and other user groups), enabling successful ...

Barclays

NJ · On-site

$195K/yr

Barclays Services Corp. seeks AVP, Credit Risk Reporting (multiple positions) in Whippany, NJ ... DCEM), Model Validation, Quantitative Analytics and other user groups), enabling successful ...

next page

Showing results 1-20

All JobsFinance And Insurance JobsCredit JobsCredit Analyst JobsCredit Risk Model Validation Quantitative Analyst Jobs

Credit Risk Model Validation Quantitative Analyst information

See salary details

$37K

$113.9K

$197.5K

How much do credit risk model validation quantitative analyst jobs pay per year?

As of Sep 11, 2026, the average yearly pay for credit risk model validation quantitative analyst in the United States is $113,881.00, according to ZipRecruiter salary data. Most workers in this role earn between $82,500.00 and $140,500.00 per year, depending on experience, location, and employer.

What is a credit risk model validation quantitative analyst?

A Credit Risk Model Validation Quantitative Analyst is a finance professional responsible for assessing and validating the accuracy, reliability, and performance of credit risk models used by financial institutions. Their work involves reviewing statistical methods, testing model assumptions, and ensuring compliance with regulatory requirements. By identifying model weaknesses and recommending improvements, they help institutions manage risk effectively and maintain sound lending practices.

What are the key skills and qualifications needed to thrive as a credit risk model validation quantitative analyst?

To thrive as a Credit Risk Model Validation Quantitative Analyst, you need a solid background in quantitative finance, statistics, and programming, often supported by an advanced degree in a quantitative field. Proficiency with statistical software such as Python, R, SAS, and familiarity with regulatory frameworks like SR 11-7 and Basel guidelines are typically required. Strong analytical thinking, attention to detail, and effective communication skills help you interpret model results and convey complex findings to stakeholders. These competencies ensure models are robust, compliant, and transparent, safeguarding the organization's financial stability and regulatory standing.

What are the typical challenges faced by a credit risk model validation quantitative analyst when reviewing complex financial models?

Credit Risk Model Validation Quantitative Analysts often encounter challenges such as interpreting complex model methodologies, ensuring data integrity, and identifying model limitations or weaknesses. They must thoroughly assess both conceptual soundness and technical implementation, which can involve dissecting highly sophisticated quantitative techniques and large datasets. Collaboration with model developers and business stakeholders is essential to address findings, communicate technical issues clearly, and ensure regulatory compliance. Staying current with evolving regulatory standards and best practices is also a key aspect of the role.

What are popular job titles related to Credit Risk Model Validation Quantitative Analyst jobs?

For Credit Risk Model Validation Quantitative Analyst jobs, the most frequently searched job titles are:

Infographic showing various Credit Risk Model Validation Quantitative Analyst job openings in the United States as of September 2026, with employment types broken down into 2% As Needed, 83% Full Time, 13% Part Time, and 2% Contract. Highlights an 86% Physical, 3% Hybrid, and 11% Remote job distribution, with an average salary of $113,881 per year, or $54.8 per hour.

Credit Risk Model Owner

Manhattan, NY • Hybrid

Sumitomo Mitsui Financial Group, Inc.
See more jobs at Sumitomo Mitsui Financial Group, Inc.external

$133K - $181K/yr

Full-time

This job post has expired 2 days ago. Applications are no longer accepted.

Job description

 SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with a 400-year history, SMBC Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices and 80,000 employees worldwide in nearly 40 countries. Sumitomo Mitsui Financial Group, Inc. (SMFG) is the holding company of SMBC Group, which is one of the three largest banking groups in Japan. SMFG's shares trade on the Tokyo, Nagoya, and New York (NYSE: SMFG) stock exchanges.

In the Americas, SMBC Group has a presence in the US, Canada, Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of its relationships in Asia, the Group offers a range of commercial and investment banking services to its corporate, institutional, and municipal clients. It connects a diverse client base to local markets and the organization's extensive global network. The Group's operating companies in the Americas include Sumitomo Mitsui Banking Corp. (SMBC), SMBC Nikko Securities America, Inc., SMBC Capital Markets, Inc., SMBC MANUBANK, JRI America, Inc., SMBC Leasing and Finance, Inc., Banco Sumitomo Mitsui Brasileiro S.A., and Sumitomo Mitsui Finance and Leasing Co., Ltd.

The anticipated salary range for this role is between $133,000.00 and $181,000.00. The specific salary offered to an applicant will be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography and the market for similar roles at the time of hire. The role may also be eligible for an annual discretionary incentive award. In addition to cash compensation, SMBC offers a competitive portfolio of benefits to its employees.

Role Description

SMBC is seeking a Credit Risk Model Owner VP to serve as local model owner to monitor and manage credit risk related models for the SMBC Americas Division portfolio. This role is expected to conduct regular model monitoring procedure, finding management, and model governance, communicate with key model stakeholders including Tokyo Head Office, and report to team leads and senior management.

Role Objectives: Delivery
  • Conduct model performance monitoring based on monitoring plan and subsequent revisions, communicate with team leads and model validation team
  • Maintain the credit risk related model inventories, work with model validators to prepare the model documentation package, findings remediation, model attestation, etc.
  • Develop internal credit risk rating models collaborating with Tokyo Head Office, Model Validation team and external vendors
  • Lead credit risk model related projects and report it to senior management
  • Periodic monitoring on the use of credit models to identify and examine the need for enhancements of the models and their user guidance including training to model users
  • Enhance model management, governance processes and model documentation standards to improve efficiency and accuracy of model validation process
Role Objectives: Interpersonal
  • Communicate with various model stakeholders, including model users, model validators and internal auditors across the bank including Tokyo Head Office
  • Report to team leads and senior management and also lead and train junior members
  • Recommend enhancements to data management process to improve efficiency and accuracy of ongoing performance monitoring
  • Make presentations to senior management and regulators about credit risk related models and make trainings to model users
Role Objectives: Expertise
  • Strong knowledge of Model Risk Management framework, regulation and industry practice (Experience related to Credit Risk Rating Model is better)
  • Excellent experience and knowledge as Credit Risk Model Owner including developing credit rating models and documentation
  • Strong presentation skills to create visualized charts/materials for readers including regulators and senior management
  • Demonstrated ability to work independently and successfully manage multiple priorities and stakeholders under pressure
  • Ability to communicate appropriately at different levels of the organization to build collaborative relationships
Qualifications and Skills
  • Minimum work experience in model risk management of five years or more such as either model developer, model validator or both (experience related to credit risk rating models is highly desirable)
  • Major in Probability/Statistics/Financial Mathematics/Computer Science preferred
  • Master Degree/CFA/FRM preferred
  • Highly desirable technical and quantitative analysis skills with statistic knowledge and with technical knowledge such as using Excel (VBA), MS Access, SQL, SAS and Python.
  • Excellent interpersonal and written and verbal communication skills
  • Japanese language skill a plus

SMBC's employees participate in a Hybrid workforce model that provides employees with an opportunity to work from home, as well as, from an SMBC office. SMBC requires that employees live within a reasonable commuting distance of their office location. Prospective candidates will learn more about their specific hybrid work schedule during their interview process. Hybrid work may not be permitted for certain roles, including, for example, certain FINRA-registered roles for which in-office attendance for the entire workweek is required.

SMBC provides reasonable accommodations during candidacy for applicants with disabilities consistent with applicable federal, state, and local law. If you need a reasonable accommodation during the application process, please let us know at accommodations@smbcgroup.com.

Apply