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Vp Quantitative Credit Risk Model Development Jobs

Guild Mortgage

VP, Credit Risk

San Diego, CA · On-site

$177K - $242K/yr

Vice President Of Credit Risk Guild Mortgage Company, closing loans and opening doors since 1960 ... staff development and training, etc. and strategic people management of other organizational ...

Accion Opportunity Fund

Lead the ongoing development and enhancement of credit policies, risk scoring models, underwriting ... Exceptional analytical and quantitative skills. * Strong business judgment and decision-making ...

Guild

VP, Credit Risk

San Diego, CA · On-site

$177K - $242K/yr

The VP of Credit Risk ensures that the company's lending practices and policies are sound and ... staff development and training, etc. and strategic people management of other organizational ...

Guild

VP, Credit Risk

San Diego, CA · On-site

$177K - $242K/yr

The VP of Credit Risk ensures that the company's lending practices and policies are sound and ... staff development and training, etc. and strategic people management of other organizational ...

Guild Mortgage

VP, Credit Risk

San Diego, CA

$177K - $242K/yr

The VP of Credit Risk ensures that the company's lending practices and policies are sound and ... staff development and training, etc. and strategic people management of other organizational ...

Atlanticus

VP, Credit Risk

Atlanta, GA · On-site

VP, Credit Risk When you join Atlanticus, you become a member of a fast-growing, mission-focused ... Interact with Business Development and/or Client Management to discuss new opportunities and/or ...

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How much do vp quantitative credit risk model development jobs pay per year?

As of Sep 9, 2026, the average yearly pay for vp quantitative credit risk model development in the United States is $158,312.00, according to ZipRecruiter salary data. Most workers in this role earn between $133,500.00 and $177,500.00 per year, depending on experience, location, and employer.

What are popular job titles related to Vp Quantitative Credit Risk Model Development jobs?

For Vp Quantitative Credit Risk Model Development jobs, the most frequently searched job titles are:

Infographic showing various Vp Quantitative Credit Risk Model Development job openings in the United States as of August 2026, with employment types broken down into 1% As Needed, 82% Full Time, 14% Part Time, and 3% Contract. Highlights an 91% Physical, 3% Hybrid, and 6% Remote job distribution, with an average salary of $158,312 per year, or $76.1 per hour.

Vice President, Quantitative Engineering

Manhattan, NY • On-site

New York Times
See more jobs at New York Timesexternal

$191K - $236K/yr

Other

Posted 22 days ago

Job description

Vice President, Quantitative Engineering with Goldman Sachs Services LLC in New York, New York. Lead the design, development, implementation, and documentation of advanced quantitative models and scenarios for time series forecasting. Incorporate economic, financial, and business-risk variables to address practical issues in finance and risk management and conduct uncertainty quantification.

Requirements

Requires:

  • PhD degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Applied Mathematics, or related quantitative field such as Statistics and one (1) year of experience in job offered or a related quantitative engineering role OR
  • Master’s degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Applied Mathematics, or related quantitative field such as Statistics and three (3) years of experience in job offered or a related quantitative engineering role OR
  • Bachelor’s degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Applied Mathematics, or related quantitative field such as Statistics and five (5) years of experience in job offered or a related quantitative engineering role.
Skills & Experience
  • Programming Languages including C++, R, or Python.
  • Econometrics and Time-Series Analysis including modern time-series econometric techniques for forecasting, structural-break analysis, and regime-switching analysis.
  • Simulation and Uncertainty Quantification including Monte Carlo simulation and modern Conformal Prediction methods for uncertainty quantification.
  • Machine Learning and non-parametric statistics including statistical learning methods with emphasis on explainable ML, causal model selection, and hyperparameter tuning.
  • Production Cloud Deployment including implementation of mathematical and statistical models in scalable, production-grade cloud environments.
  • Data Management including management and processing of large-scale structured and unstructured datasets using database query languages and data management tools.
  • Model Validation and Documentation including design and execution of simulation studies, validation and theoretical justification, and production of comprehensive model risk documentation to support independent Model Risk Management (MRM) validation.
  • AI Agent Development including common agentic framework and context management, harness engineering, multi-agent orchestration, knowledge base integration, and safe code execution.

Job Code: 10427773.

Salary Range: Annual base salary for this New York, New York-based position is $191,000 - $236,800.

Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veteran status, disability, or any other characteristic protected by applicable law.

©The Goldman Sachs Group, Inc.,2026. All rights reserved.

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