Model Risk Analyst (Chicago)

Please closely read the job requirements. We're helping our client, a bank in downtown Chicago, fill a new Model Risk Analyst, targeted towards someone who already has working in a bank's model validation team and has strong statistical and programming skills. Candidates must have: 0-3 years of prior experience in: banking model val, model dev, or model risk of some variety.

A master's in a related field (mathematics, finance, statistics, financial engineering, computer science, machine learning, or similar.) Strong coding skills in R and Python. The ability to work in in downtown Chicago most days each work. Yes, the bank can support H-1B visa transfers and new sponsorships.

If you're interested and meet the above qualifications, email Sean at sean.salamon@jcwgroup.com, attaching your resume. Thanks!