We want a creative, highly-motivated modeling contractor who can take initiative, have good sense of urgency and is comfortable working in a fast paced, agile environment. Using the patterns and practices established, they will be expected to develop new approaches and designs to translate our existing modeling platform to be more scalable. This contractor will be expected to fully document development activities and troubleshoot risk management functions as needed. Thie contractor will be responsible for overseeing assigned projects and expected to work independently as well as part of the Risk Modeling team.
Western Alliance Bank (WAL) is seeking a Model Validation Quantitative Analyst for validation of corporate models, both quantitative and qualitative. The model validator will have experience and knowledge of credit loss modeling and validation for commercial or consumer portfolios (e.g., default models, transition models, loss-give-default models), as well as familiarity with various vendor models. This position will work with a manager or a senior quantitative analyst.
The Risk Manager is responsible for the analysis of model risk as well as providing input into shaping the strategic modeling choices for the bank. Provides independent oversight and governance for senior managers of model analytics and their implementation into the risk architecture that drives valuation, risk and stress results. This role spans all aspects of model risk across all business units and across all risk types.
The Senior Quantitative Analyst will play a senior role in the Model Risk Management (MRM) Group, focusing on reviews of models used at the Bank to make business and operating decisions. This includes models for corporate (C&I) and commercial real estate (CRE) exposures for stress testing, as well as allowance models. The model validator will have experience and knowledge of credit loss modeling and validation for commercial or consumer portfolios (e.g., default models, transition models, loss-given-default models), as well as familiarity with various vendor models.
Western Alliance Bank
WAB CityScape, AZ Office 25 (WBC25)
Risk Management & Compliance
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