Quantitative Analytics Senior - Capital Markets

Quantitative Model ReviewSupport the capital markets model risk / validation for a leading financial institutionResponsibilities:Perform all tasks related to model validation to evaluate and manage model risks associated with models in the investment and capital markets area. Conduct technical validation of the company models, including writing a detailed independent model validation reportFollow model governance procedures and requirementsRemediate regulatory findings and address audit feedbackWork collaboratively with partners to ensure effective management of model risk enterprise wideWork collaboratively with model Validators to ensure timely delivery of model review projectsRequirements:Experience in model development, model validation, quantitative analysis, and/or risk management within financial services Strong knowledge of econometric models, tools and techniquesDeep curiosity to learn about new things with critical thinking, ability to think creatively and connect dotsFlexible and adaptable, capable of multi-tasking effectively in a highly efficient environmentExcellent communication skills.Advanced degree in economics, finance, mathematics, statistics or related fieldFor immediate consideration, please forward resume and contact details to: Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit Lane Group? “A trusted advisor throughout your career”

Created: 2026-02-06