We are excited to share an excellent career opportunity for the position of **Quantitative Model Development and Validation Specialist (SVP Level) @ Irving, TX (Hybrid - 3 days onsite per week)** . This position is for our direct banking customer, and we are seeking a highly skilled and experienced professional to join our dynamic team. I would really appreciate it if you could review the detailed job description below and share with me valuable feedback. **Job Title: Quantitative Model Development and Validation Specialist (SVP Level)** **Location: Irving, TX (Hybrid – 3 days onsite per week)** **Position Type: 6+ months with high possibility of extension/Conversion as FTE** **Job Description:** **Key Responsibilities:** _General:_ Partners include various working groups, model developers, risk managers, business clients, model validators, Risk IT, internal and external auditors, and regulators. Engage with partners, as appropriate, to: + Develop and implement methodologies, algorithms, and diagnostic tools for testing model robustness, stability, reliability, performance, and quality control of modeling data. + Enhance the efficiency and effectiveness of post-model development analytics implementation. + Automate and consolidate ongoing model analysis and the annual model review process across different models. + Migrate analytics to a production environment as appropriate. + Support various tasks in response to regulatory and internal risk management requirements. + Develop, maintain, and enhance technical documentation including project plans, model descriptions, mathematical derivations, data analysis, process, and quality controls. + Design and implement a framework for model-driven computations on a graph. + Design and implement a model library for model performance testing. + Unit testing, reliability, and improving the quality of compute pipelines. + Learning about Python, its ecosystem, community, and best practices. + Generate ideas to improve the model and data platform and assist in their implementation. **Qualifications:** + Minimum of a Master's degree in a quantitative field (e.g., mathematics, physics, statistics, computer science/computer engineering, financial engineering, etc.) with 6+ years of relevant experience. + Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second Master's degree, CPA, FRM, or CFA. + Solid programming skills and experience with statistical and data analysis, modeling techniques, and numerical implementations. Specifically, experience in Python/C++, Perl, shell scripts in Linux environment, and basic database skills in either Oracle or Sybase/SQL. Also, working knowledge of a compiled language like C/C++/Java. Exposure to numerical libraries and data processing. + Ability for abstraction and conceptualization, reasoning about program behavior at different levels of abstraction from hardware to applications. + Ability to multi-task, work well under pressure, and committed to delivering under tight deadlines. + Strong written and verbal communication skills, and ability to discuss technical issues with partners. + Strong interpersonal skills and the ability to foster a collaborative environment. Organized, disciplined, and detail-oriented with sound problem-solving skills, and the ability to think creatively. + Keen interest in banking and finance, especially in the field of Risk Management. + Experience in quantitative finance or a related field, analyzing large and complex data sets, data reliability analysis, quality controls, and data processing preferred. + Experience of one or more of the following is an advantage but not essential: derivative pricing and exotic products; risk management practices and procedures; numerical methods; Monte Carlo simulations; statistical hypotheses testing; trading-book products.If this is a role that interests you and you’d like to learn more, click apply now and a recruiter will be in touch with you to discuss this great opportunity. We look forward to speaking with you! **About ManpowerGroup, Parent Company of:** **Manpower, Experis, Talent Solutions, and Jefferson Wells** _ManpowerGroup® (NYSE: MAN), the leading global workforce solutions company, helps organizations transform in a fast-changing world of work by sourcing, assessing, developing, and managing the talent that enables them to win. We develop innovative solutions for hundreds of thousands of organizations every year, providing them with skilled talent while finding meaningful, sustainable employment for millions of people across a wide range of industries and skills. Our expert family of brands –_ **_Manpower, Experis, Talent Solutions, and Jefferson Wells_** _–_ creates substantial value for candidates and clients across more than 75 countries and territories and has done so for over 70 years. We are recognized consistently for our diversity - as a best place to work for Women, Inclusion, Equality and Disability and in 2022 ManpowerGroup was named one of the World's Most Ethical Companies for the 13th year - all confirming our position as the brand of choice for in-demand talent. ManpowerGroup is committed to providing equal employment opportunities in a professional, high quality work environment. It is the policy of ManpowerGroup and all of its subsidiaries to recruit, train, promote, transfer, pay and take all employment actions without regard to an employee's race, color, national origin, ancestry, sex, sexual orientation, gender identity, genetic information, religion, age, disability, protected veteran status, or any other basis protected by applicable law.