
This Assistant Vice President role within the Quantitative Finance team focuses on conducting advanced analytics and modeling projects for risk assessment and consumer lending. Key responsibilities include developing and validating statistical models using Python and SQL, challenging model assumptions through empirical testing, and preparing technical reports for senior management and regulators. The position offers the opportunity to work with cross-functional teams to identify emerging risks and support model governance processes. The role is based in Jersey City with potential for remote work within a commutable distance, providing a collaborative environment where employees can leverage their expertise in machine learning and financial markets to drive responsible growth.