Director of Quantitative Risk & Model Validation Hybrid

Scovai in Chicago is seeking a Quantitative Risk Director to lead model risk and quantitative risk management in a hybrid work environment. The role focuses on model validation, VaR/ES, CCAR/DFAST, and Basel SR 11-7 governance, directing regulators and internal audit where needed. You will build and lead a team of quantitative analysts and partner with risk technology and front-office quants, presenting methodology and results to senior management and risk committees.