Senior Model Risk Analyst

A company is looking for a Senior Model Risk Management Analyst.

Key Responsibilities

Conduct independent validations for various bank models including CCAR stress testing and capital planning

Assess model performance, limitations, and compliance with regulatory standards, producing comprehensive validation reports

Collaborate with model developers to address identified issues and enhance model quality through process improvements

Required Qualifications

Master's degree in Mathematics, Statistics, Finance, Economics, Physics, Engineering, Data Science, or a related field

Five years of experience in Model Validation, Risk Analytics, or a related field

Extensive experience in building or validating statistical and machine-learning models for banking portfolios

Hands-on experience with the full model-risk-management life cycle and various modeling techniques

Expert coding skills in SAS, Python, R, and advanced SQL