Model Validation Analyst

Job Summary

A company is looking for a Model Validation Lead Analyst.

Key Responsibilities

• Perform rigorous end-to-end validations, assessing conceptual soundness, data integrity, and mathematical accuracy
• Develop challenger models and conduct sensitivity testing, back-testing, and stress testing to identify potential model limitations
• Ensure all models are compliant with internal MRM policies and support Model Governance in maintaining an accurate model inventory

Required Qualifications

• Master's or PhD in a quantitative field such as Statistics, Mathematics, Financial Engineering, or Economics
• 2-5 years of experience in model development or validation within the financial services industry
• Proficiency in programming languages such as Python and R, and advanced knowledge of SQL for data analysis
• Strong understanding of statistical modeling techniques, machine learning/AI, and financial regulations
• Ability to translate complex quantitative concepts into clear, non-technical language for diverse stakeholders