North Carolina Licensed Model Risk Analyst

Job Summary

A company is looking for a Sr. Model Risk Analyst to support model risk management policies and procedures.

Key Responsibilities

• Conducts risk analysis to validate model performance and leads gap closing projects
• Reports on compliance of the model risk management program to the Model Risk Manager
• Develops and maintains partnerships with model analysts, owners, and risk management teams

Qualifications

• Bachelor's Degree with 6 years of experience or High School Diploma/GED with 10 years in model risk management
• Preferred Master's or Doctoral degree in mathematics, physics, or engineering
• Required quantitative skills in probability theory, stochastic processes, and numerical analysis
• Significant coding experience in C++, Python, or Java, focusing on financial modeling
• Familiarity with vendor systems such as Murex or Numerix is a plus