Senior Model Risk Analyst

Job Summary

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