US Model Risk Manager

Job Summary

A company is looking for a Model Risk Manager to ensure the robustness and compliance of automated decision-making tools.

Key Responsibilities

• Execute end-to-end technical validations of complex models for soundness and performance
• Localize global MRM frameworks to comply with US-specific regulations
• Maintain the US Model Inventory and prepare reports for the US Risk Committee

Required Qualifications

• 8+ years of experience in risk management, focusing on model risk management or validation
• Quantitative background with understanding of machine learning and econometric models
• Expertise in SQL and Python for model replication and sensitivity testing
• Familiarity with US regulatory expectations for model risk
• Ability to challenge model assumptions and methodologies independently