Job Details

A company is looking for a Senior Model Risk Management Analyst.Key ResponsibilitiesConduct independent validations for various bank models including CCAR stress testing and capital planningAssess model performance, limitations, and compliance with regulatory standards, producing comprehensive validation reportsCollaborate with model developers to address identified issues and enhance model quality through process improvementsRequired QualificationsMaster's degree in Mathematics, Statistics, Finance, Economics, Physics, Engineering, Data Science, or a related fieldFive years of experience in Model Validation, Risk Analytics, or a related fieldExtensive experience in building or validating statistical and machine-learning models for banking portfoliosHands-on experience with the full model-risk-management life cycle and various modeling techniquesExpert coding skills in SAS, Python, R, and advanced SQL