Quantitative Model Risk Analyst
Core
Validates complex financial models (BSA, CECL, credit risk, ALM, treasury, liquidity, AI) to ensure conceptual soundness, code integrity, and performance alignment with risk policies.
Role type
Senior IC quantitative model risk analyst
Builds
Independent validation reports, remediation tracking, and compliance documentation for model lifecycle management
Domain
Banking / Financial Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
Model validation, code replication, regulatory compliance, risk analysis, project management, data analysis
Preferred skills
Advanced statistical modeling, stress testing, AI model evaluation
Technologies
MS Office (Excel, Word, PowerPoint)
Responsibilities
Perform independent validation of model design and development; Replicate model code and review inputs/outputs; Prepare written validation reports and recommendations; Track remediation progress for identified deficiencies; Analyze model performance and outcomes
Seniority
Mid-level, hands-on IC
