Model Risk Senior Specialist
Core
Senior Model Risk Management & Validation Specialist independently assessing and challenging quantitative, machine-learning, and AI models across credit, fraud, and operations to ensure they are conceptually sound, fit for purpose, and effectively monitored.
Role type
Senior IC model risk specialist (US regulatory focus)
Builds
Independent validation reviews, risk indicators, and global MRM methodology standards
Domain
Digital banking, model risk management, AI/ML validation
Deliverable
production ML models
Required skills
Model validation, machine learning fundamentals, Python, SQL, US regulatory expectations (SR 11-7, SR 26-2), independent judgment, data analysis
Preferred skills
Model development experience, US fair-lending practices, AI/ML/generative-AI evaluation, Scala, Databricks, regulatory examination support
Technologies
Python, SQL, Scala, Databricks, GitHub, AI-agent tools
Responsibilities
Lead independent validation reviews of statistical, quantitative, ML, and generative-AI models; Evaluate AI/ML-specific risks (bias, fairness, explainability, drift); Translate validation results into business implications and reports; Engage with senior management, audit, compliance, and regulators; Follow models into production to strengthen monitoring; Support US CRO in representing Global MRM to US regulators; Contribute to scalable global validation frameworks; Act as a hands-on AI practitioner using coding assistants and automation to revamp validation processes
Seniority
Senior, hands-on IC
