Vice President, Model Risk
Core
Apply robust model validation methodology to assess the conceptual soundness, implementation quality, and ongoing monitoring of financial models, challenging risk gaps and communicating findings to management.
Role type
Senior IC model risk validation specialist
Builds
Validated model reports and documentation for business units
Domain
Financial services / Model risk management
Deliverable
production ML models
Required skills
Model validation methodology, Python, Derivative pricing, Interest rate models, Market risk models, Liquidity risk models, Statistical analysis, Regulatory compliance knowledge
Preferred skills
None stated
Technologies
Python
Responsibilities
Validate model theory and implementation against regulatory standards, Challenge model risk gaps and document findings, Develop and maintain validation work papers and professional reports, Present validation results to management committees, Communicate technical concepts to non-technical audiences
Seniority
Senior, hands-on IC
