Model Risk Manager
Core
Manage consulting projects for financial services clients, providing model validation services and advising on model risk management practices for credit risk, finance, and treasury management models.
Role type
Senior IC Model Risk Manager (Consulting)
Builds
Model validation reports, risk management recommendations, and client service deliverables
Domain
Financial Services / Regulatory Compliance / Model Risk Management
Deliverable
production ML models
Required skills
Model risk management regulatory guidance (SR 11-7, OCC 2011-12), Credit risk modeling (CECL, PD/LGD, Stress Testing), Model validation and development, Data processing and visualization, Project management, Team leadership
Preferred skills
Econometrics, Risk rating methodology, Statistical packages (SAS, Python, R, Stata), Database management (SQL), Data visualization tools (Power BI, Tableau), AI/ML trends, Professional certifications (RMA CRC, CFA, FRM)
Technologies
SAS, Python, R, Stata, SQL, Power BI, Tableau, QlikView
Responsibilities
Supervise and train consultants, manage client service projects from planning to completion, act as a trusted advisor to client management, support proposal and business development activities, lead the development of new services and solutions
Seniority
Senior, hands-on IC with team leadership
