Model Risk Management & Validation Policy Analyst (Multiple Openings)
Core
Support the day-to-day implementation of model risk management practices, including internal and third-party model validation processes and review of model changes.
Role type
Model Risk Management & Validation Policy Analyst
Builds
Model risk management policies, procedures, and validation tools
Domain
Financial services, derivatives, risk management
Deliverable
production ML models
Required skills
C++, C#, Java, Python, model risk management best practices, financial markets knowledge, derivatives products knowledge, risk management methods (VaR, stress testing, scenario analysis), database queries
Preferred skills
Experience at a bank, major financial institution, or as a management consultant for the financial services industry
Technologies
C++, C#, Java, Python
Responsibilities
Implement model risk management practices, support drafting of policies and procedures, refine and maintain model inventory, work with third-party validators, review model validation responses and remediation activities
Seniority
Mid-level, specialized IC
