Manager, Enterprise Model Risk Management
Core
Validate mathematical and statistical finance models used by the bank and act as a trusted advisor/challenger to model developers and users.
Role type
Manager, Enterprise Model Risk Management
Builds
Independent replication and benchmarking models to validate financial model usage.
Domain
Banking / Financial Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
quantitative modeling, model validation, statistical analysis, critical thinking, financial regulation knowledge, programming (VBA, R, Python)
Preferred skills
PhD research background, experience in front office quant or risk quant roles
Technologies
VBA, R, Python
Responsibilities
Challenge model inputs, methodology, and implementation; independently build replication/benchmarking models; assess and document model usage; ensure adherence to model risk policy.
Seniority
Manager, hands-on IC with strategic advisory scope
