Model Risk Manager
Core
Independent review and challenge of model lifecycle across credit, fraud, BSA/AML, CECL, finance, and liquidity to ensure safe and effective model use.
Role type
Senior Model Risk Manager
Builds
A practical, risk-based Model Risk Management program supporting a regulated bank transition.
Domain
Financial Services / Model Risk Management
Deliverable
production ML models
Required skills
Model validation, regulatory expectations (SR 26-2), quantitative risk analytics, machine learning (XGBoost, random forests), SQL, Python, model inventory management, vendor model assessment, data analytics, written and verbal communication.
Preferred skills
Model risk program building, bank regulatory examinations, Haskell.
Technologies
XGBoost, random forests, Alloy, Firco, SQL, Python, Haskell.
Responsibilities
Perform independent validations of internal and third-party models; evaluate methodology, assumptions, data quality, and performance; challenge model developers and owners; maintain model inventory and monitoring plans; document validation conclusions and remediation; support regulatory examinations; partner with Data and AI Governance teams.
Seniority
Senior, hands-on IC
