Manager, Model Risk Management
Core
Lead the second line of defence team responsible for independent oversight, validation, and challenge of material models used in clearing and settlement risk management.
Role type
Manager, Model Risk Management (Second Line of Defence)
Builds
Independent validation reports, model inventory, governance documentation, and regulatory submissions for clearing and settlement risk models.
Domain
Financial Markets / Risk Management / Quantitative Analysis
Deliverable
production ML models | dashboards & analysis | client delivery
Required skills
quantitative analysis, model validation, regulatory compliance, team leadership, strategic planning, stakeholder engagement, risk governance, reporting, academic expertise in quantitative disciplines
Preferred skills
CCP risk management, stress testing, Python, SQL, C#, JIRA, GIT
Responsibilities
Manage and coach analysts in model validation practices; lead application of Model Risk Management Policy across the model life cycle; provide independent validation of high and medium risk models; develop challenger or benchmark models; support oversight of model performance reporting to governance forums; maintain model inventory and documentation standards; provide senior input into external model reviews and regulatory engagement.
Seniority
Manager, people leader