Model Validation Senior Analyst
Core
Independent validation of risk models in Global Functions (Liquidity, Treasury, Operational Risk, etc.) to ensure appropriate use and mitigate limitations.
Role type
Senior IC model validation analyst
Builds
Validation reports, risk assessments, and compliance documentation for model risk management
Domain
Banking / Financial Risk Management
Deliverable
production ML models
Required skills
Model validation, statistics, econometrics, financial markets knowledge, Python, data analysis, regulatory compliance
Preferred skills
Banking/Treasury experience, AI/Machine Learning, C/C++/C#, VBA, R, SAS, Masters degree
Technologies
Python, MATLAB, C/C++, C#, VBA, R, SAS, Microsoft Office Suite
Responsibilities
Critically review model approaches, produce validation reports, evaluate testing results, assess ongoing performance monitoring, contribute to audit responses
Seniority
Mid-level, hands-on IC