Model Validation 2nd LOD Sr. Lead Analyst
Hybrid
Core
Conduct validations of credit risk models used across wholesale banking portfolios, including commercial real estate CCAR, AFS/HTM stress testing, RWA estimation, and climate stress testing.
Role type
Senior IC model validation lead (credit risk)
Builds
Regulatory-compliant model risk assessments and remediation plans
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Credit risk model validation, Basel/CCAR/CECL/IFRS9/ICAAP regulatory frameworks, Statistical modeling, Quantitative analysis, Advanced programming (SAS, R, Python, MATLAB, C++), Numerical modeling, Simulation, Action item management
Preferred skills
Wholesale lending operations management
Technologies
SAS, R, Python, MATLAB, C++
