Risk Model Validator, Officer (Hybrid)
Core
Independently assess and challenge quantitative models for market, credit, and operational risk to ensure they meet performance standards and regulatory requirements.
Role type
Mid-level IC risk model validator
Builds
Evidence-based reviews and documentation for model risk management frameworks
Domain
Banking / Financial Risk Management
Deliverable
production ML models
Required skills
Quantitative analysis, Risk management, Model validation, Time series analysis, Statistics, Econometrics, Regulatory compliance, Data analysis, Analytical thinking, Documentation
Preferred skills
Python, MATLAB, C, C++, C#, VBA, Credit risk analysis, Early warning tool development, Model development
Responsibilities
Perform model validations and annual reviews, Conduct limitation remediation reviews, Provide challenge to model development teams, Monitor ongoing model performance, Contribute to audit responses, Design validation standards and templates
Seniority
Mid-level, hands-on IC