Model Risk Review Specialist II
Core
Independently review and validate complex quantitative models (credit, interest rate, market risk, economic capital) to ensure adherence to corporate policies and regulatory standards.
Role type
Senior IC model risk review specialist
Builds
Independent oversight of models and non-statistical tools for a financial institution
Domain
Financial services / Model Risk Management
Deliverable
production ML models
Required skills
Advanced model review and validation, quantitative analysis, remediation planning, project leadership, mentorship, business context understanding, regulatory compliance knowledge
Preferred skills
Financial modeling theory, risk management experience in credit/interest rate/market risk, statistical concepts application, independent research and development, coding proficiency
Technologies
R, MATLAB, SAS, Excel
Responsibilities
Review and validate complex models, provide critical qualitative and quantitative feedback, conduct advanced research and formulate remediation plans, lead model documentation maintenance, mentor junior analysts, identify modeling gaps and emerging risks, collaborate with business owners and developers
Seniority
Senior, hands-on IC with mentorship responsibilities