Manager, Capital Markets Model Validation
Core
Validates financial models and assesses model risk to ensure appropriateness for designated portfolios within a bank.
Role type
Manager, Capital Markets Model Validation
Builds
Model validation programs and risk management frameworks for business groups
Domain
Finance / Capital Markets / Model Risk Management
Deliverable
production ML models | dashboards & analysis | client delivery
Required skills
model validation, model risk management, regulatory requirements, risk policy frameworks, quality control testing, finance/economics analysis
Preferred skills
strategic planning, change management, stakeholder influence, data-driven decision making
Technologies
N/A
Responsibilities
Perform validation of models and assess model risk; act as a trusted advisor to business groups; lead research and development for new model types; represent the model validation program in regulatory audits; develop validation strategies and plans; independently validate/test models and assumptions; identify deficiencies and recommend corrective actions; coordinate review and sign-off of model validation reporting.
Seniority
Manager, strategic execution & mentorship