Senior Specialist, Capital Markets Model Validation
Core
Validates financial models and assesses model risk to ensure appropriateness for designated portfolios within a banking group.
Role type
Senior Specialist, Capital Markets Model Validation
Builds
Model validation strategies, testing frameworks, and risk mitigation controls for the business group.
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 frameworks, finance/economics analysis
Preferred skills
Strategic planning, change management, independent analysis, stakeholder influence
Technologies
N/A
Responsibilities
Perform validation of models and assess model risk; act as a trusted advisor to the business group; lead research and development for new model types; represent the 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
Senior Specialist, 5-7 years experience