Model Validation Analyst II
Core
Monitor and validate aggregate model risk for complex financial, statistical, and behavioral models to ensure accuracy and compliance with regulatory guidance.
Role type
Model Validation Analyst II (Risk Management)
Builds
Validated model assessments and challenger models for the organization's risk strategy
Domain
Banking / Financial Services / Model Risk Management
Deliverable
production ML models
Required skills
Model validation, statistical analysis, SQL, SAS, R, Python, Microsoft Excel, regulatory compliance (SR 11-7), documentation
Preferred skills
Ph.D. in quantitative field, advanced statistical techniques
Responsibilities
Perform independent validations of critical financial and statistical models, develop challenger models, evaluate governance and compliance with SR 11-7, interpret data for risk exposure, guide less experienced analysts
