Model Risk Senior Analyst - Validation (AI, Cyber, Technology)
Core
Executing independent validations of quantitative and qualitative models (credit risk, AI/ML, cybersecurity) to ensure regulatory compliance and conceptual soundness.
Role type
Senior IC model risk validation analyst
Builds
Independent validation reports and challenge findings for model families
Domain
Banking / Financial Risk / Model Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
Model validation, back-testing, sensitivity analysis, stress testing, regulatory compliance (SR 11-07, SR 26-2), quantitative analysis, Python, SAS, R
Preferred skills
Advanced analytics, model development, stakeholder management, mentorship
Technologies
Python, SAS, R
Responsibilities
Lead end-to-end validation of model families, conduct independent challenge of methodologies, maintain high-quality validation documentation, support remediation of audit/regulatory findings, partner with business lines to communicate outcomes
Seniority
Senior, hands-on IC with mentorship opportunities