Member of Global Analytics Model Validation and Research
About the Role
You will drive model validation work independently, leading end-to-end validation projects with minimal oversight. You will implement and maintain model governance, including controls, inventory, reporting, and policies. You will perform quantitative analytics and research to support business operations, financial forecasts, capital planning, risk management, and regulatory compliance. You will develop and maintain statistical models for market risk, credit risk, and stress testing purposes and participate in all aspects of the model life cycle, including design, implementation, testing, production, validation, and performance monitoring. You will produce clear technical reports and presentations, interpret results for senior management, and provide training or guidance to other staff.
Requirements
- Proficiency in a programming language such as Python or R
- Experience in SQL programming and working with large data sets
- Skills in statistics quantitative modeling including stochastic and econometric methods
- Experience with risk management methods such as VaR expected shortfall stress testing backtesting and scenario analysis
- Masters or Ph.D. degree in a quantitative field such as statistics applied mathematics economics quantitative finance or operations research
- Direct work experience in compliance modeling risk measurement and regulatory capital requirements
- Hands-on experience across the model development lifecycle including research implementation monitoring and production maintenance
- Experience writing editing or reviewing technical documents for regulatory or banking contexts
- Familiarity with U.S. banking regulatory requirements and supervisory expectations
Responsibilities
- Drive model validation work independently
- Implement and maintain model governance including controls inventory reporting and policies
- Perform quantitative analytics and research to support operations forecasts capital planning risk management and regulatory compliance
- Develop and maintain statistical models for market risk credit risk and stress testing including margin pricing and VaR applications
- Participate in all aspects of the model life cycle including design implementation testing production validation and performance monitoring
- Produce clear technical reports and presentations for stakeholders
- Provide training and on-the-job guidance to other staff
- Collaborate with cross-functional teams to solve analytical problems