Lead Quant Analyst - Model Risk Management

About the role

Conduct independent validations of in-house and vendor models, assessing data, model design, code, performance, limitations, and risks. Produce validation reports, oversee ongoing monitoring and governance, support audits and regulatory reviews, and collaborate with stakeholders to improve model quality and compliance. Requires an advanced degree in statistics, mathematics, economics, or a related field, along with at least five years of financial-industry experience in model development, validation, or implementation. Candidates must know relevant model risk regulations and banking practices, have experience with statistical and AI/ML models and tools such as SAS, Python, R, Excel, and SQL, and demonstrate strong analytical, communication, and stakeholder-management skills.