AVP, Model Variation Specialist

Full Time

International Investment Banking Client

Office Status: Hybrid


  • Subject matter expert and owner of regular validation of models and methodologies within a specific risk and/or model category (including pre-provision net revenue (PPNR) projection models as well as models in credit, market, operational, and liquidity risk among others)
  • Independent compilation of detailed validation reports, follow-through on mitigation of validation findings, and documentation thereof
  • Development of challenger models and methodologies (as part of the validation and within a specific risk category) including independent data collection and complex statistical analysis and testing
  • Directly interact with auditors/regulators as subject matter expert for assigned models
  • Development of subject-matter/technical expertise on model validation and training of team members
  • Ensure regulatory compliance specific to SR11-7 guidance for model risk management
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