Senior Model Validation Analyst
JCW Group, Greenville, SC, United States
We are partnering with a well‑capitalised, multi‑state regional financial institution known for its strong governance culture, disciplined risk management framework, and consistent growth strategy. The organisation combines the stability of an established banking group with the agility of a forward‑thinking leadership team, placing high importance on regulatory excellence and model risk oversight.
This is a senior opportunity within the Model Risk Management function, offering visibility across credit, market, liquidity, capital planning, and forecasting models.
Key Responsibilities
Lead independent validation of financial and non‑financial risk models
Assess model methodology, assumptions, data inputs, limitations, and outputs
Evaluate conceptual soundness and ongoing model performance
Review and challenge third‑party model validations
Support annual model risk assessments and prioritisation exercises
Maintain and update model inventory and validation schedules
Track remediation findings and ensure timely resolution
Prepare detailed validation reports for senior management and governance committees
Monitor models post‑validation and recommend recalibration or redevelopment where required
Provide mentorship and technical guidance to junior analysts
Contribute to continuous improvement of model validation standards and processes
Ensure alignment with regulatory guidance including SR 11-7 and OCC 2011-12
Required Experience & Skills
Advanced degree in Statistics, Mathematics, Econometrics, Economics, or related quantitative discipline
5–10 years of experience in model risk management, quantitative analytics, or financial risk modelling
Strong understanding of credit risk and market risk modelling frameworks
Hands‑on programming experience in Python (preferred) or R
Experience operating within a regulated banking environment
Ability to communicate complex quantitative findings to non‑technical stakeholders
Strong documentation and report‑writing capability
Preferred
Experience leading validation projects or supervising junior team members
Exposure to machine learning or advanced statistical techniques
Prior interaction with regulators or involvement in regulatory exams
This role offers strong exposure to senior stakeholders, meaningful ownership of validation work, and the opportunity to shape best practice within a mature risk governance framework.
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This is a senior opportunity within the Model Risk Management function, offering visibility across credit, market, liquidity, capital planning, and forecasting models.
Key Responsibilities
Lead independent validation of financial and non‑financial risk models
Assess model methodology, assumptions, data inputs, limitations, and outputs
Evaluate conceptual soundness and ongoing model performance
Review and challenge third‑party model validations
Support annual model risk assessments and prioritisation exercises
Maintain and update model inventory and validation schedules
Track remediation findings and ensure timely resolution
Prepare detailed validation reports for senior management and governance committees
Monitor models post‑validation and recommend recalibration or redevelopment where required
Provide mentorship and technical guidance to junior analysts
Contribute to continuous improvement of model validation standards and processes
Ensure alignment with regulatory guidance including SR 11-7 and OCC 2011-12
Required Experience & Skills
Advanced degree in Statistics, Mathematics, Econometrics, Economics, or related quantitative discipline
5–10 years of experience in model risk management, quantitative analytics, or financial risk modelling
Strong understanding of credit risk and market risk modelling frameworks
Hands‑on programming experience in Python (preferred) or R
Experience operating within a regulated banking environment
Ability to communicate complex quantitative findings to non‑technical stakeholders
Strong documentation and report‑writing capability
Preferred
Experience leading validation projects or supervising junior team members
Exposure to machine learning or advanced statistical techniques
Prior interaction with regulators or involvement in regulatory exams
This role offers strong exposure to senior stakeholders, meaningful ownership of validation work, and the opportunity to shape best practice within a mature risk governance framework.
#J-18808-Ljbffr