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Senior Model Risk Validation Analyst – Expert Judgement Models

Maldonado - Maldonado
Santander

Publicado en www.sonicjobs.com 30 jun 2025

The Senior Model Risk Validation Analyst (Sr. Analyst, Model Risk) will be responsible for performing independent validation of models and expert judgement models used by the bank in conformance with regulatory guidance on model risk SR11-07. This individual’s responsibility includes performing robust model validations, from input data, model methodology, outcome and usage and related controls and governance around model risk. This role involves internal communication with business and model development and external with vendors and third-party servicers. Furthermore, this individual is expected to take the day-to-day model risk governance responsibilities such as ongoing performance monitoring, orderly remediation of findings, and model annual reviews. Evaluates model assumptions and weaknesses, prepares reports describing the results of the validation analyses and list the recommendations for addressing any issues identified. Conducts robust validations of a wide variety of models against established standards, developing benchmark, challenger, and replication models where applicable. Advises senior personnel in their communications with risk committees, auditors, regulators, and senior management regarding model risk and its potential effects on the risk profile of the bank. Manages the resolution of findings with model owners and developers. Reviews ongoing model performance, assesses overall model health within a given framework, identifies potential problems and works with stakeholders to resolve issues identified. Partners with model owners and developers to understand the business context for model use, producing technical guidance and adding value to the business process. Develops and executes initiatives such as researching new trends in modeling and approaches to the management of associated model risk. Requirements include Bachelor's Degree or equivalent work experience in Statistics, Mathematics, Economics or equivalent quantitative discipline; 3+ years of experience in Model Development, Validation and/or Model Risk Management function at a bank; programming skills in R, Python, Matlab, SAS; familiarity with advanced quantitative analysis and applied statistical techniques; knowledge of financial numerical methods/PDEs, stochastic calculus, and option pricing; solid communication skills; and outstanding time and stress management skills. The base pay range is $67,500 to $140,000 USD annually. Santander embraces a strong risk culture and is an equal opportunity employer.

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