Model Risk Analyst

Role:

As a Model Risk Analyst, you will own the development and implementation of industry-leading model risk management practices. You will lead efforts to independently validate models, identify potential risks, and support ongoing risk mitigation and reporting activities. In this role, you will collaborate closely with internal stakeholders across the organization and customers to ensure our models are accurate, reliable, and effectively managed across the organization.

This is a remote, US-based role.

Responsibilities:

• Assist with regular model risk tracking and reporting, including the remediation and closure of issues that are identified ad-hoc, both by the SentiLink and by our partners
• Function as the main SentiLink representative in partner (customer) facing model risk assessment and fair lending processes
• Promote, apply and help evolve and optimize the company-wide Model Risk Management framework and processes
• Work closely with model owners and model developers to identify and manage risks introduced by the use of models
• Prepare model validation reports detailing findings, recommendations, and conclusions for senior management and SentiLink partners (customers)
• Stay up-to-date with the latest developments in model risk management approaches, industry standards, and regulatory guidelines

Requirements:

• A minimum of Bachelor’s degree in a quantitative discipline, such as Economics, Math, Computer Science, Data Science, etc.
• A minimum of 3 years of experience working in quantitative analytics, model development, model validation or model risk management,
• Familiarity with models in financial markets, e.g. models used for credit risk, fraud, market risk, including AI/ML models, as well as Python or R,
• Ability to build strong relationships and influence stakeholders in both technical and non-technical space,
• Ability to explain complex concepts for various audiences, and have superior written and oral communication skills,
• Familiarity with industry regulations and regulatory frameworks related to model risk management, such as SR 11-7,
• Ability to work and thrive in a fast-paced environment, with strong project management and delivery track record.
• Candidates must be legally authorized to work in the United States and must live in the United States

Salary Range:

• $110,000/year - $140,000/year + equity + benefits