Senior Model Validator – Quant Securitized Products – Investment Bank

Role Overview:

Minimum 3 years of experience in model validation or as a model developer for the Front Office models or Risk Models (Counterparty or Market Risk Models) at a major financial institution.

Global Model Validation Group, responsible for validating models used across the Agency mortgage and securitized products businesses.

Total Experience: 8 – 15 years

Key Responsibilities:

– Evaluate model conceptual soundness, ongoing monitoring frameworks, and model outcomes to assess appropriateness for intended use.

– Identify, analyze, and quantify potential model risk, including sensitivity to assumptions, calibration accuracy, performance stability, and robustness of model outputs.

– Produce comprehensive model validation documentation, including validation findings and risk based assessments of model limitations and assumptions.

– Present validation results and risk assessments to senior management, model risk governance committees, and business stakeholders.

– Build collaborative partnerships with stakeholders while maintaining independent and principled challenge.