Model Risk Senior Analyst - Validation (AI, Cyber, Technology)

SwiftCruit

Baltimore, MD

JOB DETAILS
SALARY
$113,300–$188,800 Per Year
SKILLS
Analysis Skills, Artificial Intelligence (AI), Benchmarking, Business Model, Communication Skills, Comprehensive Capital Analysis and Review (CCAR), Continuous Improvement, Credit Risk, Document Management, Econometrics, Economics, External Audit, Finance, Financial Mathematics, Higher Education, Internal Audit, Internet Security, Mathematics, Mentoring, Model Validation, Multitasking, Project/Program Management, Python Programming/Scripting Language, Quantitative Analysis, R Programming Language, Regulations, Risk Analysis, Risk Management, Risk Modeling, Statistical Analysis System (SAS), Statistics, Technical Leadership, Time Management, Validation Documentation
LOCATION
Baltimore, MD
POSTED
Today

Overview The Senior Model Validation Analyst is responsible for executing robust, independent validations of quantitative and qualitative models across the enterprise. This role serves as a key control function within Model Risk Management (MRM), ensuring models are conceptually sound, empirically validated, and compliant with regulatory and internal standards.Primary Responsibilities Lead end-to-end validation of several model families including Consumer CCAR and CECL credit risk models, AI/ML models, Cybersecurity and Technology models.Conduct the validation and analysis of expert judgment or qualitative factors that augment quantitative models; review to confirm proper controls and adequate documentation are in placePerform independent challenge of model methodologies, benchmarking, back-testing, sensitivity analysis, and stress testingMaintain high-quality documentation of validation work, findings, and conclusions to withstand internal audit and regulatory scrutiny.Maintain M&T internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators as applicableSupport remediation of validation, audit, and regulatory findings.Partner with model developers, business stakeholders, and risk managers to communicate validation outcomes, challenge assumptions, and recommend improvements.Scope of Responsibilities Independently manage multiple validation projects.Partner with business lines including Credit Risk, Finance, Technology, and Wealth.Balance regulatory expectations with business objectives.Contribute to continuous improvement of validation practices and governance.Supervisory/Managerial Responsibilities Individual contributor with opportunities to mentor junior analysts and provide technical guidance.Education and Experience Required Master's or Doctoral Degree in Mathematics, Statistics, Business Engineering, Econometrics, or Science-based disciplinePlus 4 years' experience in model development or validation, with a combined minimum of >5 years' higher education and relevant work experience.Technical knowledge of advanced software packages used in analytics.Education and Experience Preferred Master's or PhD in a quantitative discipline (Finance, Economics, Statistics, Mathematics, Engineering).7–10+ years in model validation, development, or quantitative analytics.Strong knowledge of model risk, SR 11-07, SR 26-2, and regulatory expectations.Proficiency in Python, SAS, R, or similar tools.Strong analytical, communication, and stakeholder management skills.M&T Bank is committed to fair, competitive, and market-informed pay for our employees. The pay range for this position is $113,300.00 - $188,800.00 Annual (USD). The successful candidate's particular combination of knowledge, skills, and experience will inform their specific compensation.Location Baltimore, Maryland, United States of America#J-18808-Ljbffr

About the Company

S

SwiftCruit