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

Job description

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 place - Perform independent challenge of model methodologies, benchmarking, back-testing, sensitivity analysis, and stress testing - Maintain 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 applicable - Support remediat...