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Tier-1 brand and metro location increase competition, but niche senior model risk expertise limits candidate pool.
Highly industry-specific regulatory and model governance experience limits cross-industry transferability.
Explicit 10+ years, specialized model validation expertise, and technical programming/regulatory requirements enforce strict shortlisting.
Lead independent validation of financial, risk, and investment models ensuring accuracy, robustness, and regulatory compliance.
Own end-to-end model validation processes including theoretical and empirical analysis, design assessment, and evaluation of model use.
Collaborate across teams to improve model governance, maintain model inventories, and align model risk assessments with regulatory standards.
10+ years of experience in quantitative modelling, model validation, or risk roles within financial industry, preferably investment banking or asset management.
Advanced degree in quantitative field such as Mathematics, Statistics, Computer Science, or related discipline preferred.
Strong programming skills in Python, R, and Excel required.
Working knowledge of model risk regulatory frameworks and experience in model risk governance including policy implementation and control frameworks.
Experienced in managing complex validation projects involving financial, risk, and investment models under regulatory regimes.
Strong subject matter expert capable of translating complex technical findings into actionable recommendations for diverse stakeholders.
Demonstrated ability to develop and enhance model risk policies, standards, and governance in large financial institutions.