Expert Model Risk Analyst - Market & Treasury Risk Validation
Expert Model Validation Analyst
The Expert Model Validation Analyst is responsible for independently validating complex quantitative models across Treasury, Market Risk, Liquidity, and Balance Sheet Management. This role supports the Bank's model risk governance framework and ensures models operate effectively and comply with regulatory expectations.
Primary Responsibilities:
ā¢ Lead independent validation of complex quantitative models, including liquidity, IRRBB, FTP, QRM, and other Treasury and risk management models.
ā¢ Apply model risk governance standards, ensuring alignment with internal policies and regulatory expectations.
ā¢ Perform comprehensive testing such as conceptual soundness reviews, implementation verification, benchmarking, sensitivity analysis, challenger model development, and performance testing.
ā¢ Evaluate qualitative models and expert-judgment frameworks for documentation quality, controls, and governance.
ā¢ Prepare high-quality validation documentation, including Model Validation Reports, technical appendices, and supporting analyses.
ā¢ Present validation results to model owners, developers, and risk/governance partners, and support issue remediation.
ā¢ Participate in regulatory exams, audits, and governance reviews as needed.
ā¢ Contribute to enhancing validation methodologies, standards, and best practices across the Model Risk Management function.
ā¢ Provide technical guidance and mentorship to junior team members.
Education and Experience Required:
Master's or Doctoral degree in Mathematics, Statistics, Business Engineering, Econometrics, or Science-based discipline, plus 5 years experience in model development or validation, with a combined minimum of 5-7 years' higher education and relevant work experience. Technical knowledge of advanced software packages used in analytics.
Education and Experience Preferred:
Advanced degree (Master's or PhD) in a quantitative discipline such as Statistics, Mathematics, Economics, Finance, Engineering, Data Science, or related field. 5+ years of experience in model validation, model development, or quantitative risk management. Deep understanding of Treasury / balance sheet models (liquidity, IRRBB, QRM, FTP, etc.) Complex risk models (market risk, liquidity risk, behavioral models). Hands-on experience conducting validation testing, including conceptual soundness assessments, implementation reviews, and performance/outcomes analysis. Ability to independently manage and complete complex model validations with minimal supervision.
M&T Bank is committed to fair, competitive, and market-informed pay for our employees. The pay range for this position is $123,600.00 - $206,000.00 Annual (USD). The successful candidate's particular combination of knowledge, skills, and experience will inform their specific compensation. The range listed above corresponds to our national pay range for this role. The specific pay range applicable to you may vary based on your location.
Location: Clanton, Alabama, United States of America
Apply tot his job
Apply To this Job
The Expert Model Validation Analyst is responsible for independently validating complex quantitative models across Treasury, Market Risk, Liquidity, and Balance Sheet Management. This role supports the Bank's model risk governance framework and ensures models operate effectively and comply with regulatory expectations.
Primary Responsibilities:
ā¢ Lead independent validation of complex quantitative models, including liquidity, IRRBB, FTP, QRM, and other Treasury and risk management models.
ā¢ Apply model risk governance standards, ensuring alignment with internal policies and regulatory expectations.
ā¢ Perform comprehensive testing such as conceptual soundness reviews, implementation verification, benchmarking, sensitivity analysis, challenger model development, and performance testing.
ā¢ Evaluate qualitative models and expert-judgment frameworks for documentation quality, controls, and governance.
ā¢ Prepare high-quality validation documentation, including Model Validation Reports, technical appendices, and supporting analyses.
ā¢ Present validation results to model owners, developers, and risk/governance partners, and support issue remediation.
ā¢ Participate in regulatory exams, audits, and governance reviews as needed.
ā¢ Contribute to enhancing validation methodologies, standards, and best practices across the Model Risk Management function.
ā¢ Provide technical guidance and mentorship to junior team members.
Education and Experience Required:
Master's or Doctoral degree in Mathematics, Statistics, Business Engineering, Econometrics, or Science-based discipline, plus 5 years experience in model development or validation, with a combined minimum of 5-7 years' higher education and relevant work experience. Technical knowledge of advanced software packages used in analytics.
Education and Experience Preferred:
Advanced degree (Master's or PhD) in a quantitative discipline such as Statistics, Mathematics, Economics, Finance, Engineering, Data Science, or related field. 5+ years of experience in model validation, model development, or quantitative risk management. Deep understanding of Treasury / balance sheet models (liquidity, IRRBB, QRM, FTP, etc.) Complex risk models (market risk, liquidity risk, behavioral models). Hands-on experience conducting validation testing, including conceptual soundness assessments, implementation reviews, and performance/outcomes analysis. Ability to independently manage and complete complex model validations with minimal supervision.
M&T Bank is committed to fair, competitive, and market-informed pay for our employees. The pay range for this position is $123,600.00 - $206,000.00 Annual (USD). The successful candidate's particular combination of knowledge, skills, and experience will inform their specific compensation. The range listed above corresponds to our national pay range for this role. The specific pay range applicable to you may vary based on your location.
Location: Clanton, Alabama, United States of America
Apply tot his job
Apply To this Job