VP Model Risk Management

The Vice President Model Risk Manager will be responsible for developing, maintaining, and enhancing the Bank's Model Risk Management framework in compliance with regulatory guidance. The ideal candidate will combine strong quantitative skills with practical banking experience, expertise in data quality and visualization, and the ability to clearly communicate technical model risk findings to senior management, regulators, and business stakeholders.

Requirements

• Master's degree in Finance, Economics, Statistics, Mathematics, Data Science, or related field (PhD or CFA/FRM preferred)
• 8+ years of relevant experience in model risk management, validation, or quantitative risk within a bank or consulting firm
• Knowledge of banking regulations and regulatory frameworks, including but not limited to Basel III, Dodd-Frank Act, BSA/AML, and consumer protection laws

Benefits

• Flexible work schedule (work from home one day a week)
• Generous Paid Time Off
• 401k Matching
• Retirement Plan
• Visa Sponsorship