Model Validator

The Model Risk Management (MRM) Team at Vanguard is seeking an experienced model risk professional to support independent oversight of quantitative models used across Vanguard's Investment Management Group (IMG).

Requirements

• PhD degree in a quantitative discipline such as Computer Science, Mathematics, Statistics, Physics, Engineering or an equivalent combination of training and experience
• Minimum of 7 years of relevant experience in model development or model validation
• Broad knowledge of relevant modeling frameworks and standards
• Strong knowledge of financial products across at least one of the asset classes: equities, fixed income, etc.
• Experience in the asset management business (sell side or buy side) is required
• Familiarity with risk models (counterparty, liquidity, internal capital, market risk) is a plus
• Knowledge of programming languages including Python and MATLAB
• Knowledge of technology platforms such as AWS SageMaker used for model development and deployment, CI/CD is a requirement
• Experience developing, testing or validating AI/ML models is a plus
• Excellent communication, negotiation, diplomacy, and presentation skills is a must
• Broad knowledge of risk management at financial institutions preferred
• Experience validating third party models and familiarity with third party models and platforms used in asset management (e.g., Aladdin, Axioma, Barra, etc.) preferred

Benefits

• Paid Time Off
• 401k Matching
• Retirement Plan
• Visa Sponsorship