MTB
23 сен

Model Risk Analyst - Validation (AIML, GenAI, Technology)

выше рынка на 213,6%
вакансия 792 300 ₽
в среднем 252 679 ₽
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Рекламный баннер: ОБЩЕСТВО С ОГРАНИЧЕННОЙ ОТВЕТСТВЕННОСТЬЮ "ЦЕНТР НАЦИОНАЛЬНЫХ ИНТЕЛЛЕКТУАЛЬНЫХ СИСТЕМ"
О рекламодателе
ОБЩЕСТВО С ОГРАНИЧЕННОЙ ОТВЕТСТВЕННОСТЬЮ "ЦЕНТР НАЦИОНАЛЬНЫХ ИНТЕЛЛЕКТУАЛЬНЫХ СИСТЕМ"
ИНН: 9704271170

описание

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.

задачи

  • Lead end-to-end validation of several model families, with a focus on Gen-AI and AI/ML Models. Experience working with or validating cybersecurity models is preferred.
  • 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 remediation of validation, audit, and regulatory findings.
  • Partner with model developers, business stakeholders, and risk managers to communicate validation outcomes, challenge assumptions, and recommend improvements.
  • Independently manage multiple validation projects.
  • Partner with business lines including Technology and Cybersecurity, Credit Risk, Finance, and Private Wealth.
  • Balance regulatory expectations with business objectives.
  • Contribute to continuous improvement of validation practices and governance.
  • Individual contributor with opportunities to mentor junior analysts and provide technical guidance.

    требования

    Master's or Doctoral Degree in Mathematics, Statistics, Business Engineering, Econometrics, or Science-based discipline,

    Plus 4 years’ experience in model development or validation, with a combined minimum of >5 years’ higher education and relevant work experience.

    Technical knowledge of advanced software packages used in analytics.

  • Master's or PhD in a quantitative discipline (Computer Science, Software Engineering, Statistics, Mathematics).
  • 5–10+ years in model validation, development, or quantitative analytics.
  • Strong knowledge of Large Language Models (LLMs), Retrieval-Augmented Generation (RAG), and Natural Language Processing (NLP).
  • Good knowledge of model risk, SR 11-07, SR 26-2, and regulatory expectations.
  • Proficiency in Python, PyTorch, Git, R, or similar tools.
  • Strong analytical, communication, and stakeholder management skills.
  • M&T Bank is committed to fair, competitive, and market-informed pay for our employees. The pay range for this position is $113,300.00 - $188,800.00 Annual (USD). The successful candidate’s particular combination of knowledge, skills, and experience will inform their specific compensation.

    Location

    Wilmington, Delaware, United States of America

    условия

    Условий нет

    навыки

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