Senior Model Risk Leader & Validator

Selby Jennings
New York, US

Job Description

A financial services firm in New York City is seeking a Model Risk Manager to join their team. This role involves leading the Model Risk team, focusing on quantitative analytics, and collaborating with various departments. The ideal candidate should have over 6 years of experience in model risk, along with advanced degrees from top-tier universities. Strong knowledge of interbank payments, corporate treasury analytics, and programming in Python or SQL is essential. This is a pivotal position that shapes the future of model risk management within the organization.

Skills & Requirements

Technical Skills

PythonSQLquantitative analyticsinterbank paymentscorporate treasury analyticsfinance

Level

mid

Posted

4/3/2026

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