Senior Model Risk Consultant jobs in United States
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First Horizon Bank · 4 days ago

Senior Model Risk Consultant

First Horizon Bank is a leading regional financial services company dedicated to helping clients unlock their full potential. The Senior Model Risk Consultant will be responsible for executing model validation activities to ensure models are sound and compliant, working closely with various stakeholders to minimize model risk.

BankingFinanceFinancial ServicesRisk Management
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H1B Sponsor Likelynote

Responsibilities

Validates CECL, Stress Testing, and other economic models used by the Bank using various statistical and advanced testing techniques
Critically evaluates the conceptual soundness of models and evaluates alternative theories
Designs and executes appropriate tests to determine whether models work as designed and monitors existing models for adequate performance
Work collaboratively with other model risk analysts as well as model owners, developers, and users

Qualification

Model validationTime series regressionRegulatory requirementsPythonRCritical thinkingCommunication skillsOrganizational skillsSelf-motivation

Required

Master's degree in Mathematics, Computational Finance, Econometrics, Mathematics, Statistics, or related field
Three years of work experience validating econometric or time series regression models. Relevant PhD work can be substituted for work experience
Strong knowledge of regulatory requirements for Model Risk Management with proven track records of delivering regulatory requirements
Strong critical thinking skills and a detail-oriented nature to challenge models developed internally and by vendors
Excellent verbal and written communication skills are necessary (ability to explain complex ideas in simple, non-technical language)
In depth knowledge of at least two of the following: DFAST, CCAR, CECL, AML
Strong ability and training in time series regression models
Proficiency in Python and R
Ability to learn additional systems as needed
Ability to research, analyze data, and derive facts
Ability to work under pressure and meet deadlines
Strong verbal, written communication, and organizational skills
Strong work ethic and self-motivation

Preferred

PhD degree in Mathematics, Computational Finance, Econometrics, Statistics, or related field
Five years of experience validating econometric or time series regression models

Benefits

Medical with wellness incentives, dental, and vision
HSA with company match
Maternity and parental leave
Tuition reimbursement
Mentor program
401(k) with 6% match

Company

First Horizon Bank

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First Horizon Bank provides personal, business, and corporate banking, and private client services, to families and businesses.

H1B Sponsorship

First Horizon Bank has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (36)
2024 (31)
2023 (15)
2022 (17)
2021 (19)
2020 (16)

Funding

Current Stage
Late Stage

Leadership Team

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Hope Dmuchowski
Chief Financial Officer
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Anthony J. Restel
Chief Banking Officer
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Company data provided by crunchbase