ICE · 1 hour ago
Director, Model Risk Management
US-GA-Atlanta
Full-time
Onsite
Lead/StaffICE is a leading clearing house that plays a critical role in ensuring market stability. They are seeking a Director of Model Risk Management to lead a team responsible for model governance, validation, and performance monitoring across various applications, focusing on market, credit, and liquidity risk.
E-CommerceFashionJewelryMarketplace
Responsibilities
Manage and perform technical validations of pricing and risk models. This consists of assessing the conceptual soundness, performance and implementation of a model as well as the use, compliance with regulation and performing quantitative analyses, independent testing and challenging of data and models
Write and review high quality, detailed validation reports tailored to the audience (management, regulators). These include a detailed scope, model description, testing results and recommendations for model enhancements
Ensuring compliance with model risk governance framework and regulatory requirements (e.g. EMIR, PFMI)
Interacting with model owners, model developers, senior management etc., by whom your report and recommendations will be discussed and challenged
Present to risk committees at executive and Board level and represent
Manage development cycles of the Risk Oversight analytics library used to support validation, on-going monitoring activities, management and Board reporting metrics
Acting as an expert sounding board on risk and regulatory quantitative matters, providing support to other team members
As required, undertake ad hoc projects which may extend beyond a strict validation and/or monitoring categorization
Qualification
Required
Work experience as a Quantitative Analyst in either a Model Development or Validation Role at a financial services institution
Experience with CCP regulations (EMIR, CFTC, PFMI), banking regulations (FRTB) or CCP risk management (margining, default waterfall, auction)
Management experience, leading teams of quantitative analysts
Excellent project management skills
A postgraduate degree in a quantitative discipline (i.e., mathematics, computer science)
Strong programming in Python
Strong analytical skills
Strong verbal and written communication skills in English
Teamwork and a collaborative attitude
Ability to present complex issues in a clear and concise manner
Confidence and the ability to provide challenge
Preferred
Additional qualification in Mathematical Finance
Familiarity with the banks or clearing regulatory frameworks for Model Risk and industry best practices
Familiarity with Valuation and/or Risk Models (e.g. derivative pricing, market and counterparty credit risk models, VaR, backtesting, stress testing models) across asset classes
Experience with regulatory interaction or submissions
Good understanding of model governance including development and validation documentation requirements
Familiarity with SQL and Tableau
Company
ICE
We are building the largest jewelry marketplace.
Founded in 1999
10001+ employees
Funding
Current Stage
Late StageTotal Funding
$49MKey Investors
Polaris Partners
2017-12-07Acquired
2016-03-15Series Unknown
2015-07-01Seed· $2M
Leadership Team
Joseph Albert
Chief Technology Officer
David Farrell
Chief Operating Officer, ICE Futures U.S.
Recent News
2026-01-13
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2026-01-12
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