Model Risk Manager — Validation & Governance

Mercury; San Francisco, New York, Portland (CA, NY, OR); Híbrido; USD 129.000 - 161.000; Jornada completa

Descripción de la vacante

Mercury, a leading fintech, seeks a Model Risk Manager to build and operate a practical risk‑based Model Risk Management program as we scale toward regulated banking. You will validate models across credit, fraud, BSA/AML, CECL, liquidity, pricing, and operations, challenging methodologies and data quality with robust testing.

You will partner with Risk Ops, Data, Engineering, Product, Finance, Compliance and Internal Audit to ensure governance is proportionate to risk.

Formación

• 5+ years in model validation, development, or quantitative risk analytics.
• Bachelor’s degree in statistics, math, CS, engineering or related field; advanced degree preferred.

Responsabilidades

• Perform independent validations of models across credit, fraud, BSA/AML, CECL, liquidity, pricing, and operations.
• Evaluate methodology, data quality, and performance with appropriate testing.
• Provide credible challenges to developers and owners while maintaining 1LOD relationships.
• Maintain accurate model inventory with ownership, risk rating, and monitoring requirements.
• Document validation conclusions and track remediation through resolution.
• Support controlled model use when validation is incomplete before implementation.

Conocimientos

Model validation

Python

SQL

Quantitative risk analytics

Regulatory knowledge

Communication

Educación

Bachelor’s degree in Statistics/Math/CS/Engineering

Master’s or PhD preferred

Herramientas

XGBoost

R/Excel

Descripción del empleo

Mercury, a leading fintech, seeks a Model Risk Manager to build and operate a practical risk‑based Model Risk Management program as we scale toward regulated banking. You will validate models across credit, fraud, BSA/AML, CECL, liquidity, pricing, and operations, challenging methodologies and data quality with robust testing.

You will partner with Risk Ops, Data, Engineering, Product, Finance, Compliance and Internal Audit to ensure governance is proportionate to risk.