Model Risk Quantitative Validator

Wright-Patt Credit Union Inc.; Beavercreek (OH); On-site; USD 110,000 - 150,000; Full time

Job summary

Wright-Patt Credit Union Inc. is seeking a Model Risk Management Quantitative Analyst to independently assess models used across lending, financial management, forecasting, fraud detection, liquidity management, and strategy.

You will perform quantitative testing, data analysis, performance evaluation, and independent challenge, partnering with model owners and risk leaders to ensure models are sound, well implemented, and fit for purpose.

Qualifications

• Independent validation of risk and lending models.
• Experience with model risk governance.
• Ability to communicate results to stakeholders.

Responsibilities

• Perform independent validations of internally developed and vendor-provided models.
• Review model purpose, design, methodology, assumptions, limitations, and intended use.
• Assess conceptual soundness and alignment with business objectives.
• Conduct replication testing, benchmarking, outcomes analysis, and sensitivity testing.
• Evaluate performance against expected results and established thresholds.
• Identify model weaknesses, limitations, and areas requiring remediation.

Skills

Quantitative analysis

Statistical techniques

Data analysis

Tools

Python

R

SQL

Job description

Wright-Patt Credit Union Inc. is seeking a Model Risk Management Quantitative Analyst to independently assess models used across lending, financial management, forecasting, fraud detection, liquidity management, and strategy.

You will perform quantitative testing, data analysis, performance evaluation, and independent challenge, partnering with model owners and risk leaders to ensure models are sound, well implemented, and fit for purpose.