Senior Model Risk Review Specialist – Hybrid/Remote

Huntington National Bank; Columbus (OH); Hybrid; USD 90,000 - 120,000; Full time

Job summary

Huntington National Bank’s Model Risk Management team seeks a skilled specialist to advance independent review and validation of complex credit, market, and economic capital models.

Responsibilities include leading model reviews, mentoring junior analysts, and collaborating with model developers and business owners to ensure rigorous validation and remediation strategies. A master’s in a quantitative field and 3+ years in model risk is expected.

Qualifications

• Master’s degree in a quantitative field and 3+ years in model validation or development.
• Experience with model risk management in a banking/financial institution.
• Familiar with SAS, R, and Excel; strong data analysis and coding.
• Excellent written and verbal communication skills.

Responsibilities

• Advanced review and validation of complex models for compliance and accuracy.
• Provide qualitative and quantitative feedback; challenge assumptions.
• Lead remediation efforts for critical model issues and documentation.
• Communicate results with stakeholders through reports and presentations.
• Mentor junior analysts and share knowledge on model risk topics.
• Collaborate with business owners, model users, and developers.
• Identify gaps and propose effective modeling improvements.
• Stay current with regulatory expectations and industry practices.

Skills

Communication skills

Analytical thinking

Education

Master’s degree in a quantitative field

Tools

SAS

R

Excel

Job description

Huntington National Bank’s Model Risk Management team seeks a skilled specialist to advance independent review and validation of complex credit, market, and economic capital models.

Responsibilities include leading model reviews, mentoring junior analysts, and collaborating with model developers and business owners to ensure rigorous validation and remediation strategies. A master’s in a quantitative field and 3+ years in model risk is expected.