Senior Model Risk Review & Validation Specialist

The Huntington National Bank; Columbus (OH); On-site; USD 90,000 - 130,000; Full time

Job summary

The Huntington National Bank is seeking a Model Risk Review Specialist II to advance independent review and validation of quantitative models across credit, interest rate, and market risk. You will lead complex validation efforts, provide rigorous feedback, and drive remediation plans while mentoring junior analysts.

Ideal candidates will have a Master’s degree in a quantitative field and at least 3 years of model validation or development experience, with strong skills in SAS, R, MATLAB, and

Qualifications

• Master’s degree in a quantitative field (math, stats, economics, engineering, finance, physics).
• Minimum of 3 years of analytical work experience in model validation or development.

Responsibilities

• Independently and collaboratively review and validate complex models across risk areas.
• Provide in-depth qualitative and quantitative feedback on models.
• Lead remediation plans for critical model issues.
• Communicate results through detailed presentations and write-ups.
• Document model development, use, and validation thoroughly.
• Mentor junior analysts and lead model risk projects.

Skills

Model risk management

Quantitative analysis

Leadership

Mentorship

Communication

Coding in R

SAS

Excel

Education

Master’s degree in quantitative field

Tools

SAS

R

MATLAB

Excel

Job description

The Huntington National Bank is seeking a Model Risk Review Specialist II to advance independent review and validation of quantitative models across credit, interest rate, and market risk. You will lead complex validation efforts, provide rigorous feedback, and drive remediation plans while mentoring junior analysts.

Ideal candidates will have a Master’s degree in a quantitative field and at least 3 years of model validation or development experience, with strong skills in SAS, R, MATLAB, and