Senior Model Risk Review & Validation Specialist

Socket.dev; Columbus (OH); On-site; USD 90,000 - 120,000; Full time

Job summary

Huntington is seeking an experienced Model Risk Review Specialist II to independently review and validate complex models spanning credit, market and other risk areas. You will mentor junior analysts, lead projects, and communicate results with clarity.

This role requires a Master’s in a quantitative field and at least 3 years in model validation/development, with strong SAS/R/Excel skills and a focus on risk governance.

Qualifications

• Master’s degree in a quantitative field (math, statistics, econ, engineering, finance, physics).
• Minimum of 3 years in model validation or development roles.
• Understanding of financial modeling theory and risk management concepts.
• Familiar with regulatory requirements on model risk management.
• Proficiency in SAS, R, and MS Excel; strong data analysis skills.
• Excellent communication skills, both written and verbal.

Responsibilities

• Review and validate complex models, independently and with the team.
• Provide qualitative and quantitative feedback on modeling approaches.
• Develop remediation plans for model development and usage issues.
• Lead documentation and maintain model governance records.
• Mentor junior analysts and share best practices.
• Lead risk projects and communicate findings to stakeholders.

Skills

Model risk

Mentorship

Communication

Leadership

Project management

Education

Master’s degree

Tools

SAS

R

Excel

Job description

Huntington is seeking an experienced Model Risk Review Specialist II to independently review and validate complex models spanning credit, market and other risk areas. You will mentor junior analysts, lead projects, and communicate results with clarity.

This role requires a Master’s in a quantitative field and at least 3 years in model validation/development, with strong SAS/R/Excel skills and a focus on risk governance.