VP, Model Risk Asset Management

About the role

This is an opportunity to play a key role in independently shaping and validating complex quantitative models and risk models across the firm’s investment and asset management businesses. You will gain broad exposure to investment strategies, portfolio analytics, risk models, and governance initiatives while working closely with senior business and risk leaders.

Responsibilities

• Enhance and evolve the firm's model risk framework, ensuring effective oversight across the model lifecycle.
• Perform independent reviews of quantitative models and assess model performance, limitations, assumptions, and associated risks.
• Partner with business leaders, risk teams, and model developers to strengthen governance, controls, and regulatory alignment.
• Deliver clear risk assessments and recommendations to senior management and governance forums while providing effective challenge where needed.

Requirements

• 3+ years of experience in model risk, model validation, quantitative analytics, risk management, or a related discipline.
• Strong understanding of model governance, validation methodologies, model inventory management, and risk oversight practices.
• Ability to communicate complex technical concepts to non-technical stakeholders and senior decision-makers.
• Experience within financial services, asset management, insurance, consulting, or model advisory environments is highly desirable.