We’re seeking a future team member for the role of SVP - Model Risk Management to join our Model Risk team. This role is located in New York City, New York. In this role, you’ll make an impact in the following ways:Lead the independent validation of treasury risk models, including IRRBB models and revenue forecasting models etcProvide credible challenge and independent assessment of model.Guide analysts in designing and executing efficient, risk-focused validation tests to identify model risksCommunicate findings and limitations clearly to stakeholders and senior management and partner stakeholders to ensure risks are understood and appropriately mitigated.Ensure validation activities are aligned with internal model risk management standards and regulatory expectationsTo be successful in this role, we’re seeking the following: Advanced degree in Finance, Economics, Mathematics, Statistics, Financial Engineering, or a related quantitative field; Master’s degree required, PhD preferred.5-10 years of experience in model risk management, model validation, treasury risk, or quantitative risk management within financial services.Deep understanding of treasury risk modelsIn-depth knowledge of financial instruments, valuation concepts, and risk measurement methodologies.Strong understanding of regulatory requirements and industry practice. Strong analytical and problem-solving skills with the ability to identify risks and recommend practical mitigation solutions.Demonstrated critical thinking skills, with the ability to evaluate complex model frameworks, identify risks, and develop practical mitigation recommendations.Excellent verbal and written communication skills, with the ability to present complex technical concepts to both technical and non-technical audiences.