Vice President – Model Risk Management

We are partnered with a commercial bank seeking a Vice President, Model Risk Management to help further build and enhance its enterprise Model Risk Management (MRM) framework in alignment with regulatory guidance (e.g., SR 11-7).

This role is ideal for a trained model risk professional who wants broader ownership, visibility, and hands-on impact within a growing, financial institution. The position reports into senior Model Risk leadership and partners closely with Risk, Finance, Audit, IT, and business stakeholders.

• Support and enhance the Model Risk Management framework, policies, and procedures
• Maintain and oversee a comprehensive enterprise model inventory, including tiering and lifecycle governance
• Ensure alignment with SR 11-7, CECL, and other applicable regulatory guidance
• Perform independent validations and reviews of models across the bank, including:
  Credit & CECL/ALLL, BSA/AML, ALM, liquidity, stress testing, capital, and other decision-support models
• Assess conceptual soundness, data integrity, methodologies, assumptions, and performance monitoring
• Challenge model limitations and use cases; recommend remediation where appropriate
• Document validation results and present findings to senior management, committees, and regulators

• 8+ years of experience in model risk management, model validation, or quantitative risk within a banking environment
• Strong knowledge of regulatory frameworks (SR 11-7, CECL, capital, stress testing, ALM)
• Strong quantitative and analytical skill set
• Proficiency in tools such as Python, R, SAS, SQL (MATLAB a plus)
• Excellent written and verbal communication skills with the ability to explain technical topics to senior stakeholders

Please apply directly, or email your updated CV to