About The Position

Perform model evaluation as per SR11-7 Federal Reserve Bank regulatory guidelines. Assist in model governance and model inventory overview with Inventory and governance teams. Support team leads on policy enhancements and model evaluations initiatives and further enhance model stress testing guidance. Evaluate model performance as per requirements outlined in the MRM Policies and Guidance related to Comprehensive Capital Analysis and Review (CCAR). Collaborate with model sponsors, model developers, model risk supervision groups, internal audit and regulatory agencies to assess for possible risk, perform updates and ensure compliance with regulations. ------------------------------------------------------ For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------ Anticipated Posting Close Date: Mar 27, 2026 ------------------------------------------------------

Responsibilities

  • Perform model evaluation as per SR11-7 Federal Reserve Bank regulatory guidelines.
  • Assist in model governance and model inventory overview with Inventory and governance teams.
  • Support team leads on policy enhancements and model evaluations initiatives and further enhance model stress testing guidance.
  • Evaluate model performance as per requirements outlined in the MRM Policies and Guidance related to Comprehensive Capital Analysis and Review (CCAR).
  • Collaborate with model sponsors, model developers, model risk supervision groups, internal audit and regulatory agencies to assess for possible risk, perform updates and ensure compliance with regulations.
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