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Senior Manager - Model Risk Management

LinkedIn Elliott Davis Nashville, TN
Not Applicable Posted March 20, 2026 Job link
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Requirements
  • 7+ years of recent experience in Model Risk Management, financial institution modeling, quantitative risk analysis, or related analytical fields.
  • Demonstrated technical expertise in CECL, ALM, IRR, Liquidity, Budgeting, and/or RAROC modeling.
  • Strong understanding of financial institution balance sheets, earnings drivers, credit risk, interest rate risk, liquidity frameworks, and regulatory guidance.
  • Proven experience leading, training, and developing teams of professionals.
  • Exceptional written and verbal communication skills and the ability to explain complex topics to both technical and non‑technical audiences.
  • Strong analytical, problem‑solving, and critical‑thinking skills with high attention to detail.
  • Ability to manage multiple projects simultaneously and deliver high‑quality results under tight deadlines.
  • Experience engaging directly with financial institution executives, auditors, and/or regulators.
  • Familiarity with statistical modeling tools and programming languages (e.g., Python, R, SQL, or advanced Excel/VBA).
  • Prior experience in consulting or advisory services within the financial sector.
Preferred Skills
  • Experience engaging directly with financial institution executives, auditors, and/or regulators.
  • Familiarity with statistical modeling tools and programming languages (e.g., Python, R, SQL, or advanced Excel/VBA).
  • Prior experience in consulting or advisory services within the financial sector.
  • Relevant professional certifications preferred (e.g., CPA, CFA, FMVA, AFM, PMP)
Education
  • (Not required) – Bachelor’s degree in business, accounting, economics, finance, mathematics, statistics, data science, or related analytical field.