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Credit Risk Model Validation Jobs in Texas (NOW HIRING)

Regional Finance

Director Credit Risk

Plano, TX · On-site

Job Purpose The Director, Credit Risk is responsible for Portfolio analytics, business performance ... Quantitative analysis of custom score models including, validation, ongoing- performance monitoring ...

Regional Finance

Director Credit Risk

Plano, TX

Job Purpose The Director, Credit Risk is responsible for Portfolio analytics, business performance ... Quantitative analysis of custom score models including, validation, ongoing- performance monitoring ...

Regional Finance Corp

Director Credit Risk

Plano, TX

Job Purpose The Director, Credit Risk is responsible for Portfolio analytics, business performance ... Quantitative analysis of custom score models including, validation, ongoing- performance monitoring ...

Sunflower Bank NA

Model Risk Analyst

Dallas, TX · Hybrid

... validation, and ongoing monitoring of quantitative models. This role ensures that models-used for credit risk, liquidity risk, market risk, capital planning, and BSA/AML-are conceptually sound ...

Sunflower Bank, N.A.

Model Risk Analyst

Dallas, TX · On-site

... validation, and ongoing monitoring of quantitative models. This role ensures that models--used for credit risk, liquidity risk, market risk, capital planning, and BSA/AML--are conceptually sound ...

Sunflower Bank NA

Model Risk Analyst

Dallas, TX · On-site

... validation, and ongoing monitoring of quantitative models. This role ensures that models-used for credit risk, liquidity risk, market risk, capital planning, and BSA/AML-are conceptually sound ...

Ankura

Model Validation Director

Dallas, TX · On-site +1

The Model Validation Director is expected to lead and execute model validation testing processes on systems which support Financial Crime programs, including transaction monitoring, customer risk ...

Ankura

Model Validation Director

Houston, TX · On-site +1

The Model Validation Director is expected to lead and execute model validation testing processes on systems which support Financial Crime programs, including transaction monitoring, customer risk ...

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All JobsCredit Risk Model Validation JobsCredit Risk Model Validation Jobs in Texas

Credit Risk Model Validation information

See Texas salary details

$34.5K

$106.1K

$184K

How much do credit risk model validation jobs pay per year?

As of Jun 16, 2026, the average yearly pay for credit risk model validation in Texas is $106,098.00, according to ZipRecruiter salary data. Most workers in this role earn between $76,900.00 and $130,900.00 per year, depending on experience, location, and employer.

What is credit risk model validation?

Credit risk model validation is the process of ensuring that models used to assess the creditworthiness of borrowers are accurate, reliable, and compliant with regulatory standards. This involves independent review and testing of the model's design, data, assumptions, and performance. The goal is to identify any weaknesses or limitations that could affect the model's ability to predict credit risk, reduce financial losses, and maintain regulatory compliance. Model validation is typically performed by specialists who are not involved in the model's development to ensure objectivity.

What are the key skills and qualifications needed to thrive in Credit Risk Model Validation, and why are they important?

To thrive in Credit Risk Model Validation, you need a strong background in quantitative finance, statistics, and risk management, usually supported by a relevant degree such as in mathematics, finance, or engineering. Familiarity with statistical programming languages (such as Python, R, or SAS), model validation frameworks, and regulatory guidelines like Basel accords is crucial. Attention to detail, critical thinking, and clear communication skills help you effectively analyze models and convey complex findings to stakeholders. These competencies are vital for ensuring accurate risk assessment, regulatory compliance, and the robustness of financial institutions' credit risk models.

What is the difference between Credit Risk Model Validation vs Credit Risk Analyst?

AspectCredit Risk Model ValidationCredit Risk Analyst
Primary FocusAssessing and validating the accuracy of credit risk modelsAnalyzing credit data to assess borrower risk and support lending decisions
Skills & CertificationsStatistical, quantitative skills; certifications like FRM or CFA often preferredFinancial analysis skills; relevant certifications like CFA or credit-specific training
Work EnvironmentQuantitative teams within risk management or model validation unitsCredit departments, lending teams, or risk management units

While both roles involve credit risk, Credit Risk Model Validation focuses on testing and validating models' accuracy, whereas Credit Risk Analysts evaluate individual creditworthiness to inform lending decisions. The validation role is more technical and model-focused, while analysts work directly with credit data and client assessments.

What are some common challenges faced by professionals in Credit Risk Model Validation roles?

Professionals in Credit Risk Model Validation often encounter challenges such as staying up-to-date with evolving regulatory requirements and ensuring models remain compliant. They must also navigate the complexities of validating models that use advanced statistical techniques or machine learning, which requires both technical expertise and a thorough understanding of the underlying business context. Additionally, clear communication with stakeholders—like model developers, auditors, and risk managers—is essential to address findings and recommend improvements effectively. Managing tight deadlines and balancing multiple validation projects simultaneously can also be demanding.
What are popular job titles related to Credit Risk Model Validation jobs in Texas? For Credit Risk Model Validation jobs in Texas, the most frequently searched job titles are:
What job categories do people searching Credit Risk Model Validation jobs in Texas look for? The top searched job categories for Credit Risk Model Validation jobs in Texas are:
Credit Risk Model Validation jobs near you
Risk Division - Dallas - Associate, Model Risk- 4554990

Risk Division - Dallas - Associate, Model Risk- 4554990

Goldman Sachs, Inc.

Dallas, TX • On-site

Other

This job post has expired today. Applications are no longer accepted.

Goldman Sachs rating

8.3

Company rating: 8.3 out of 10

Based on 25 frontline employees who took The Breakroom Quiz

29th of 141 rated banks

Job description

Job Duties: Associate, Model Risk with Goldman Sachs & Co. LLC in Dallas, Texas. Analyze, monitor, and assess model risk associated with the development and implementation of counterparty credit risk models used in Prime Brokerage and Clearing across a wide range of assets including equities, crypto, commodities, FX and credit. Assess model implementation risk by analyzing implementation code and reviewing all associated changes. Verify the conceptual soundness of models and their mathematical and statistical correctness. Examine code implementation in a variety of platforms including C++, Java, Python, or R. Document the entire validation fieldwork in Latex files for automated version controls and report major validation findings to model owners and developers for remedial action. Provide timely updates as required to meet requirements set out in regulatory exams. Monitor the performance of the Firm's counterparty credit risk models and investigate major model-related incidents. Team with Risk governance, and other federation groups to address any counterparty credit risk model-related issues or new regulatory compliance requirements. Advise senior management on the risks associated with new initiatives and changes to existing counterparty credit risk models. 

Job Requirements: Master's degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Industrial Engineering or related field and one (1) year of experience in the job offered or in a related role OR Bachelor's degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Industrial Engineering or related field and three (3) year of experience in the job offered or in a related role. Prior experience must include one (1) year of experience with Master's degree or three (3) years of experience with Bachelor's degree with the following: working with Counterparty Credit Risk Models; performing-testing analysis of statistical models to assess their consistency and performance against historical data; scripting with Python and working with relational databases and SQL for data extraction and processing; pricing and risk analysis of derivative products including futures, options and swaps; performing model development, testing, validation, and issue remediation throughout the model life cycle; and writing formal version-controlled validation reports using LaTex, including equations and tables.

The Goldman Sachs Group, Inc., 2026. All rights reserved. Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veteran status, disability, or any other characteristic protected by applicable law.

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About Goldman Sachs

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At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world. We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs.

Industry

Finance and insurance

Company size

10,000+ Employees

Headquarters location

New York, NY, US

Year founded

1869

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