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Head Of Model Risk Management Jobs in Georgia (NOW HIRING)

Truist

Sr. Audit Manager - Quant

Atlanta, GA

The SQAM further assists in line of business relationship management, risk monitoring, and professional development of the full Model Risk audit team. ESSENTIAL DUTIES AND RESPONSIBILITIES Following ...

Truist

Sr. Audit Manager - Quant

Atlanta, GA · On-site

The SQAM further assists in line of business relationship management, risk monitoring, and professional development of the full Model Risk audit team. ESSENTIAL DUTIES AND RESPONSIBILITIES Following ...

Hearst

Head of Residual Strategy

Lawrenceville, GA

... Senior Management Team with the addition of a new executive leadership role. This strategic ... risk analytics. Experience * 15+ years in auto finance, residual modeling, forecasting, and/or ...

Black Book

Head of Residual Strategy

Lawrenceville, GA · On-site

... Senior Management Team with the addition of a new executive leadership role. This strategic ... risk analytics. Experience * 15+ years in auto finance, residual modeling, forecasting, and/or ...

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All JobsHead Of Model Risk Management JobsHead Of Model Risk Management Jobs in Georgia

Head Of Model Risk Management information

See Georgia salary details

$45.6K

$120.9K

$219.5K

How much do head of model risk management jobs pay per year?

As of Jun 28, 2026, the average yearly pay for head of model risk management in Georgia is $120,903.00, according to ZipRecruiter salary data. Most workers in this role earn between $89,100.00 and $141,400.00 per year, depending on experience, location, and employer.

What are the key skills and qualifications needed to thrive as a Head Of Model Risk Management, and why are they important?

To thrive as a Head Of Model Risk Management, you need deep quantitative expertise, advanced knowledge of risk management frameworks, and a strong background in finance or mathematics, often supported by advanced degrees such as a PhD or MSc. Familiarity with statistical software (like Python, R, or SAS), model validation tools, and regulatory compliance systems is typically required. Exceptional leadership, communication, and critical thinking skills are essential for effectively managing teams and presenting complex risk issues to stakeholders. These skills ensure robust oversight of model risk, regulatory compliance, and sound decision-making within financial institutions.

What is the difference between Head Of Model Risk Management vs Model Validation Manager?

AspectHead Of Model Risk ManagementModel Validation Manager
Primary FocusOversees overall model risk framework, governance, and strategyConducts independent validation and testing of models
ResponsibilitiesRisk oversight, policy development, senior stakeholder communicationModel testing, performance assessment, validation reports
CredentialsAdvanced degrees, certifications like FRM, CFA, or CAMS, experience in risk managementQuantitative background, certifications like CFA, FRM, strong modeling expertise
Work EnvironmentStrategic, leadership role within risk management teamsTechnical, analytical role focused on model validation tasks

The Head Of Model Risk Management oversees the entire model risk framework, focusing on strategy and governance, while the Model Validation Manager specializes in testing and validating individual models. Both roles require strong quantitative skills and relevant certifications, but differ in scope and responsibilities.

What are the main challenges faced by a Head of Model Risk Management in maintaining regulatory compliance?

A Head of Model Risk Management often faces the challenge of keeping up with evolving regulatory expectations and ensuring that all models used within the organization are compliant. This involves constantly monitoring regulatory updates, coordinating with various departments to implement necessary changes, and maintaining detailed documentation for audit purposes. Additionally, the role requires balancing the need for innovation in modeling techniques with the necessity of robust risk controls and transparent validation processes. Regular communication with risk, compliance, and audit teams is essential to address these challenges effectively.

What does a Head of Model Risk Management do?

A Head of Model Risk Management oversees the processes and teams responsible for identifying, assessing, and mitigating risks associated with financial and predictive models used within an organization. This role involves establishing and maintaining model risk frameworks, ensuring regulatory compliance, and leading model validation activities. They also coordinate with other departments to ensure the effective management and governance of all models, providing guidance on best practices and emerging risks. Ultimately, their goal is to minimize model-related losses and support sound decision-making across the business.
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Head Of Model Risk Management jobs near you
Head of Model Development-Corporate Treasury

Head of Model Development-Corporate Treasury

Synovus

Atlanta, GA • On-site

Full-time

Posted 12 days ago

Synovus rating

8.9

Company rating: 8.9 out of 10

Based on 27 frontline employees who took The Breakroom Quiz

8th of 142 rated banks

Job description

Job Summary
Pinnacle Corporate Treasury is seeking a Head of Model Development to lead its modeling efforts across several disciplines, including credit loss and balance sheet forecasting, to support critical processes such as Capital Stress Testing, Interest Rate Risk, and CECL. This role will be responsible for building and leading a team of managers and analysts to design, develop, and implement quantitative models supporting key Treasury and Risk processes. This position requires extensive experience in data analysis and financial and statistical modeling to produce projections of credit loss, prepayment, income/expense, and other balance sheet disciplines. The ideal candidate will also bring strong leadership capabilities with the ability to develop talent, set strategic direction, and guide the team as effective contributors to Pinnacle's continued growth
  • Lead a team of quantitative analysts, owning the development of financial & statistical models supporting Treasury and Finance
  • Lead development and execution of capital stress testing models for internal stress scenarios, periodic supervisory stress tests, and CECL
  • Design and implement a robust development program for regulatory-critical modeling components such as credit loss (PD/LGD/EAD), prepayment & balance sheet behaviors, and income/expense
  • Collaborate with Treasury leadership to build a strong Capital Stress-Testing process to support the annual Capital Plan and CCAR submissions
  • Partner with stakeholders such as Model Risk Management, Financial Risk Management, Audit, and external regulators
  • Develop a growing team of quantitative professionals, including skilled modelers and data analysts
  • Manages the annual performance management and merit processes for direct and indirect reports. Coaches and develops team members and builds a work environment where team members are engaged and feel a positive sense of achievement about their role in the company. Works closely with Human Resources regarding employee relations, compensation, training, posting and filling vacant positions and other Human Resources related matters.
  • Each team member is expected to be aware of risk within their functional area. This includes observing all policies, procedures, laws, regulations and risk limits specific to their role. Additionally, they should raise and report known or suspected violations to the appropriate Company authority in a timely fashion.
  • Performs other related duties as required.

The information on this description has been designed to indicate the general nature and level of work performed by employees within this classification. It is not designed to contain or be interpreted as a comprehensive inventory of all duties, responsibilities, and qualifications required of employees assigned to this job.
Synovus is an Equal Opportunity Employer committed to fostering an inclusive work environment.
Minimum Education:
BS in quantitative discipline such as Statistics, Mathematics, Engineering, Computer Science, Economics or Business. PhD in related discipline highly preferred (quantitative discipline).
Minimum Experience and Required Knowledge, Skills, & Abilities:
  • 12+ years of quantitative model development, preferably in capital stress-testing or credit risk modeling
  • 5+ years in a senior-level role leading a team in the financial services industry
  • Master's degree or higher in statistics, mathematics or a related quantitative discipline
  • Knowledge of capital stress-testing and CECL processes, regulations, and guidance for a Category IV bank
  • Experience with model risk management and SR 11-7 guidance
  • Knowledge of programming in R, Python, and SQL

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