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Model Validation Manager Jobs in California (NOW HIRING)

Eldorado CA

Validation Engineer III

Riverside, CA · On-site

$110K - $130K/yr

... model assembly process. Each vehicle is produced in our purpose-built facility in Riverside ... Develop and manage Design Verification Plans and Reports (DVP&R) for vehicle systems and components.

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Model Validation Manager information

See California salary details

$46.9K

$104K

$158.4K

How much do model validation manager jobs pay per year?

As of Aug 15, 2026, the average yearly pay for model validation manager in California is $104,035.00, according to ZipRecruiter salary data. Most workers in this role earn between $73,500.00 and $130,300.00 per year, depending on experience, location, and employer.

How does a model validation manager collaborate with other teams during the model validation process?

A Model Validation Manager works closely with model developers, risk management teams, and internal audit to ensure models meet regulatory and business standards. Collaboration often involves reviewing model documentation, discussing model assumptions and methodologies, and providing feedback for improvements. Effective cross-functional communication is essential, as validation managers must balance technical analysis with regulatory compliance and business objectives. Regular meetings and clear reporting lines help facilitate this collaboration, ensuring that model risks are identified and addressed promptly.

What is the difference between Model Validation Manager vs Quantitative Analyst?

AspectModel Validation ManagerQuantitative Analyst
CredentialsTypically requires advanced degrees in finance, mathematics, or statistics; certifications like CFA or FRM are commonOften holds degrees in finance, economics, or mathematics; certifications like CFA are also common
Work EnvironmentWorks in risk management, model validation teams within banks or financial institutionsWorks in trading, investment analysis, or risk departments within financial firms
Industry UsagePrimarily in banking, asset management, and financial services for model risk assessmentAcross investment firms, hedge funds, and banks for market analysis and trading strategies

The Model Validation Manager focuses on reviewing and validating financial models to ensure accuracy and compliance, often working within risk management teams. In contrast, a Quantitative Analyst develops and applies mathematical models for trading, investment, or risk purposes. While both roles require strong quantitative skills and similar credentials, their core responsibilities and work environments differ significantly.

What skills and qualifications are needed to be a model validation manager?

To thrive as a Model Validation Manager, you need strong quantitative analysis skills, knowledge of risk management, and an advanced degree in mathematics, statistics, finance, or a related field. Familiarity with technical tools such as Python, R, SAS, and model risk management frameworks, as well as experience with regulatory compliance, is typically required. Exceptional problem-solving, communication, and stakeholder management abilities are important soft skills for this role. These skills ensure effective validation of financial models, regulatory compliance, and clear communication of complex findings to non-technical audiences.

What does a model validation manager do?

A Model Validation Manager is responsible for overseeing the validation of financial, risk, or predictive models within an organization. Their primary duties include ensuring that models are accurate, reliable, and compliant with regulatory requirements. They lead teams that assess model performance, identify potential weaknesses, and recommend improvements. This role helps maintain the integrity of models used in decision-making processes, particularly in industries like banking and finance.

What are the most commonly searched types of Model Validation jobs in California?

The most popular types of Model Validation jobs in California are:

What are popular job titles related to Model Validation Manager jobs in California?

For Model Validation Manager jobs in California, the most frequently searched job titles are:

What job categories do people searching Model Validation Manager jobs in California look for?

The top searched job categories for Model Validation Manager jobs in California are:

What cities in California are hiring for Model Validation Manager jobs?

Cities in California with the most Model Validation Manager job openings:

Model Validation Manager jobs near you
Infographic showing various Model Validation Manager job openings in California as of August 2026, with employment types broken down into 83% Full Time, and 17% Temporary. Highlights an 66% In-person, 17% Hybrid, and 17% Remote job distribution, with an average salary of $104,035 per year, or $50 per hour.

Collateral Modeling and Analytics, Assoc. Dir.

Federal Home Loan Bank of San Francisco

San Francisco, CA • On-site

Full-time

Medical, Retirement

Posted 17 days ago

Job description


Purpose:
The Federal Home Loan Bank of San Francisco ("Bank") is a cooperative, wholesale bank that provides liquidity to its members and helps meet community credit needs by providing credit products and services to member financial institutions through all phases of the economic cycle. The Bank's members include commercial banks, credit unions, industrial loan companies, savings institutions, insurance companies, and community development financial institutions headquartered in Arizona, California, and Nevada. The Bank is member focused; embraces accountability to meet commitments and uphold our governance, risk, and control standards as a government sponsored enterprise; and values differences to foster an inclusive culture.
Collateral Modeling and Analytics team within Collateral Risk Management is responsible for:
  • Producing analytics to determine member borrowing capacity
  • Managing liquidation valuation of pledged collateral
  • Supporting haircut/margin methodologies
  • Operating and maintaining the suite of collateral models used by the Bank

The Associate Director, Collateral Modeling and Analytics supports loan valuation, data analytics, and reporting activities across the Bank's mortgage collateral pricing process, working closely with internal risk teams, members, and third-party vendors.
Primary Responsibilities:
  • Manage the Bank's quarterly collateral valuation and risk analysis processes for residential and commercial portfolios, including preparing loan data files, supporting vendor submissions, and identifying key valuation trends.
  • Integrate valuations from third-party pricing vendors into the mortgage loan valuation process. Analyze vendor pricing outputs and independently assess drivers of valuation changes, including interest rates, credit spreads, prepayment assumptions, collateral characteristics, and market conditions.
  • Perform data validation and quality checks on loan-level datasets and pricing outputs, including reconciling results across reporting cycles and investigating discrepancies.
  • Perform benchmark studies and tolerance testing for third party behavioral models, vendor price models, internal model generated valuations, and haircut (margin) assignments to assure consistency with current market practice. Summarize complex analytical findings and market developments into concise executive-level presentations and reports for Senior Management and/or Credit Committee.
  • Provide national and regional economic and real estate market risk research in a concise executive level format with sufficient analytical support for conclusions and/or recommendations to the Bank's risk and credit committees, including support for the Bank's CECL and collateral monitoring process.
  • Provide analytical support for collateral models, including valuations and margin methodologies. Support model governance activities, including model validation reviews, documentation updates, testing, and remediation of findings and recommendations.
  • Execute projects independently that enhance and/or streamline department reporting capabilities
  • Assists in preparing monthly reports for Senior Management and the Board of Directors which portray the safety, soundness and mix of associated risks of securities and mortgages pledged to the Bank by its Member institutions.
  • Assist Senior Analysts with monthly and quarterly valuation and risk analysis processes for the Bank's Pledged Collateral and MPF Whole Loan portfolios.
  • Support mortgage collateral systems and data processes, including maintaining data mappings and updating fields within the Mortgage Collateral Management system.
  • Monitor collateral data submissions and assist members with mortgage data file errors, corrections, and data mapping requirements.
  • Provide support for the member portal and related system inquiries.

Skills/Knowledge:
  • Bachelor's degree in Finance, Economics, Statistics, Mathematics, Data Analytics, or a related quantitative discipline. Advanced degree (MBA or Master of Finance) or CFA designation preferred.
  • Three to five years progressively responsible experience in mortgage portfolio analysis and risk management, including expertise in whole loan and securities valuation as well as prepayment and default modeling.
  • Detail-oriented and well-organized, with strong data quality focus and sound judgment in applying procedures.
  • Excellent interpersonal skills to work in a team environment and to influence and interface with a broad range of stakeholders at all levels, both internal and external.
  • Proficiency with mortgage market-related software tools such as PolyPaths, AFT, Bloomberg analytics, and CapIQ.
  • Uses data to aid decision making by possessing strong analytical and problem-solving skills while being able to tell the story behind the numbers and analysis.
  • Ability to manage large datasets across multiple data stores and technology platforms.
  • Strong SQL skills for querying, transforming, and validating large datasets, with proficiency in Microsoft Excel and Power BI.
  • Proficiency with mortgage market related tools such as PolyPaths and AFT.

Required Qualifications:
  • Minimum of three to five years of progressively responsible experience in mortgage portfolio analysis and risk management, including expertise in whole-loan and securities valuation.
  • Demonstrated ability to manage large datasets across multiple data stores and technology platforms.
  • Strong proficiency with Microsoft Excel, Power BI, and SQL.

Salary Range: $125k - $155k
The Federal Home Loan Bank of San Francisco is committed to the principles of equal opportunity in employment (e.g., employees, applicants) and in contracting (e.g., suppliers, vendors) regardless of race, color, religion, sex, national origin, disability status, genetic information, age, sexual orientation, gender identity, status as a parent, or any other characteristic protected by law. We are committed to cultivating a workplace free of unlawful discrimination, harassment, and retaliation, and are dedicated to fostering vibrant communities by serving as a reliable source of liquidity and resources for affordable housing and economic development.
Salary ranges reflect the base salary that the Bank reasonably expects to pay for a given role and is not inclusive of annual incentive award opportunities, retirement benefits or the value of other health and welfare or other ancillary benefits. We consider many factors when determining base salaries such as individual background and experience, the competitive environment, education, particular skill set(s), and industry and institutional knowledge.
The Bank is committed to offering all team members challenging and engaging work with market competitive pay, retirement, and benefit offerings. In support of this commitment, the Bank routinely engages in market competitive benchmarking surveys and analysis to ensure our team members continue to be paid fairly and competitively.

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