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Senior Manager Market Risk Model Validation Jobs

JCW Group

Model Risk Lead

Indianapolis, IN · On-site

... management models * Conduct quantitative testing including backtesting, stress testing ... Validation, or quantitative financial modelling * Strong understanding of capital markets / market ...

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Senior Manager Market Risk Model Validation information

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$22.5K

$118.3K

$210K

How much do senior manager market risk model validation jobs pay per year?

As of Jun 5, 2026, the average yearly pay for senior manager market risk model validation in the United States is $118,258.00, according to ZipRecruiter salary data. Most workers in this role earn between $84,500.00 and $145,000.00 per year, depending on experience, location, and employer.

What are Senior Manager Market Risk Model Validation roles?

Senior Manager Market Risk Model Validation roles involve overseeing the assessment and validation of financial models used to measure and manage market risk within an organization. These professionals ensure that models comply with regulatory standards and accurately reflect the risk exposure of trading and investment activities. They may lead teams, coordinate with internal and external stakeholders, and provide independent reviews of methodologies and assumptions used in risk models. Their work is critical to maintaining the financial health and regulatory compliance of banks and financial institutions.

What are the key skills and qualifications needed to thrive as a Senior Manager Market Risk Model Validation, and why are they important?

To thrive as a Senior Manager Market Risk Model Validation, you need advanced quantitative skills, expertise in financial risk management, and an advanced degree in a quantitative field such as mathematics, finance, or economics. Proficiency with risk modeling tools, programming languages (such as Python, R, or MATLAB), and familiarity with regulatory frameworks (like Basel III) is typically required. Strong leadership, analytical thinking, and communication skills help you effectively lead teams, interpret complex data, and present findings to stakeholders. These skills are critical to ensuring the accuracy, integrity, and regulatory compliance of risk models, which protect financial institutions from significant market losses.

What are some common challenges faced by a Senior Manager in Market Risk Model Validation, and how can they be addressed?

Senior Managers in Market Risk Model Validation often encounter challenges such as keeping up with evolving regulatory requirements, ensuring models remain robust under changing market conditions, and effectively communicating complex technical findings to non-technical stakeholders. Addressing these challenges requires continuous professional development, strong cross-functional collaboration with risk, IT, and business teams, and establishing clear documentation and validation processes. Proactive engagement with regulatory updates and fostering a culture of transparency within the team also help navigate these complexities.
Infographic showing various Senior Manager Market Risk Model Validation job openings in the United States as of May 2026, with employment types broken down into 87% Full Time, 2% Part Time, and 11% Contract. Highlights an 71% In-person, 7% Hybrid, and 22% Remote job distribution, with an average salary of $118,258 per year, or $56.9 per hour.

Onsite :: Sr Manager, Loan Trading Market Risk :: New York City

Kanak Elite Services Inc

New York, NY • On-site

Contractor

Posted 6 days ago

Job description

Hi There,

My name is Amit Kumar, and I serve as the Sr. Technical Recruiter at Kanak-IT INC. I am reaching out to share an excellent career opportunity for the role of “Sr Manager, Loan Trading Market Risk ” with our esteemed client. If you are interested then please share your updated resume at Amitkumar@kanakits.com .

Job Title: Sr Manager, Loan Trading Market Risk  

Location: New York City

Job Description:

  • Proven experience in pricing and risk modeling for fixed income trading products, with a focus on leveraged loans.
  • Strong understanding of model theory, calibration techniques, and dynamics of one-factor interest rate models, including the Hull-White model.
  • Advanced Python programming skills, with hands-on experience in testing financial models
  • Experience with Numerix or comparable vendor-based modeling systems.
  • Proficient in designing and validating Profit and Loss (PnL) attribution frameworks.
  • Deep knowledge of market risk concepts and regulatory standards, including Value at Risk (VaR) using historical simulation, model sensitivity analysis (Greeks), and model validation practices aligned with SR 11-7 guidelines.
  • Demonstrated expertise in model development documentation, and implementation guides.
  • Excellent communication skills – both verbal and written.
  • Collaborative Team player with a proven track record of taking initiative and delivering results.
  • Excellent skills with Excel, Word and PowerPoint are mandatory.
  • Advanced degree (Master’s or Ph.D.) in a quantitative discipline such as Finance, Engineering, Physics, Mathematics, Statistics, Computer Science, or Quantitative Finance, with a strong background in modeling.
  • Minimum of 7-10 years of experience in developing and/or validating trading book market risk models within the financial services industry.

Thanks & Regards

Amit Kumar

Sr. Technical Recruiter

Email : Amitkumar@kanakits.com

LinkedIn : https://www.linkedin.com/in/amit-k-05332911a/

Kanak IT is an equal opportunity employer. We consider all applicants for employment without regard to citizenship, immigration status, race, gender, disability, or any other protected category.

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