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Senior Model Risk Management Jobs in Texas (NOW HIRING)

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Director, AI Governance, Risk & Resilience

Austin, TX · On-site

$231K - $241K/yr

Partner with organizational leaders to implement and continuously enhance Model Risk Management ... Exceptional written and verbal communication skills, including experience presenting to senior ...

Par Pacific

Director, Risk Management

Houston, TX · On-site

Lead the development of weekly risk reporting for senior management, communicating key risks ... Advanced proficiency in Microsoft Excel, including financial modeling, data analysis, and time ...

SOLV Energy

Director, Risk Management

Dallas, TX

Develop financial models to assess risk retention strategies and their impact on company cash flow ... Present joint Risk/Safety loss analyses to senior leadership on a regular basis, including lagging ...

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Senior Model Risk Management information

What is the difference between Senior Model Risk Management vs Model Validation Analyst?

AspectSenior Model Risk ManagementModel Validation Analyst
CredentialsAdvanced degrees in finance, statistics, or related fields; certifications like FRM or CFASimilar credentials; often holds CFA, FRM, or related certifications
Work EnvironmentStrategic oversight, risk assessment, policy development within financial institutionsHands-on model testing, validation, and documentation in quantitative teams
Industry UsageUsed across banking, insurance, asset management for risk governancePrimarily in banking and financial services for model validation roles

While both roles require quantitative expertise and relevant certifications, Senior Model Risk Management focuses on overseeing and managing model risks at a strategic level, whereas Model Validation Analysts concentrate on testing and validating models to ensure accuracy and compliance.

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Senior Model Risk Management jobs near you

Manager, Risk Analytics/Modeling

Charles Schwab Inc.

Westlake, TX • On-site

$100K - $140K/yr

Full-time

Posted 8 days ago

Job description

Your Opportunity
At Schwab, you're empowered to make an impact on your career. Here, innovative thought meets creative problem solving, helping us challenge the status quo and transform the finance industry together. We believe in the importance of in-office collaboration and fully intend for the selected candidate for this role to work on site in the specified location(s).
The Asset Liability Management and Market Risk Modeling team within Corporate Treasury develops and maintains models that inform financial forecasting, market risk measurement, capital stress testing, and balance sheet strategy. As a Manager, ALM & Market Risk Modeling, you will serve as an individual contributor supporting fixed-income and mortgage modeling capabilities used to evaluate investment securities, loans, structured products, spreads, accumulated other comprehensive income, capital, and net interest income.
In this role, you will execute, monitor, test, and enhance AD&Co models and related analytics for agency and non-agency mortgage products, prepayment behavior, credit performance, asset-backed securities, option-adjusted spreads, fair value, income, and capital stress scenarios. You will apply analytical thinking and sound decision-making to assess model performance, investigate changes in results, conduct backtesting and benchmarking, and strengthen documentation, controls, and issue remediation.
Your work will help Schwab produce controlled, reliable, and insightful modeling outputs that support business-as-usual forecasting, market risk management, capital planning, and investment portfolio decisions. You will collaborate across Treasury, Finance, Investments, Risk, Capital Planning, and Model Risk Oversight, adapting your approach as priorities and market conditions evolve while clearly communicating model results, key drivers, production status, and emerging risks.
What you have
Required qualifications
  • Bachelor's degree in Applied Mathematics, Engineering, Finance, Economics, Statistics, Computer Science, or a related quantitative discipline
  • 3+ years of relevant professional experience, or an equivalent combination of professional experience and graduate study, in banking, balance sheet management, asset liability management, market risk, or capital stress testing
  • Experience using in-house or third-party prepayment models, including AD&Co or a comparable platform, to support balance sheet management, financial forecasting, or stress testing
  • Knowledge of fixed-income modeling concepts, including duration, optionality, option-adjusted spreads, accumulated other comprehensive income, sensitivity analysis, and scenario-based risk analysis
  • Knowledge of mortgage prepayment behavior, including refinance incentives, burnout, turnover, seasonality, and borrower credit characteristics
  • Experience supporting model development and evaluation through feature selection, backtesting, performance monitoring, benchmarking, and model tuning
  • Experience using Python, SQL, Microsoft Excel, or comparable analytical tools for data analysis, model monitoring, workflow automation, and controlled evidence retention
  • Ability to apply analytical thinking, problem solving, and attention to detail when evaluating model results, identifying risks, and escalating issues in a controlled environment

Preferred qualifications
  • Advanced degree in a quantitative or technical discipline
  • CFA, FRM, PRM, or a comparable professional designation
  • Experience with capital stress testing, including Comprehensive Capital Analysis and Review or company-run stress testing processes
  • Experience developing or supporting models for asset-backed securities, mortgage products, structured finance, spreads, option-adjusted spreads, fair value, income, or accumulated other comprehensive income
  • Experience establishing and executing model controls, including input reviews, output reasonableness checks, sensitivity analysis, documentation, and evidence retention
  • Experience supporting model validation, regulatory or internal audits, issue remediation, and audit readiness
  • Ability to interpret complex analytical results, identify meaningful drivers of change, and communicate conclusions clearly to technical and nontechnical stakeholders
  • Demonstrated adaptability when managing multiple priorities, responding to changing assumptions, and solving problems with incomplete or evolving information
  • Ability to build collaborative relationships across Treasury, Finance, Investments, Risk, Capital Planning, and Model Risk Oversight

In addition to the salary range, this role is eligible for bonus or incentive opportunities.

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