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$51.5K

$111.6K

$170K

How much do weekend model risk management jobs pay per year?

As of May 30, 2026, the average yearly pay for weekend model risk management in the United States is $111,556.00, according to ZipRecruiter salary data. Most workers in this role earn between $90,000.00 and $129,000.00 per year, depending on experience, location, and employer.

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

To thrive in Weekend Model Risk Management, you need a solid background in quantitative analysis, statistics, and risk management, typically supported by a degree in finance, mathematics, or a related field. Familiarity with risk management frameworks, financial modeling software (such as SAS, Python, or R), and regulatory guidelines is crucial. Strong analytical thinking, attention to detail, and effective communication skills help differentiate top performers in this role. These skills ensure accurate risk assessment, compliance with regulations, and the ability to communicate complex findings to stakeholders even during off-peak hours.

What are some unique challenges faced by professionals working in Weekend Model Risk Management roles?

Professionals in Weekend Model Risk Management often face the challenge of addressing urgent model validation or risk assessment tasks outside of standard business hours, which requires strong time management and clear communication with weekday teams. Since model risk issues can arise unexpectedly, weekend teams must be adept at quickly assessing model performance, documenting findings, and escalating concerns as needed. Additionally, collaboration with cross-functional teams—such as compliance, IT, and front-office staff—is essential to ensure continuity of oversight and to resolve issues that may impact critical business decisions before the next trading week. This role offers exposure to a range of models and scenarios, helping build expertise and visibility within risk management functions.

What is Weekend Model Risk Management?

Weekend Model Risk Management refers to the process of identifying, assessing, and mitigating risks associated with financial and statistical models specifically over weekends or during non-standard business hours. This role is crucial for institutions that operate globally or require continuous monitoring to ensure models function properly and remain compliant even when regular staff may be unavailable. Weekend Model Risk Management professionals review model performance, validate data, and implement controls to prevent errors or breaches during off-peak times. Their work helps maintain the integrity and reliability of models used for trading, risk assessment, and decision-making.

What is the difference between Weekend Model Risk Management vs Weekend Quantitative Analyst?

AspectWeekend Model Risk ManagementWeekend Quantitative Analyst
CredentialsTypically requires risk management certifications, finance or quantitative degreesRequires quantitative degrees, often with programming skills
Work EnvironmentFocuses on risk assessment, model validation, complianceInvolves data analysis, model development, financial modeling
Industry UsageCommon in banking, asset management, financial institutionsCommon in hedge funds, investment banks, trading firms

Weekend Model Risk Management professionals focus on identifying and mitigating risks associated with financial models, ensuring compliance and accuracy. Weekend Quantitative Analysts primarily develop and analyze models to support trading and investment decisions. While both roles require quantitative skills and finance knowledge, their core responsibilities differ: risk management emphasizes validation and oversight, whereas quantitative analysis centers on model creation and optimization.

What cities are hiring for Weekend Model Risk Management jobs? Cities with the most Weekend Model Risk Management job openings:
What are the most commonly searched types of Model Risk Management jobs? The most popular types of Model Risk Management jobs are:
What states have the most Weekend Model Risk Management jobs? States with the most job openings for Weekend Model Risk Management jobs include:
Weekend Model Risk Management jobs near you

Enterprise Risk Management Department-Model Risk Management VP

Bank of China Limited, New York Branch

Manhattan, NY • On-site

$110K/yr

Full-time

Posted 12 hours ago

Job description

Introduction

Established in 1912, Bank of China is one of the largest banks in the world, with over $3 trillion in assets and a footprint that spans more than 60 countries and regions. Our long-term outlook, institutional weight and global breadth provide our clients with a stable and reliable financial partner, whether in Corporate or Personal Banking or our Trade Services, Commodities, Financial Institutions and Global Markets lines of business.

Overview

The job is a VP role in Model Risk Management team. The role contributes to implementing the model risk management framework including carrying out model risk governance activities and performing independent model validation. Specifically, regarding model validation, this role mainly drives and contributes to all kinds of model validations (e.g. credit risk, compliance risk, market risk/pricing, interest rate risk and liquidity risk types of models, etc.). This role will also get exposure to End User Computing (EUC) control framework enhancement and implementation. In general, this role is able to execute multi-tasks around model risk governance, conduct and add business values in model validation process, timely and effectively respond the requests from Regulatory and Internal Audit, and contribute in EUC control process.

Responsibilities

Model Validation

  • Conduct independently and drive the team to perform model validation mainly on credit risk related models by applying analytical skills for models defined in the model inventory and produce model validation reports

  • Independently coordinate the remediation of model validation findings and provide analytical guidance of the finding owners

  • Independently communicate with model developers/owner/users and senior management regarding validation findings and remediation activities

Model Risk Governance

  • Support and drive the team to implement the activities defined in model risk management framework and ensures that the Bank's model risk management framework continues to align with regulatory expectations

  • Support and drive the team to maintain model inventory and conduct annual model review/attestation processes

EUC Control

  • Contribute in EUC control framework maintenance and enhancement
  • Collaborate will relevant stakeholders to carry out the activities defined in EUC control framework

Other Duties

  • Support the other teams in ERM as needed.
Qualifications
  • Bachelor's degree required. Master's degree in Financial Engineering, Financial Mathematics, Mathematics, Statistics or Computer Science major preferred.
  • Minimum 6 years of financial modeling/analytical experience.
  • Demonstrate strong analytical and quantitative skills to understand and validate models effectively.
  • Demonstrate strong critical thinking and problem-solving skills with the ability to exercise sound and balanced judgment.
  • Demonstrate knowledge of SR11-7, supervisory guidance on model risk management, and other relevant banking regulations from regulators including OCC and FRB. 
  • FRM or CFA preferred.
Pay Range

Actual salary is commensurate with candidate's relevant years of experience, skillset, education and other qualifications.

USD $110,000.00 - USD $230,000.00 /Yr.Employment Type: FULL_TIME

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