Our client, a leading Investment Bank located in New York, NY is seeking a Model Validation Analyst to join their growing Model Risk Management team. This person will strictly focus on VaR and CCR modeling across asset classes. Individual will be analyzing the conceptual soundness of risk models and engines, assessing model behavior and its suitability to particular products as well as the appropriateness of the model’s output risk sensitivities. Candidates must have experience with credit and/or market risk model validation. Client is conducting phone interviews as this person will be working REMOTE.