Senior Model Validation Analyst

Description Location: On site at location listed in job posting

SUMMARY

At First Horizon, the Senior Model Risk Consultant, under the supervision of the Director of Model Risk Management, will be responsible for executing best‑in‑class model validation activities to ensure models across First Horizon are conceptually sound relative to their intended use and performing as expected as well as ensuring compliance with our bank‑wide model risk management framework including its policies and procedures. This key member of the Model Risk Management team will work closely with model developers, owners, and business units to ensure effective governance and minimize model risk. Primary Responsibilities Validates CECL, Stress Testing, and other economic models used by the Bank using various statistical and advanced testing techniques Critically evaluates the conceptual soundness of models and evaluates alternative theories Designs and executes appropriate tests to determine whether models work as designed and monitors existing models for adequate performance Work collaboratively with other model risk analysts as well as model owners, developers, and users Requirements Master’s degree in Mathematics, Computational Finance, Econometrics, Mathematics, Statistics, or related field Three years of work experience validating econometric or time series regression models. Relevant PhD work can be substituted for work experience. Strong knowledge of regulatory requirements for Model Risk Management with proven track records of delivering regulatory requirements Strong critical thinking skills and a detail‑oriented nature to challenge models developed internally and by vendors Excellent verbal and written communication skills are necessary (ability to explain complex ideas in simple, non‑technical language) In depth knowledge of at least two of the following: DFAST, CCAR, CECL, AML Preferences PhD degree in Mathematics, Computational Finance, Econometrics, Statistics, or related field Five years of experience validating econometric or time series regression models Skills and Competencies Strong ability and training in time series regression models Proficiency in Python and R Ability to learn additional systems as needed Ability to research, analyze data, and derive facts Ability to work under pressure and meet deadlines Strong verbal, written communication, and organizational skills Strong work ethic and self‑motivation Hours Monday - Friday

9:00 AM - 5:00 PM

Benefit Highlights Medical with wellness incentives, dental, and vision HSA with company match Maternity and parental leave Tuition reimbursement Mentor program 401(k) with 6% match Equal Opportunity Employer / Protected Veterans / Individuals with Disabilities This employer is required to notify all applicants of their rights pursuant to federal employment laws. For further information, please review the Know Your Rights notice from the Department of Labor. #J-18808-Ljbffr First Horizon Bank