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Model Validator

Raymond James

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Location:
United States , Saint Petersburg

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Category:
Finance

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Contract Type:
Not provided

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Salary:

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Job Description:

This entry-level position supports the Model Risk Management team in the independent validation of a variety of RJ models, including market risk, Pricing, asset management, capital markets (Fixed income and equity) and ALM models. The role involves assisting with model documentation reviews, data validation, testing, and reporting, in accordance with regulatory guidance (e.g., SR 11-7 and OCC 2011/12).

Job Responsibility:

  • Assist in developing model validation plans for our model inventories
  • Support reviews of model documentation, including model policies/procedures, model inputs, assumptions, model logic/calculations, model outputs, and model performance related metrics/thresholds, etc
  • Support reviews in model related data inputs/outputs
  • Assist with data testing, including completeness checks, threshold validation, and model logic testing
  • Help prepare validation reports, annual model review reports and supporting documentation
  • Monitor changes in model risk related regulations and internal model risk policies/procedures/manual
  • Maintain organized tracking of validation findings, issues, and remediations
  • Work closely with senior validators, model developers, and other stakeholders to support model validation activities
  • Help and support model ongoing monitoring, annual review and other independent model review tasks

Requirements:

  • Bachelor’s degree in finance, Economics, Mathematics, Data Science, Computer Science, or a related field
  • 1-5 years of professional experience in risk management, model risk, data analytics, audit, or related field
  • Knowledge of statistical concepts, stochastic calculus, Market risk, Derivative pricing and financial analysis
  • Knowledge of AI/ML models (including GenAI, Deep Learning, etc)
  • Knowledge of the role of models in financial services industry
  • Knowledge of financial models in the area of market risk, Counter party credit risk, Derivative and Pricing, capital markets and Asset Liability models
  • Experience in VaR, Counterparty credit risk, Equity and Fixed income asset classes
  • Knowledge of Model Risk Management regulatory guidance such as SR 11-7 and OCC 2011/12 (preferred, not required)
  • Skill in Microsoft Excel and Word for documentation, data analysis, and reporting
  • Skill in clear written and verbal communication, especially in organizing findings and writing summaries
  • Skill in analytical thinking, attention to detail, and structured problem-solving
  • Skill in using or learning basic tools such as SQL, R, or Python for data validation and analysis
  • Ability to understand how financial and non-financial models operate and produce outputs
  • Ability to learn regulatory expectations and apply them to model validation work
  • Ability to collaborate with cross-functional teams in model risk and other risk related business unit model stakeholders
  • Ability to follow structured validation procedures and meet project deadlines
  • Ability to document findings in a clear, professional language
  • Ability to grow in the role and take on increased responsibility over time

Nice to have:

  • Internship, academic project, or work experience related to financial or non-financial risk fields, model risk, financial data analysis, or compliance is a plus
  • Interest in professional development, including certifications such as CFA, FRM, CAMS is encouraged

Additional Information:

Job Posted:
March 10, 2026

Employment Type:
Fulltime
Work Type:
Hybrid work
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