Model Risk Manager

Mercury is seeking a Model Risk Manager to develop and manage a risk-based Model Risk Management program as the company prepares for regulation as a bank. The role involves conducting independent validations and reviews of both internal and external models related to various areas such as credit, fraud, and finance. Daily tasks include evaluating model methodologies, assumptions, data quality, and performance through various testing methods like outcomes analysis and sensitivity testing. The position requires strong analytical skills and the ability to navigate regulatory expectations while collaborating effectively with teams across the organization. Candidates should be comfortable in a fast-paced environment and possess the ability to provide constructive challenges to model developers and users. The role is remote, allowing for flexibility in work arrangements. This position is suitable for individuals who can balance technical analysis with business context and who thrive in collaborative settings. Specific qualifications or experience requirements are not mentioned in the advert.