Lead enterprise-wide approach to model validation and risk oversight. Lead, mentor, and grow teams responsible for model validation, risk assessment, and regulatory compliance. Oversee end-to-end model validation for high-impact models (Credit Risk, Treasury Risk, Market Risk, Pricing, Forecasting, Capital Stress Testing, AI, Financial Crimes). Approve validation methodologies including conceptual soundness, outcome analysis, and benchmarking. Monitor model performance metrics and remediation progress. Serve as key point of contact for regulators. Collaborate with heads of Modeling, Data Science, Finance, Risk, and Technology. Requires Master's Degree or PhD in quantitative discipline (engineering, mathematics, physics, statistics, econometrics). Strong understanding of regulatory guidance (SR 11-7, CCAR, Basel, CECL). Minimum 10 years experience in model risk, model validation, or quantitative risk management, including leadership roles. Proficiency in analytical tools (Python, C/C++, C#, Java, MATLAB, SAS).