Model Risk Manager

<h3><strong>About the role:</strong></h3> <p>Mercury is looking for a Model Risk Manager to help build and operate a practical, risk-based Model Risk Management program as we continue to scale and prepare for life as a regulated bank. </p> <p>Models support an increasingly broad range of decisions across Mercury, including credit underwriting, portfolio management, fraud prevention, BSA/AML, CECL, finance, liquidity, pricing, and operational processes. This role will provide independent review and effective challenge throughout the model lifecycle while helping Mercury apply governance proportionate to the actual risk of each model.</p> <p>This is a hands-on role for someone who can move comfortably between technical analysis, regulatory expectations, and business context. You will conduct model validations, challenge assumptions and limitations, improve our model inventory and monitoring practices, and work closely with te