Ameriprise Financial has an exciting opportunity for a Quantitative Model Validator position! This position will be responsible for leading and implementing model validation activities, including validation, annual review, ongoing monitoring, findings management, and model use approvals. Key Responsibilities: The Quantitative Model Validator position will report directly to Model Validation Leadership for Finance, Wealth, and Asset Management and will lead evaluation of the conceptual soundness of low- to moderate-risk models and assess limitations and suitability for use. May be responsible for coordination of validation projects with 1-2 people. Will demonstrate knowledge in one or more key model risk areas of credit risk, capital and stress, ALM and liquidity, asset management, or market and counterparty risk. Required Qualifications: Has a proven track record with a minimum of four years of experience with Masters (or two years with PhD) in model risk management in banking or insurance. Has a master's degree in science, data science, math, statistics, or related area. Previous people or project leadership experience and shown ability to coach and mentor people. Confirmed ability to apply both strategic and analytic techniques to provide business solutions and recommendations. Ability to work independently with high initiative and comfortable working optimally in a collaborative team environment. Proven success in communicating sophisticated information to senior management in a compelling fashion. Strong written and verbal communication skills. Leads organizational change with varying audiences, can successfully influence partners. Preferred Qualifications: PhD in science, data science, math, statistics, or related area. Familiarity with SR 11-7, OCC 2011-12, or similar regulatory guidance.