A top 5 bank is looking to add to their model validation team with a focus on machine learning models. There will be plenty of learning/growth opportunities with this position. You will be exposed to different areas of business operations and a variety of modeling approaches.
Responsibilities:
- Manage the model review and validation for new and existing models
- Challenge the conceptual and technical soundness of the model's design, theory, and framework through various testing
- Interact with model developers, model sponsors, model users, and production, for model risk management related activities
- Assist the validation lead on quarterly and annual model performance review/re-validation, model inventory reconciliation, etc.
Qualifications:
- Minimum of a Master's degree in a quantitative field (statistics, mathematics, physics, or financial engineering) with 3+ years experience/training in machine learning
- Demonstrated programming skills in languages such as Python, R, SQL, C++, SAS, etc.
- 2+ years experience in model development/validation
- Good communication skills to communicate technical information verbally and in writing to both technical and non-technical audiences.
