Model Risk Management Lead, Machine Learning

What You’ll Do

Perform independent challenges of machine learning models used for credit underwriting, credit risk, and/or fraud detection through thorough validation and ongoing monitoring

Identify model weaknesses and opportunities for improvement

Collaborate with model owners to remediate model validation findings

Partner cross-functionally to implement and maintain the company’s MRM framework

Partner with Internal Audit, Internal Controls, and Compliance to ensure timely resolution of audit and regulatory requests

What We Look For

4-6 years of professional experience in related technical areas such as model development, model validation, data science

Deep and broad knowledge and experience in machine learning modeling, credit underwriting, credit risk management, and/or fraud detection and fraud risk management

Proven ability to work with script languages(e.g., Python) and large-scale dataset (e.g., SQL)

Extensive experience with machine learning platforms and frameworks (e.g., scikit-learn, pyspark) and cloud-based coding environments and databases

BS, MS, or PhD in a quantitative field such as Math, Data Science, Computer Science

Oriented toward detail, curious about data/models/algorithms, skilled at critical thinking and problem solving

Extraordinary interpersonal and verbal/written communication skills

Skills Required
4-6 years professional experience in model development, model validation, or data science
Deep knowledge and experience in machine learning modeling, credit underwriting, credit risk management, and/or fraud detection
Proven ability with scripting languages (e.g., Python) and large-scale datasets (e.g., SQL)
Extensive experience with machine learning frameworks (e.g., scikit-learn, pyspark) and cloud-based coding environments and databases
BS, MS, or PhD in a quantitative field such as Math, Data Science, or Computer Science
Strong attention to detail, curiosity about data/models/algorithms, critical thinking and problem solving
Extraordinary interpersonal and verbal/written communication skills