Model Risk Management Lead, Machine Learning

Responsibilities

• 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

Languages