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
Requirements
- 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
