AVP, Model Validation

Role Overview

• Lead validation projects and validate models with minimal supervision
• Perform model validation for credit acquisition, account management, fraud, and marketing models
• Analyze large data sets and support discussions on key analytics and model risks
• Collaborate with business teams to uncover model risks
• Support regulatory examinations and internal audits of the modeling process

Requirements

• Master's degree in Statistics, Mathematics, Data Science or related quantitative field
• 4+ years' experience in model development/model validation experience in financial services, banking, or retail
• 4+ years of hands-on proven experience with data science and statistical tools including Python, R, SAS, SQL, SPARK, Data Lake, H2O, SageMaker and AWS
• 4+ years of statistical analysis and handling large amounts of data and analyzing for trends
• 4+ years of experience with the application of US regulatory requirements for Model Risk Management
• Ability and flexibility to travel for business as required.

Tech Stack

• AWS
• Python
• Spark
• SQL

Benefits

• Flexible working arrangements
• Educational reimbursement
• Annual bonus based on performance