Data Scientist - Model Governance
Core
Develop and maintain model risk management policies, procedures, and documentation to support independent validation and regulatory compliance for credit risk models.
Role type
Model Governance Specialist (Data Science)
Builds
Model risk management framework, validation plans, and standardized documentation templates
Domain
Financial Services / Credit Risk / Regulatory Compliance
Deliverable
dashboards & analysis
Required skills
Model risk management, model validation, regulatory documentation, data extraction, statistical analysis, project management, SQL, Python, R, Hive, Spark
Preferred skills
Credit bureau data expertise, model governance subject matter expertise, global organization experience, Hadoop
Technologies
R, Python, SQL, Hive, Spark, Hadoop, Microsoft Office
Responsibilities
Support creation of model risk management policies and standards; Collect and maintain model documentation for validation; Respond to documentation requests from clients and regulators; Partner with stakeholders to streamline governance processes; Maintain enterprise model inventory; Develop annual model validation plan; Create training materials for model developers; Design programs for data extraction and statistical analysis.
Seniority
Mid-Senior, hands-on IC