AVP, Model Validation
Core
Lead independent validation of credit, fraud, and marketing models to ensure compliance with Model Risk Management policies and regulations.
Role type
Senior IC model validation analyst (financial services)
Builds
Production ML and statistical models for consumer finance
Domain
Financial services / Credit risk / Regulatory compliance
Deliverable
production ML models
Required skills
Model validation, statistical analysis, Python, R, SAS, SQL, Spark, H2O, SageMaker, AWS, US regulatory requirements (OCC/SR 11-7), large dataset analysis
Preferred skills
Generative AI model validation, project management, credit card/consumer finance product knowledge
Technologies
Python, R, SAS, SQL, Spark, H2O, SageMaker, AWS
Responsibilities
Perform end-to-end validation of new and existing models, review and maintain validation documentation, collaborate with business teams to identify model risks, support regulatory examinations and internal audits, provide technical consultation on model risk management solutions
Seniority
Senior, hands-on IC
