Model Risk Management Lead, Machine Learning
Core
Establish, maintain, and oversee an effective Model Risk Management (MRM) framework to identify, quantify, monitor, mitigate, and report on model risk throughout the company, specifically for machine learning models used in credit underwriting, credit risk, and fraud detection.
Role type
Model Risk Management Lead (Machine Learning)
Builds
MRM framework and validation reports for credit and fraud ML models
Domain
Fintech / Credit Risk / Machine Learning
Deliverable
production ML models
Required skills
Machine learning modeling, credit underwriting, credit risk management, fraud detection, Python, SQL, scikit-learn, PySpark, cloud-based coding environments, large-scale dataset handling
Preferred skills
None stated
Technologies
Python, SQL, scikit-learn, PySpark
Responsibilities
Perform independent challenges of machine learning models 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
Seniority
Mid-level (4-6 years experience)