Data Scientist - Specialist
Core
Lead Model Risk Management team to validate statistical and advanced AI models, ensuring regulatory compliance and risk governance.
Role type
Senior IC data scientist (model risk management) with team leadership
Builds
Validated AI/ML models and risk governance frameworks for credit risk and financial services
Domain
Financial services / Credit risk / Model Risk Management
Deliverable
production ML models
Required skills
Generative AI and agentic AI expertise, advanced forecasting analytics, predictive modeling, Big Data environments, model risk management, regulatory compliance, team mentorship, hands-on model validation, deep-dive analysis, innovative validation approaches, model monitoring, stakeholder advisory, report writing
Preferred skills
Credit risk model development, managing teams of 6+ direct reports, regulatory modeling (ECL, Stress testing, CECL/IFRS9), cloud platforms (GCP, Azure, AWS), AI agents and multi-agents frameworks
Technologies
SAS, SQL, R, Python, Scala, Spark, UNIX/LINUX, Google Cloud Platform
Responsibilities
Lead and mentor a high-performing team of model validators, oversee complex validation projects from design to delivery, perform hands-on model validations and deep-dive analysis, develop and execute comprehensive validation test designs, critically assess model documentation and code, conduct research on emerging analytical techniques, serve as a trusted advisor on model design and risk mitigation, review model monitoring plans, drive enhancement of Model Risk Management procedures, collaborate with stakeholders on governance frameworks, manage inquiries from auditors and regulators
Seniority
Senior, hands-on IC with team leadership