Data Scientist - Specialist
Core
Lead the Model Risk Management team in validating statistical and advanced AI models, including generative and agentic AI, 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
Domain
Financial services / Model Risk Management / Generative AI
Deliverable
production ML models
Required skills
Generative AI, Agentic AI, Predictive modeling, Machine learning, Big Data, SAS, SQL, R, Python, Scala, Spark, UNIX/LINUX, Google Cloud, Model Risk Management, Regulatory compliance
Preferred skills
Credit risk model development, Team management (6+ reports), ECL, Stress testing, CECL/IFRS9, Cloud platforms (GCP, Azure, AWS), AI agents frameworks
Technologies
SAS, SQL, R, Python, Scala, Spark, Google Cloud, UNIX, LINUX
Responsibilities
Lead and mentor a team of model validators, oversee complex validation projects, perform hands-on model validations, develop validation test designs, assess model documentation and code, conduct research on emerging AI techniques, advise stakeholders on risk mitigation, review model monitoring plans, enhance MRM procedures, manage regulatory inquiries
Seniority
Senior, hands-on IC with leadership
