Quantitative Analytics Manager- Model Risk
Core
Leading the validation of predictive and machine-learning models for business needs using statistics, advanced mathematical techniques, and computer science to answer predictive and prescriptive questions.
Role type
Senior IC quantitative analytics manager (model risk)
Builds
Production ML models and analytical frameworks for credit risk, stress testing, and CECL
Domain
Financial services / Quantitative analytics
Deliverable
production ML models
Required skills
Advanced modeling techniques (XGBoost, LightGBM, Random Forest), SQL/NoSQL, Python/R/SAS, cloud-based computing, distributed computing, data quality assessment, model validation, statistical analysis, business acumen
Preferred skills
Leadership, coaching, strategic partnership, emerging techniques evangelism
Technologies
XGBoost, LightGBM, Random Forest, Python, R, SAS, SQL, NoSQL, Microsoft Office Suite
Responsibilities
Independently assess and validate models and analytical frameworks, evaluate data preparation practices against standards, coach others on data modeling methods, communicate technical observations to senior executives, establish standards and best practices for modeling, identify and employ emerging techniques
Seniority
Senior, hands-on IC with leadership responsibilities