Manager, Data Science - Model Risk Office
Core
Validate payment network business models (fraud, AML, counterparty, financial) and assess model risks in accordance with regulatory guidance.
Role type
Manager, Model Risk Validation
Builds
Validated models and risk assessments for payment networks
Domain
Financial services / Regulatory compliance / Machine Learning
Deliverable
production ML models
Required skills
Model validation, statistical modeling, machine learning, open-source programming, relational databases, regulatory compliance (SR 11-7), data analytics
Preferred skills
AWS, Python, Scala, R, deep learning, clustering, time series analysis
Technologies
Gradient Boosting, Random Forest, AWS, Python, Scala, R, open-source tools
Responsibilities
Perform independent model validations for fraud, AML, counterparty, and financial models; validate modeling approaches including rule-based systems and ML models; communicate technical concepts to non-specialist audiences; maintain model efficiency and accuracy; develop transparent documentation.
Seniority
Manager, hands-on IC with team leadership
