Principal Associate, Data Science - Model Risk Office
Core
Lead validation of machine learning models and quantify risks to defend the company against model failures in the financial sector.
Role type
Principal Associate, Data Science (Model Risk)
Builds
Model governance framework and validation reports for production models
Domain
Financial Services / Model Risk Management
Deliverable
production ML models
Required skills
Machine learning model validation, statistical analysis, Python, SQL, AWS, risk quantification, team leadership, executive presentation
Preferred skills
PhD in quantitative field, AWS experience, Scala, R, deep learning, time series analysis
Technologies
Python, Conda, AWS, H2O, Spark, SQL
Responsibilities
Partner with cross-functional teams to identify and quantify model risks, lead teams building ML models to challenge champion models, validate models across business domains, present model risk impacts to executives, research and evaluate emerging technologies
Seniority
Principal, hands-on IC with leadership
