Senior Associate, Data Scientist - Model Risk Audit
Core
Review enterprise-wide models and model risk practices to raise issues and provide assurance to the Audit Committee.
Role type
Senior Associate, Data Scientist (Model Risk Audit)
Builds
Assurance reports and analytical solutions for model risk management
Domain
Financial services / Model Risk Management
Deliverable
dashboards & analysis
Required skills
Statistical modeling, model validation, backtesting, clustering, classification, sentiment analysis, time series, deep learning, Python, SQL, AWS
Preferred skills
Master's or PhD in STEM, AWS experience, Python/Scala/R, machine learning, SQL
Technologies
Python, Conda, AWS, H2O, Spark
Responsibilities
Partner cross-functionally with data scientists, software engineers, and product managers; leverage technology stacks to reveal insights in numeric and textual data; build ML models through design, training, evaluation, validation, and implementation; translate technical complexity into business goals.
Seniority
Senior, hands-on IC