Principal Associate, Data Science - Model Risk Office
Core
Partner with cross-functional teams to identify and quantify model risks, build ML models to challenge production 'champion models', and contribute to the model governance framework.
Role type
Principal Associate, Data Science (Model Risk)
Builds
Machine learning models for model validation and governance frameworks
Domain
Financial Services / Model Risk Management
Deliverable
production ML models
Required skills
Statistical modeling, Machine learning, Python, SQL, Data analytics, Risk quantification, Model validation
Preferred skills
AWS, Scala, R, Deep learning, Clustering, Classification, Time series analysis
Technologies
Python, Conda, AWS, Spark, SQL
Responsibilities
Partner with data scientists and engineers to quantify model risks; Build ML models to challenge deployed champion models; Contribute to the model governance framework; Validate models across multiple business domains; Present model risk impacts to executives.
Seniority
Senior, hands-on IC
