I am looking to speak with any experts in AI / ML models with experience in Model Validation, MRM, or Model Development who have worked in the 2nd line. I am working with a top financial institution who is looking to bring on someone with 10-15 years of experience to lead a small team and help booster the AI / ML capabilities of the firm. This team is led by one of the top leaders in the Model Risk who will be able to provide a strong runway and impact on the business.
Location : Chicago, D.C., Dallas, NYC
Responsibilities :
Reviewing analytical methods and quantitative models for both new and existing products / portfolio.
Serving as the Model Risk lead for model testing and validation.
Developing validation reports based on rigorous theoretical and analytical reviews of models.
Acting as an advisor and leader for team members, ensuring schedules are met and technical problems are resolved efficiently.
Overseeing validation of credit decisioning models and participating in credit strategy review / challenge process.
Managing validation of models utilizing modern ML / AI techniques such as Neural networks, Random Forest, and various boosting algorithms.
Qualifications :
Advanced degree in a quantitative field
10 years of professional work experience in quantitative analytics, model risk management, model validation, or model development
Proficiency in at least one programming language such as Matlab, STATA, Python, C++, SAS, R
Deep understanding of both statistical and AI / ML techniques.