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Sr. Model Validation Manager

Sr. Model Validation Manager

Hyundai Capital AmericaUSA, California, Irvine
16 days ago
Job type
  • Full-time
Job description

Description

Who We Are

Through our service brands Hyundai Motor Finance, Genesis Finance, and Kia Finance, Hyundai Capital America offers a wide range of financial products tailored to meet the needs of Hyundai, Genesis, and Kia customers and dealerships. We provide vehicle financing, leasing, subscription, and insurance solutions to over 2 million consumers and businesses. Embodying our commitment to grow, innovate, and diversify, we strive to reimagine the customer and dealer experience and launch innovative new products that broaden our market reach. We believe that success comes from within and are proud to support our team members through skill development and career advancement. Hyundai Capital America is an Equal Opportunity Employer committed to creating a diverse and inclusive culture for our workforce. We are a values-driven company dedicated to supporting both internal and external communities through volunteering, philanthropy, and the empowerment of our Employee Resource Groups. Together, we strive to be the leader in financing freedom of movement.

We Take Care of Our People

Along with competitive pay, as an employee of HCA, you are eligible for the following benefits :

  • Medical, Dental and Vision plans that include no-cost and low-cost plan options
  • Immediate 401(k) matching and vesting
  • Vehicle purchase and lease discounts plus monthly vehicle allowances
  • Paid Volunteer Time Off with company donation to a charity of your choice
  • Tuition reimbursement

What to Expect

The Sr. Model Validation Manager is responsible for the validation of Predictive and Gen AI / ML models, the model performance monitoring and reporting, and enhancements to the model governance policy, validation procedures, and documentation templates.

What You Will Do

1. Model Validation

  • Perform baseline and periodic validations of risk models such as for portfolio loss (CECL, IFRS) and residual value loss forecasting, credit risk scorecards and risk appetite, and non-risk models such as Pricing, Treasury, Marketing and Collections models. This includes validating both Predictive and Gen AI / ML models.
  • Verify End User Computing (EUC) tools.
  • Write model validation and EUC verification reports.
  • Prepare and deliver effective presentations summarizing results of validations to senior management.
  • Actively engage in the model development process for new models.
  • Manage third-party vendors used for performing validations.

    • 2. Model Performance Monitoring

  • Full ownership of the HCA performance monitoring program that includes :

    • o Implementing model performance automation across HCA by executing and debugging relevant monitoring codes.

    o Modifying and writing any requisite codes, and / or generating the monitoring reports in SAS Viya or AWS SageMaker.

    o Perform ongoing monitoring, compiling results and reporting to the Enterprise Risk Inventory and Risk Control Committee (RCC) on the model performance of critical models in HCA.

    3. Model Governance

  • Enhance HCA's model governance policy covering Predictive and Gen AI / ML framework in alignment with evolving regulatory guidance, in particular around fairness, interpretability, and robustness.
  • Maintain model validation procedures.
  • Enhance model documentation template.
  • Prepare and deliver effective presentations to senior management on the status of model risk management and other complex topics.
  • Maintain the model inventory, including managing the periodic attestation process.

    • Qualifications

    What You Will Bring

  • 10+ years' experience in model development, model validation, End-User Computing (EUC) verification and enterprise risk management, and in large financial institutions such as Banking and Auto Finance.
  • Experience with Predictive and Gen AI / ML model development and validation best practices preferred
  • Graduate degree in a quantitative discipline (e.g., Statistics, Economics, Financial Engineering, Mathematics, Physics, Data Science). Certification / Training in Predictive and Gen AI / ML model development and validation preferred.
  • Strong analytics background (linear and logistic regression techniques, time-series modeling, matrix algebra, stochastic calculus, simulation). Although prior validation experience is highly desirable, a strong background in model development is essential.
  • Ability to work on multiple projects and pay attention to details and timeline.
  • Strong programming skills : SAS, Python, R, and VBA. Familiarity with ML libraries (Scikit-learn, TensorFlow, PyTorch), and model management platforms experience with AWS SageMaker, SAS Viya and Gen AI applications.
  • Demonstrate strong presentation skills and ability to explain complex data analysis and modeling methodologies / techniques.
  • Process of understanding problems and recognizing connections to prioritize and develop solutions that align with organization goals.

    • Work Environment

    Employees in this class are subject to extended periods of sitting, standing, and walking, vision to monitor and moderate noise levels. Work is performed in an at home and office environment.

    The posted salary range for this job takes into account the wide range of factors that are considered in making compensation decisions including but not limited to skill sets; experience and training; licensure and certifications; geographic location, and other business and organizational needs. Successful candidates may be hired anywhere in the salary range based on these factors. It is uncommon to hire candidates at or near the top of the range.

    California Privacy Notice

    This notice only applies to our applicants who reside in the State of California.

    The latest version of our Privacy Policy can be found here . This Privacy Policy provides you with notice, at or before the point of collection, about the categories of personal information to be collected from you, the purposes for which your personal information is collected or used, and whether that information is sold or shared, so that you can exercise meaningful control over our use of your personal information. We are providing this notice to comply with the California Consumer Privacy Act of 2018, as amended as amended by the California Privacy Rights Act of 2020 ("CCPA").

    If you have any questions about CCPA regarding California residents or HCA team members, please contact the Privacy Team at Privacy2@hcs.com .

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