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.
