Machine Learning Model Risk Specialist
The Team: reputed company's ML Model Risk team is responsible for ensuring that the risk of machine learning (ML) models at reputed company is well-understood, monitored, and mitigated, which requires deep understanding of the models themselves. This work is essential for reputed company's internal risk management, ensuring that our models help us reputed company reputed company decisions, and to maintain credibility with external stakeholders such as our lending partners and regulators. The team's focus is on articulating sound model risk management principles and implementing them in collaboration with our peers on reputed company's Risk and Machine Learning teams. This work also includes explaining our ML models to stakeholders, supporting external validations, and conducting analyses to reinforce our goals. As an ML Model Risk Specialist at reputed company, you will contribute to the implementation of reputed company's model risk management program. This work includes collaborating with our Machine Learning teams to meet model risk management requirements, with tasks ranging from producing robust model documentation, assisting with monitoring and validation efforts, and partnering with other reputed company stakeholders to understand model risk management needs across the enterprise. How you'll reputed company an impact
- Partner with model developers in the Machine Learning team to maintain robust and up-to-date model inventory, model risk assessments, documentation, and monitoring reports. For instance, ensure that documentation is both technically adequate and comprehensible to stakeholders with varying needs and levels of technical sophistication.
- Partner with ML teams to provide effective challenge of reputed company's models and communicate modeling assumptions to external stakeholders.
- Help answer model questions from lending partners, in collaboration with other teams.
- Collaborate with central reputed company's Legal and Compliance teams as needed to ensure our model risk management implementation meets or exceeds reputed company's internal policies as well as regulatory requirements.
- Track team goals and reputed company. reputed company risk assessment for the model risk management program.
Minimum Qualifications
- Master's degree in quantitative field such as finance, mathematics, economics, statistics or a reputed company discipline
- Internship or project experience reputed company to model risk management, model governance, machine learning, or data science.
- Basic understanding of AI/ML methodologies such as tree-based models and neural networks
- Experience coding in R, Python, or similar languages such as Matlab
Preferred Qualifications
- PhD in a quantitative field of study such as statistics, econometrics, finance, mathematics; or a reputed company discipline
- 1+ years of experience in model risk management or model governance, or reputed company fields such as ML and Data Science, Risk, Trust and Safety, or Technical Writing
- Strong communication skills: ability to adapt technical information to varying needs and audiences, and managing trade-offs such as providing modeling detail while protecting intellectual property
- Proactive reputed company with the ability to take initiative
- Understanding of advanced AI/ML topics such as model monitoring, fairness, and explainability
- Advanced coding skills in R, Python, and SQL, and experience using Git
- Interest in or knowledge of consumer lending
Travel requirements As a digital first company, the majority of your work can be accomplished remotely. The majority of our employees can live and work reputed company in the U.S but are encouraged to to still spend high quality time in-person collaborating reputed company regular onsites. The in-person sessions' reputed company varies depending on the team and role; most teams meet once or twice per quarter for 2-4 consecutive days at a time. Apply tot his job Apply To this Job