Senior Data Scientist, Model Risk Management

Senior Data Scientist, Model Risk Management

This job is no longer open
ROLE DESCRIPTION
  • Perform independent model validation on the cutting-edge machine learning models and produce high-quality model validation reports, highlighting risks and limitations of the model in a concise manner.
  • Conduct independent testing on AI/ML models.
  • Communicate to business audiences through verbal and written presentations describing the results of the validation findings and mitigation actions.
  • Work closely with business owners/model users and developers to understand the business context for model use and facilitate the model approval process.
  • Stay up to date with regulatory expectations of model development, use, and validation activities.
  • Support Oportun’s the model risk management framework, including annual validation plans, model inventory, model risk ranking, and model risk governance.
  • Develop and maintain effective partnerships with key model stakeholders.
  • Support the coordination of model risk governance practices with the model users.
  • Attention to detail in both analytics and documentation.

REQUIRED QUALIFICATIONS
  • Master’s degree or PhD in Statistics, Mathematics, Computer Science, Engineering or Economics or other quantitative discipline.
  • 3+ years of practical quantitative programming experience with Python, SQL, Spark and/or Scala.
  • 3+ years of experience in financial risk model development or validation.
  • 3+ years of experience leveraging machine learning methodologies, such as GBM, XGBoost, and NLP etc.
  • Excellent writing and communication skills.
  • Good team player and willing to help and share.
This job is no longer open
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