Opportun
San Carlos, CA
1,001-5,000 employees
Oportun is an A.I.-powered digital banking platform that seeks to make financial health effortless for anyone.
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