Model Risk Management Lead, Machine Learning
Core
Lead the Model Risk Management (MRM) framework to identify, quantify, monitor, mitigate, and report on model risk for machine learning models used in credit underwriting, credit risk, and fraud detection.
Role type
Senior IC Model Risk Management Lead (Machine Learning)
Builds
MRM framework and validation reports for critical business models
Domain
Fintech / Credit Risk / Machine Learning
Deliverable
production ML models
Required skills
Machine learning modeling, credit underwriting, credit risk management, fraud detection, Python, SQL, scikit-learn, PySpark, cloud-based coding environments, critical thinking, problem solving
Preferred skills
None stated
Technologies
Python, SQL, scikit-learn, PySpark
Responsibilities
Perform independent challenges of ML models through validation and ongoing monitoring, Identify model weaknesses and opportunities for improvement, Collaborate with model owners to remediate validation findings, Partner cross-functionally to implement and maintain the MRM framework, Partner with Internal Audit and Compliance to resolve audit and regulatory requests
Seniority
Senior, hands-on IC
