Data Scientist - Model Validation - Indaiatuba/SP
Core
Validating predictive models for Credit Risk, Treasury, Accounting, Sales, and Marketing to ensure compliance with Model Risk Management policies and regulatory expectations.
Role type
Model Validation Data Scientist
Builds
Validated models and risk assessments supporting sound business decisions
Domain
Finance / Banking / Model Risk Management
Deliverable
production ML models
Required skills
Statistical modeling, Machine learning, Time series analysis, Regression techniques, Classification models, Credit scoring frameworks, Python, R, Databricks, SAS
Preferred skills
Independent model reviews, Conceptual soundness assessments, SR 11-7/SR 26-2/CECL compliance, Model lifecycle management, Generative AI evaluation, Finance and accounting concepts, Lending/banking industry knowledge
Technologies
Python, R, Databricks, SAS
Responsibilities
Perform validation activities for models covering Credit Risk, Treasury, Accounting, Sales and Marketing; Evaluate compliance of models with internal Model Risk Management policies and regulatory expectations; Assess model limitations, risks, controls, and business usage to ensure appropriate governance and risk mitigation.
Seniority
Mid-Senior, hands-on IC
