Senior Data Scientist, Model Risk & Data Analytics, Internal Audit - AMS
Core
Build state-of-the-art analytics products and AI/ML models to enable continuous auditing, risk identification, and model risk management within the Internal Audit function.
Role type
Senior IC data scientist (model risk & audit)
Builds
Proprietary ML/AI models, data warehouses, ETL pipelines, and self-service analytics dashboards for audit teams
Domain
Financial services / Internal Audit / AI & Machine Learning
Deliverable
production ML models
Required skills
LLM auditing frameworks, model lifecycle risk assessment, bias/fairness quantification, hallucination rate measurement, transformer architecture expertise, SQL, Python (PyTorch, TensorFlow, scikit-learn), ML pipeline orchestration
Preferred skills
PhD in quantitative discipline, LLM Auditor methodology familiarity, data integration/ETL design, cloud infrastructure (AWS/GCP/Azure/Snowflake), large-scale data processing (Hadoop/Flink/MapReduce), front-end/back-end development
Technologies
Hugging Face Transformers, TensorFlow, PyTorch, scikit-learn, AWS, GCP, Azure, Snowflake, Hadoop, Flink, MapReduce
Responsibilities
Conduct audits on the model lifecycle ensuring compliance with quality and risk standards; Identify model vulnerabilities including bias, fairness violations, and security risks; Define and assess model performance metrics and stability analyses; Develop data warehouses and ETL pipelines to support audit engagements; Leverage ML/AI to automate business and audit processes; Provide data training to empower the audit team
Seniority
Senior, hands-on IC