30 Nov
North Carolina,
Charlotte
, 28201
Charlotte
USA
Vacancy expired!
- The candidate will assist model development groups with review and remediation of model development documentation prior to validation submission
• Review model development documentation, identify gaps against the current model development required standards, determine action items, and remediate gaps • Communicate findings to model development teams • When required, work on champion model review and potential re-development/optimization and/or challenger model development• Track remediation progress • Liaison with model development and model risk management teams • Hands-on role in tracking and advising on post-deployment ongoing monitoring Requirements: • 5+ years of hands-on model risk management or banking model development experience • Familiarity with model risk management standards and regulation (e.g., SR 11-7) • Attention to detail • Good communication skills • Ability to work across multiple threads • Good analytical skills to breakdown requirements and establish remediation plans • Familiarity with machine learning techniques and algorithms • Experience in at least one of the following: Python, SAS, Java • Master's Degree in Statistics, Mathematics, Data Science, Engineering, Computer Science, Economics, or related quantitative field • Chartered Financial Analyst (CFA), Financial Risk Manager (FRM), Project Management Professional (PMP), or history of AI/Client related journal publications • 5-7 years of experience • Quantitative skills applied to modeling • Hands-on experience with using machine learning techniques and algorithms and getting them to production (statistical models, ensemble and deep learning models) • Previous data science-related work experience and domain expertise within the banking/financial sector • A strong theoretical understanding of Client/AI modeling techniques and algorithms • Statistical computer languages (Python (preferred), R SAS, etc.) • Able to work as a W2 employee (no Corp-to-Corp)
Vacancy expired!
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