Model Validation Lead - Fraud Machine Learning

Key Skills

Java Programming, Python Programming, C++, C Programming, SQL, Cloud computing, Scala Programming, Machine learning techniques, Data science techniques, MATLAB Programming, PyTorch, TensorFlow, R Programming

Job Description

We’re looking for an intelligent, driven professional to join our Model Risk Management (MRM) team. This team seeks to establish, maintain and oversee an effective MRM framework to identify, quantify, monitor, mitigate and report on model risk throughout the company. You will have an outstanding opportunity to work cross-functionally to develop a profound understanding of models that drive critical business decisions, and add value to the company by mitigating risks due to ineffective model design or model misuse.

What you'll do

• Perform independent challenges of machine learning models used for fraud detection/fraud risk management through thorough validation and ongoing monitoring. Identify model weaknesses and opportunities for improvement;
• Collaborate with model owners to remediate model validation findings;
• Partner cross-functionally to implement and maintain the company’s MRM framework;
• Partner with Internal Audit, Internal Controls, and Compliance to ensure timely resolution of audit and regulatory requests.

What we look for

• 3-6 years of professional experience in related technical areas such as model development, model validation, data science
• Deep and broad knowledge and experience in machine learning modeling, fraud detection, and fraud risk management
• Strong coding skills in Python, SQL
• BS, MS, or PhD in a quantitative field such as Math, Data Science, Computer Science
• Oriented toward detail, curious about data/models/algorithms, skilled at critical thinking and problem solving
• Extraordinary interpersonal and verbal/written communication skills

Location - Remote U.S.