Model Risk Management Lead, Machine Learning
New
A
AffirmFinancial Services
Remote USFull-TimeLead
SalaryUSA base pay range (CA, WA, NY, NJ, CT) per year: $185,000 - $245,000; USA base pay range (all other U.S. states) per year: $164,000 - $224,000
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Job Details
- Experience
- 4-6 years
- Required Skills
- PythonSQLMachine LearningData sciencescikit-learnPySpark
Requirements
- 4-6 years of professional experience in related technical areas such as model development, model validation, or data science.
- Deep and broad knowledge and experience in machine learning modeling, credit underwriting, credit risk management, and/or fraud detection and fraud risk management.
- Proven ability to work with scripting languages such as Python.
- Experience working with large-scale datasets using SQL.
- Extensive experience with machine learning platforms and frameworks including scikit-learn and pyspark.
- Experience with cloud-based coding environments and databases.
- BS, MS, or PhD in a quantitative field such as Math, Data Science, or Computer Science.
- Strong detail orientation and curiosity about data, models, and algorithms.
- Demonstrated critical thinking and problem-solving skills.
- Extraordinary interpersonal and verbal/written communication skills.
Responsibilities
- Perform independent challenges of machine learning models used for credit underwriting, credit risk, and/or fraud detection 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.
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