Data Scientist
Role details
Job location
Tech stack
Job description
Model Validation: Conduct independent reviews and testing of quantitative models, including design approach, sampling approach, sensitivity analysis, and robustness checks. Risk Assessment: Assess models for conceptual soundness, data limitations, and quantitative biases (e.g., fairness and ethical AI standards). Compliance & Governance: Ensure all modeling lifecycles align with internal MRM frameworks and regulatory mandates. Effective Challenge: Provide constructive, actionable feedback and challenges to model developers regarding model design and limitations. Documentation: Author comprehensive validation reports and maintain documentation for audit purposes and senior management review
Requirements
Do you have experience in Technical writing within technology?, Do you have a Bachelor's degree?, Technical Proficiency: Strong coding skills in languages like Python, and SQL; experience with machine learning libraries (e.g., TensorFlow, PyTorch, scikit-learn). Statistical Expertise: Deep understanding of statistical modeling, probability, and advanced mathematical concepts. Domain Knowledge: Understanding of financial regulations (e.g., SR 11-7, CECL, CCAR) if working in banking. Soft Skills: Excellent technical writing and stakeholder communication; the ability to explain complex quantitative risks to non-technical business partners and legal/compliance teams., Qualifications : BACHELOR OF COMPUTER SCIENCE