Support the development of credit risk management and business intelligence analytic solutions. Design and develop programs for data extraction, segmentation and statistical analysis on large population datasets using languages such as R, Python, SQL, Hive, and Spark on server and cloud-based computing platforms. Assist in the creation and maintenance of model risk management policies, procedures, and guides establishing and reinforcing the model risk management framework. Collect and maintain supporting model documentation from model developers for validation. Respond to documentation requests from clients, regulators or internal auditors while balancing the protection of intellectual property. Collaborate with model developers and other stakeholders to streamline the model governance process. Maintain model inventory including recommending and implementing enhancements as appropriate. Create and manage the annual model validation plan. Develop, maintain, and present model risk management training materials to key stakeholders. Technical environment: big data and cloud computing technologies, machine learning, statistics, applied mathematics, R, SQL, Hive, Python, model risk governance and controls, model risk management, Hadoop, Spark.
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Job Type
Full-time
Career Level
Mid Level