Sr. Model Validation Manager

Hyundai Capital America • Irvine, CA

97d • $171,000 - $265,000

About The Position

The Sr. Model Validation Manager is responsible for the validation of Predictive and Gen AI/ML models, the model performance monitoring and reporting, and enhancements to the model governance policy, validation procedures, and documentation templates.

Requirements

• 10+ years' experience in model development, model validation, End-User Computing (EUC) verification and enterprise risk management, and in large financial institutions such as Banking and Auto Finance.
• Experience with Predictive and Gen AI/ML model development and validation best practices preferred.
• Graduate degree in a quantitative discipline (e.g., Statistics, Economics, Financial Engineering, Mathematics, Physics, Data Science).
• Certification/Training in Predictive and Gen AI/ML model development and validation preferred.
• Strong analytics background (linear and logistic regression techniques, time-series modeling, matrix algebra, stochastic calculus, simulation).
• Strong programming skills: SAS, Python, R, and VBA.
• Familiarity with ML libraries (Scikit-learn, TensorFlow, PyTorch), and model management platforms experience with AWS SageMaker, SAS Viya and Gen AI applications.
• Demonstrate strong presentation skills and ability to explain complex data analysis and modeling methodologies/techniques.
• Ability to work on multiple projects and pay attention to details and timeline.

Responsibilities

• Perform baseline and periodic validations of risk models such as for portfolio loss (CECL, IFRS) and residual value loss forecasting, credit risk scorecards and risk appetite, and non-risk models such as Pricing, Treasury, Marketing and Collections models.
• Validate both Predictive and Gen AI/ML models.
• Verify End User Computing (EUC) tools.
• Write model validation and EUC verification reports.
• Prepare and deliver effective presentations summarizing results of validations to senior management.
• Actively engage in the model development process for new models.
• Manage third-party vendors used for performing validations.
• Full ownership of the HCA performance monitoring program.
• Implement model performance automation across HCA by executing and debugging relevant monitoring codes.
• Modify and write any requisite codes, and/or generate the monitoring reports in SAS Viya or AWS SageMaker.
• Perform ongoing monitoring, compiling results and reporting to the Enterprise Risk Inventory and Risk Control Committee (RCC) on the model performance of critical models in HCA.
• Enhance HCA's model governance policy covering Predictive and Gen AI/ML framework in alignment with evolving regulatory guidance.
• Maintain model validation procedures.
• Enhance model documentation template.
• Prepare and deliver effective presentations to senior management on the status of model risk management and other complex topics.
• Maintain the model inventory, including managing the periodic attestation process.

Benefits

• Medical, Dental and Vision plans that include no-cost and low-cost plan options.
• Immediate 401(k) matching and vesting.
• Vehicle purchase and lease discounts plus monthly vehicle allowances.
• Paid Volunteer Time Off with company donation to a charity of your choice.
• Tuition reimbursement.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Industry: Credit Intermediation and Related Activities
• Education Level: Master's degree