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VP - Machine Learning Model Validation

  • Job type: Permanent
  • Location: Dallas, Texas
  • Salary: £100000 - £130000 per annum
  • Job reference: 175551/001_1541459265
  • Sector: Selby Jennings, Risk Management
  • Date posted: 05/11/2018

Machine Learning and Artificial Intelligence is reshaping the way that banks conduct business and the way creditworthiness is determined. This opportunity will sit on one of the largest global investment bank's model validation teams with over 200 million consumers across 160 countries. You will be validating and back testing models that have been developed with machine learning and assuring optimal model performance. You will primarily be working on Loss Forecasting for their unsecured lending portfolio for North America. This opportunity will call for collaboration with model developers, model risk governance, internal auditors and regulators.

Responsibilities:

  • Serve as a SME for junior individuals on the model risk validation team.

  • Have a hands-on contribution to the development and enhancement of model risk management policies and guidelines.

  • Ensure that all changes that have been implemented are properly documented for the FED.

  • Validate and Stress test machine learning retails credit risk models.

Requirements:

  • Master's degree or above in a quantitative field ( stats, physics, computer science, Etc.)

  • Proven track record using and testing machine learning models.

  • Experience managing a team is a bonus

  • Ability to interpret and analyze large amounts of data and complex information.

  • Great communication skills is a MUST.

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