Accessibility Links

VP - Machine Learning Model Validation

  • Job type: Permanent
  • Location: Dallas, Texas
  • Salary: £100000 - £130000 per annum
  • Job reference: 175551/001_1541484839
  • Sector: Selby Jennings, Risk Management
  • Date posted: 06/11/2018

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.


  • 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.


  • 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.

Similar jobs
Data Scientist
  • Job type: Permanent
  • Location: San Francisco, California
  • Salary: equity + relocation
  • Description An exciting data scientist, machine learning and deep learning role has emerged from an up and coming consumer lending firm. Familiar with Python, R or XGBoost? Keep reading
SR Quant Analyst QRM Equities
  • Job type: Permanent
  • Location: Dallas, Texas
  • Salary: US$100000 - US$125000 per year + Competitive
  • Description A leading global financial institution is building out their QRM function and is looking for a senior quantitative analyst to join their team. This growing team is responsible for identifying
Senior Audit Manager - Consumer Compliance
  • Job type: Permanent
  • Location: Charlotte, North Carolina
  • Salary: US$150000 - US$180000 per annum
  • Description Our client, a leading banking organization is expanding their Audit team, by adding a Senior Audit Manager - Consumer Compliance, to the compliance audit group. Our client has an industry leading
Quantitative Analytics Manager - Credit Risk
  • Job type: Permanent
  • Location: Tampa, Florida
  • Salary: US$150000 - US$200000 per annum
  • Description My client, a top bank is seeking a highly technical and quantitative risk professional to assume ownership of the validation efforts for retail and wholesale loss forecasting models for CECL
Sr. Quantitative Model Developer
  • Job type: Permanent
  • Location: Los Angeles, California
  • Salary: US$95000 - US$120000 per year + bonus
  • Description A regional bank in the Los Angeles area is looking for a Sr. Quantitative Analyst to join its Model Validation team. As an individual contributor to this expanding branch