Machine Learning Model Validator

We are seeking a data scientist enthusiast to join our Model Validation team. The ideal candidate will bring a blend of data science expertise, analytical skills, and an understanding of the regulatory landscape of credit lending. As a core team member, you will work closely with model developers to assess model performance, data quality, conceptual soundness, and produce thorough, compliant documentation for regulatory review, ensuring our models meet the highest standards. You will be required to challenge the models, helping us deliver high-quality validated models for loan pricing.

Key Responsibilities:
Conduct thorough validation of ML models to assess performance, data quality, robustness, conceptual soundness, regulatory requirements and more, with a focus on loan pricing.
Conduct independent tests to assess performance and limitations, and establish model assumptions.
Suggest and develop alternative models to challenge and improve existing models.
Provide expertise on models' strengths and weaknesses, and recommend practical solutions.
Prepare comprehensive validation documentation.
Work closely with model owners and the MRM team to discuss validation results and strategize necessary changes.
Stay updated on the latest research in ML credit risk modeling and financial news, ensuring that our practices align with industry standards.