Quantitative Analytics Lead

Quantitative Analytics Lead

As a Quantitative Analytics Lead, you will play a crucial role in validating machine learning models that support credit underwriting, risk assessment, and fraud detection. You will identify model weaknesses and opportunities for improvement while collaborating closely with model owners to address validation findings. Additionally, you'll partner to implement and maintain the Model Risk Management (MRM) framework and coordinate with Internal Audit, Controls, and Compliance on audit requests.

Key Responsibilities:

• Validate machine learning models for credit underwriting, risk, and fraud detection.
• Identify weaknesses and opportunities for model improvements.
• Collaborate with model owners to remediate validation findings.
• Implement and maintain the MRM framework.
• Coordinate with Internal Audit, Controls, and Compliance on audit requests.

Required Skills & Qualifications:

• 4-6 years of experience in model development, validation, or data science.
• Deep knowledge in machine learning modeling, credit underwriting, risk, or fraud detection.
• Proficient in Python and SQL.
• Experience with ML platforms such as scikit-learn and PySpark.
• Experience in cloud environments.
• BS, MS, or PhD in Math, Data Science, or Computer Science.
• Detail-oriented with a curiosity for data/models/algorithms.
• Strong problem-solving abilities.
• Excellent interpersonal and written/verbal communication skills.