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AVP, Model Validation (Credit Risk)

100 000 - 170 000$
Формат работы
hybrid
Тип работы
fulltime
Грейд
senior/lead
Английский
b2
Страна
US
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

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TL;DR

AVP, Model Validation (Credit Risk): Performing end-to-end validation of credit acquisition, account management, fraud, and marketing models using machine learning and logistic regression with an accent on regulatory compliance, performance analysis, and risk identification. Focus on leading validation projects, analyzing large datasets, and collaborating with business teams to mitigate model risks.

Location: Chicago, IL. Option to work from home near one of our Hubs or offices, with required occasional commutes for in-person meetings, training, and events. Legal authorization to work in the U.S. required; no visa sponsorship. Ability and flexibility to travel for business as required.

Salary: 100,000.00 - 170,000.00 USD Annual (eligible for annual bonus; adjusted for CA, NY Metro, Seattle markets).

Company

hirify.global is a leading financial services company focused on consumer finance and credit products.

What you will do

  • Lead end-to-end model validation for new and existing credit, fraud, and marketing models with minimal supervision.
  • Review and maintain model documentation, perform in-depth analysis on large datasets to assess risks.
  • Validate statistical/AI/ML models across the Risk organization, identifying issues and resolving independently.
  • Collaborate with business teams to highlight model risks and support regulatory examinations/internal audits.
  • Provide expert guidance on latest model developments and recommend process improvements based on research.

Requirements

  • Master's degree in Statistics, Mathematics, Data Science or related quantitative field + 4+ years in model development/validation in financial services/banking/retail.
  • 4+ years hands-on with Python, R, SAS, SQL, SPARK, Data Lake, H2O, SageMaker, AWS.
  • 4+ years statistical analysis of large datasets and trends.
  • 4+ years experience with US regulatory requirements for Model Risk Management (OCC 2011-12/SR 11-7).
  • Must be 18+, pass drug test, background check, fingerprints; satisfy FDIC Section 19 requirements.

Nice to have

  • 5+ years in Model Risk Management with regulatory delivery track record.
  • Experience in people/project management and Credit Card/Consumer Finance products.
  • Machine Learning/AI methodologies, including generative AI validation.
  • Excellent communication and presentation skills.

Culture & Benefits

  • Flexible hybrid work: work from home near Hubs with occasional in-person engagements.
  • Inclusive culture with Employee Resource Groups (ERGs) for community and growth.
  • Annual bonus based on performance; market-adjusted salaries in select areas.
  • Reasonable accommodations for disabilities available.

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