Risk Analyst

Job Description: You will be joining as a Model Risk Program Analyst within the Model Risk Governance and Review Group (MRGR). Your main responsibility will be to develop model risk policy and control procedures, conduct model validation activities, offer guidance on appropriate model usage, evaluate ongoing model performance, and ensure that model users understand the strengths and limitations of the models. This role offers attractive career paths for individuals involved in model development and validation, allowing them to collaborate closely with Model Developers, Model Users, Risk, and Finance professionals. Key Responsibilities: - Engage in new model validation activities for all Data Science models in the coverage area. - Evaluate the model's conceptual soundness, assumptions, reliability of inputs, testing completeness, numerical robustness, and performance metrics. - Conduct independent testing and additional model review activities. - Liaise with various stakeholders to provide oversight and guidance on model usage, controls, and performance assessment. Qualification Required: - Strong quantitative and analytical skills, preferably with a degree in a quantitative discipline such as Computer Science, Statistics, Data Science, Math, Economics, or Math Finance. - Master's or PhD degree is desirable. - Solid understanding of Machine Learning and Data Science theory, techniques, and tools. - Proficiency in Python programming and experience with machine learning libraries such as Numpy, Scipy, Scikit-learn, TensorFlow, and PyTorch. - Prior experience in Data Science, Quantitative Model Development, Model Validation, or Technology focused on Data Science. - Excellent writing and communication skills. - Risk and control mindset with the ability to ask incisive questions, assess materiality, and escalate issues.,