Senior Director of Model Validation

Job Summary

A company is looking for a Senior Director of Model Validation.

Key Responsibilities

• Conduct comprehensive technical reviews of individual models and identify areas for improvement
• Develop and maintain the model inventory and design an aggregated model risk dashboard
• Present validation results and model risk assessments to stakeholders and senior management

Required Qualifications

• Master's/PhD degree in Statistics, Mathematics, Data Science, Operations Research, Engineering, or a related quantitative field
• 8-10 years of experience in modeling and/or validation within the financial services industry
• Extensive expertise in credit scorecard and survival model methodologies
• Proven ability to navigate and assess AI model risks
• Proficiency in SQL, R, and Python programming