Senior Model Risk Manager

Job Summary

Defining model governance for AI/ML at Mercury, the full-time Senior Model Risk Manager will enhance frameworks, perform model validation, and engage in industry-wide discussions on evolving model risk management practices, with the flexibility to work remotely within the U.S. or Canada.

Key responsibilities

• Maintain and enhance the model governance framework, ensuring effective monitoring and documentation standards
• Perform independent validation of predictive ML models and generative AI systems, assessing risks and identifying limitations
• Serve as a trusted advisor to cross-functional teams on model risk governance and responsible AI standards

Required qualifications

• Bachelor's degree in a quantitative field with 6-10 years of experience in developing or validating AI/ML models, preferably in financial services
• Strong technical skills in Python, SQL, and modern ML tools, with familiarity in LLMs and AI frameworks
• Experience evaluating and testing machine learning models and generative AI systems
• Solid understanding of model risk governance principles and regulatory expectations
• Ability to operate effectively in a fast-paced, ambiguous environment with a focus on detail and effective communication