Senior Model Validation Analyst - Gen AI Models

The successful candidate will join the Model Risk Management and Validation Group (MRM&V). MRM&V performs independent analytical reviews and validations of all models throughout the Bank. The candidate will perform analysis of quantitative models and other tools through extensive reviews into how the models was developed and how it functions. The candidate will also provide written communications of their findings in a clear, succinct manner to all model stakeholders including model owners, developers, lines of business, audit and regulatory agencies. By the nature of this position, the successful candidate will be exposed to a wide variety of models and business analysts, and senior management.

Responsibilities:

� Perform independent review and model validation of Artificial Intelligence and Machine Learning (AI/ML) models; � Conduct model architecture review, theoretical soundness assessments and performance evaluations; � Write validation reports containing/explaining the analyses performed and their results;

� Present the reports and findings to various review/approval committees and to other modeling teams; � Develop creative approaches to effectively communicate complicated concepts, model validation results and analyses to stakeholders;

� Participate in peer brainstorm review sessions and help other MRM&V members to solve the problems they are facing; work closely with cross-functional teams, including senior model validators, model developers, risk officers, and business units, to ensure models are effectively integrated into business decision-making processes.

� Represent Model Risk management team in the interactions with regulatory agencies.

Qualifications

? 3 or more years experiences in model development or validation.

? Familiar with essential quantities techniques used in financial models.

? Quantitative programming skill (e.g., SAS/SQL, Python, R, etc.).

? Knowledge with Machine Learning algorithm in model development or validation is a plus.

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Very good communication skills (both verbal and written) as well as solid project management skills and ability to multitask.

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Good business knowledge and familiarity with consumer/small business/commercial banking products, operation, and credit processes.

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Prior experience with developing or validating models such as stress testing, prepayment or profitability models will be a plus.

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Prior experience in delivering both written and verbal communications to a senior management audience and developing constructive relationships with a wide range of different stakeholders.