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Principle Consultant at Insightsquared
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Vice President - Machine Learning/Model Validation - KPO/BFSI (8-12 yrs)
Vice President ML Model Validation
About the Role :
The VP level position requires the successful candidate to :
1. Quantitatively evaluate complex ML models
2. Build benchmark ML models with better performance / over specification tradeoffs.
- Given the firm's focus on developing Machine Learning models, a significant portion of the successful candidate's time is likely to be spent reviewing such models.
- Such models are currently used to detect fraud, allocate credit, improve marketing efforts, and optimize order routing in markets.
Core responsibilities :
- Evaluate the risk posed by ML models, and suggest ways to mitigate such risks.
- Evaluate conceptual soundness of ML model specification; reasonableness of assumptions; reliability of inputs; completeness of testing performed; correctness of implementation; and suitability/ comprehensiveness of performance metrics and risk measures.
- Ensure that the models are explainable and correctly specified.
- Liaise with Finance and Risk professionals to monitor usage and performance of models.
- Evaluate market conditions under which a given model is likely to break down.
- Cogently document findings.
- Perform, present, and publish research on ML issues facing the bank.
Desirable skills, experience, and qualifications :
- A Ph.D. or master's degree in a quantitative field such as Finance, Economics, Math, Physics or Engineering is required.
- 8+ years of experience.
- The candidate is expected to have a good understanding of machine learning models.
- Experience with large data sets and training ML models is required.
- Some understanding of statistics / econometrics is preferred.
- Thorough knowledge of at least one programming language such as R, Python, Scala, etc.
- Good communication skills. The role requires interacting with many groups across the firm, as well as producing documents for both internal and external (regulatory) consumption.
- Proven people management skills (The VP position will also involve team management responsibilities).
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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