- Hands-on experience with Statistical Modeling/Machine Learning/Deep Learning techniques is must.
- Well-versed in programming languages like R/Python/SAS and be familiar with Deep Learning Frameworks like Tensorflow/Pytorch.
- Knowledge of financial instruments and financial risk/operational model risk management principles is must.
- Ability to understand and implement techniques discussed in AI research papers (academic and technical).
- Understand the core methodology in solutions and the context in which it will be deployed so as to find risks/gaps
- Communicate with Model Risk Management group to understand and address Bank's risk management needs
- Develop efficient methodologies to detect and to quantify risks/gaps in modeling solutions, especially AI/ML
- Monitor metrics for out-of-tolerance breaches
- Look for unexpected risks / unintended consequences of an AI solution over its life cycle
- May oversee work of junior team members in same area of focus
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