|Date Posted||September 11, 2020|
The Data Scientist will be responsible in assessing AI (Artificial Intelligence) solutions implemented across the bank (built internally or externally) to identify any risks which may have unintended consequences.
* Review, critical assessment and challenge of models on conceptual soundness, assumptions and limitations, data, developmental evidence in support of modeling choices, performance, implementation and documentation;
* Understand the core methodology in AI solutions and the context in which it will be deployed so as to find risks/gaps
* Develop efficient methodologies to detect and to quantify risks/gaps in AI solutions
* Suggest alternative approaches or controls to mitigate risks/gaps identified
* Develop and implement testing plans and testing code in order to challenge models through empirical analyses and to verify model implementation
* Create metrics to quantify risks/gaps specific to each AI solution and define thresholds after consulting with all stakeholders
* Monitor metrics for breach of thresholds
* Look for unexpected risks / unintended consequences of an AI solution over its life cycle
* Write technical reports for distribution and presentation to model developers, senior management, and audit
* Masters/Bachelors degree in a quantitative field such as Mathematics, Physics, Finance, Engineering or Statistics;
* 2- 5 years of professional experience as a Data Scientist or related roles
* Experience with Machine Learning/Deep Learning techniques like Linear Regression, ARIMA, Decision Trees, Gradient Boosted Trees, PCA - Factor Analysis, Clustering, SVM, CNN,RNN-LSTM, NLP- GloVe/Word2Vec etc.
* Extensive programming experience using SAS / R/ Python required
* Knowledge of model performance measures required
* Knowledge of financial instruments and financial risk management principles is beneficial
* Ability to understand and implement techniques discussed in AI research papers (academic and technical)
* Background in Audit/ Model Risk Management/ Legal/Compliance areas are preferred
* Candidates with certifications like CFA, FRM are preferred
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The company is an equal opportunity employer and will consider all applications without regards to race, sex, age, color, religion, national origin, veteran status, disability, sexual orientation, gender identity, genetic information or any characteristic protected by law.
If you would like to request a reasonable accommodation, such as the modification or adjustment of the job application process or interviewing process due to a disability, please call 888 472-3411 or email accommodation@teksystems .com for other accommodation options.