Job Description

Model Risk Quant Analytics Manager
Job Number: 21-06543
 
Eclaro is currently recruiting for a Model Risk Quant Analytics Manager for one of their financial services clients in Cleveland, OH. 
 
Eclaro’s client is one of the nation’s largest bank-based financial services companies with assets over $130Billion.  This position is a direct hire and will be responsible for leading a large team of UX/UI Designers in a collaborative environment.  
 
Position Overview:
  • Serves as a senior, experienced technical expert to conduct independent validations of client's high impact models (e.g. Fraud, Authentication, Machine Learning, Artificial Intelligence, Loss Forecasting, Compliance, etc.) in compliance with regulatory and client's model validation policies and guidelines.
  • The role will have a focus on the application areas of Fraud Detection, Anomaly Detection, and Identity Authentication, but will also allow exposure to other application areas in credit risk decisioning, marketing, and others.
  • The role necessitates a requisite background on fraud/authentication typology and risks coupled with the appropriate technical skill set for advanced analytics and machine learning.
  • The person in this role will be viewed as a subject matter expert in the fraud and authentication area with the ability to carry out activities with a highly specialized technical skill set in advanced analytics, machine learning and modeling.
  • The position will be responsible for direct and indirect project leadership, and mentoring others on best practices for machine learning and advanced analytics within the team.
 
Responsibilities:
  • Act as a member of the validation team to complete in-depth technical validations and reviews of models in the fraud, identity authentication, anomaly detection, amongst other functional areas
  • Leverage relevant industry expertise on fraud/authentication typologies and risks to evaluate model suitability for use and leveraging best practices for model use
  • Employ and assess advanced analytics and machine learning approaches for design sutiability, appropriate performance, and necessary diagnostics (e.g. optimization, hyperparameter tuning, interpretability, etc.)
  • Review and challenge the conceptual framework, assumptions, limitations, technical soundness, fitness-for-use, and monitoring of client's high impact models
  • Verify the correct model implementation through review and understanding of version control software
  • Oversee critical projects on high impact models, plan and organize project scope, liaison with stakeholders, and evangelize on best practices
  • Mentor junior model validators within the team on best practices
  • Verify the model has been properly documented, and produce documentation of the validation testing and results robustly for internal and external communications
 
Qualifications:
  • PhD/Master's in computer science, mathematics, data science, statistics, applied mathematics, finance, economics, or other related field
  • 3+ years of model development or model validation experience in high impact models within financial crimes and fraud applications (e.g. Fraud, Identity Authentication, Anomaly Detection, , etc.)
  • 7+ years of model development or model validation experience preferred (relevant academic experience can be considered)
  • Strong working knowledge of Python, R, Matlab or other programming languages for computational/statistical learning
  • Advanced knowledge of data science, machine learning, statistics, mathematics and artificial intelligence theory and applications
  • Preferred experience with productionizing machine learning development, monitoring and implementation in cloud technologies (e.g AWS, GCP, Azure, or others)
  • Preferred experience with modern data pipelining practices and tools (e.g. Data Proc, BigQuery, Spark/PySpark, and others)
  • Excellent written and oral communication skills
  • Proficiency in the use of Microsoft Office
  • Ability to perform multiple tasks simultaneously to meet strict deadlines
  • Mentoring experience of junior staff experience
  • Effective working both independently and as a team-member
 
If interested, you may contact:
Elland Bondoc
elland.bondoc@eclaro.com
2012839624
Elland Bondoc | LinkedIn
 
Equal Opportunity Employer:
Eclaro values diversity and does not discriminate based on Race, Color, Religion, Sex, Sexual Orientation, Gender Identity, National Origin, Age, Genetic Information, Disability, Protected Veteran Status, or any other legally protected group status.

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