Professional Documents
Culture Documents
JD - Manager - Model Risk (BK)
JD - Manager - Model Risk (BK)
JD - Manager - Model Risk (BK)
Role Summary/Purpose:
Support model validation initiatives related to quantitative analytic modeling with the Synchrony
Model Risk Management team.
• Validate the accuracy and performance of statistical and other types of models to identify
issues requiring further investigation, including those developed using machine learning
techniques.
• Perform in-depth analysis on large data sets and assist in the review and maintenance of
relevant model and model validation documentation.
• Assisting and mentoring model validation team members to achieve stake holder’s
requirements
• Liaise with the retail finance business teams to uncover and highlight risk associated with
models.
• Prepare reports for senior management and retail finance business teams and facilitate
discussions on key analytics.
• Perform other duties and/or special projects as assigned
• Explore new emerging analytical tools and technologies and train the team members in
the same.
Qualifications / Requirements:
• 4+ years of experience with statistical tools like SAS, Python, R, Advanced Excel Macros.
• 3+ years of experience in handling large data sets for statistical analysis / modeling and
handling large amounts of data and analyzing for trends.
• 2+ Years of strong experience in model validations.
• Sound knowledge on the application of regulatory requirements for Model Risk (e.g. SR 11-
7/OCC 2011-12)
• 2 years of experience in development or testing in Pig, Spark, Python, or similar
applications.
• In-depth theoretical understanding and utilizing modeling techniques supporting one (or
more) of the following: Big Data Analytics, Machine Learning, and / or Decision Models
• (Behavior, Credit, Fraud, etc.)