Quantitative Analytics / Analysis Manager (Remote) - CEDENT

• 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. 

• 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

Essential Job Functions

• Leading the development of the Credit Loss Forecasting models, including supporting the implementation of modeling and analytical methodologies
• Coordinating analysis and responses to Internal Model Risk Validation and External Auditors from the Federal Reserve and the OCC
• Working closely with the Finance Management team as well as other critical stakeholders to shape and prioritize the modeling and analytical work efforts and plans
• Providing advice and recommendations to business leaders within the company to ensure the highest standards of practice, including the incorporation of credit loss forecasts into the ongoing evaluation of risk
• Performing complex quantitative and thoughtful qualitative assessments on all aspects of models including theoretical decisions, model design and implementation as well as data quality and integrity
• Building and leading a team, providing professional guidance to highly skilled workforce, and establishing plans and development goals to promote growth and success of the team and individuals

Required Qualifications
 

• 5+ years of risk modeling and analytics experience and industry knowledge in Home lending within financial services
• Prior experience in developing CECL models is a strong plus
• Preference for PhD or MS in quantitative field: finance, econometrics, mathematics, physics, engineering
• Excellent communications skills – internally and externally, including with regulators
• Experience in Python / SAS / R building credit loss models
• Experience in developing and defining analytical methodologies
• A leader and a motivator – who can recruit, retain and advance great people
• A relationship builder, who can establish trust and credibility across the organization as well as with regulators and other critical external constituents
• Impeccable integrity, sound judgment, and strategic vision

• An opportunity to be a part of a great culture, an awesome team, a challenging work environment, and some fun along the way!
• Apply today to learn more and be part of our Growth story.