Data Scientist (Model Performance Monitoring)

Overview

Support the full model lifecycle risk mitigation from development to deployment with a strong focus on Model Risk Management (MRM) compliance, including documentation and governance. Work closely with MRM in model validation process. Provide analytical insights by extracting data through machine learning, programming, data modeling, and advanced mathematics to recognize complex patterns and identify opportunities to drive impact across the organization. Developing an understanding of business needs and objectives through the use of basic descriptive, predictive, and prescriptive models. Perform routine assignments with increasing scope and complexity. Work under close supervision with some latitude for problem solving within existing data platforms and tools. Developing professional with basic skill set and proficiency.

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Responsibilities

• Create and maintain model performance monitoring frameworks, including drift detection, stability tracking, calibration, and key model performance metrics assessments
• Conduct deep-dive analyses on fraud patterns
• Collaborate with Model Risk Management (MRM) team and support model validation process
• Work closely with the Fair Lending and MRM teams to assess potential model risks
• Create remediation plans for MRM risk findings, track and ensure timely resolution of identified issues
• Assist in remediation of risks identified by model validation or regulatory reviews
• Contribute to model governance initiatives, enhancing automation and audit readiness
• Ensure compliance through model life cycle and model risk management documentation
• Analyze and interpret results with some complexity
• Develop and code software programs, algorithms, and automated processes
• Use modeling and trend analysis to analyze data
• Collaborate with team members and participate in team projects and initiatives
• Utilize effective written and verbal communication to document and present findings

Qualifications

• 2-3 years of experience in exploratory data analysis
• Statistics
• Experience working with Fair Lending, compliance, or audit stakeholders
• Experience evaluating the performance of models built using highly imbalanced datasets
• Ability to communicate complex technical findings to non-technical stakeholders
• Programming, data modeling, simulation, and mathematics
• SQL, R, Python, PySpark, Scala, Azure
• Model lifecycle execution
• Technical writing
• Data storytelling and technical presentation skills
• Research Skills
• Interpersonal Skills
• Model Development
• Communication
• Critical Thinking
• Collaborate and Build Relationships
• Initiative with sound judgement
• Technical (Big Data Analysis, Coding, Project Management, Technical Writing, etc.)
• Problem Solving (Responds as problems and issues are identified)
• Bachelor's Degree in Data Science, Statistics, Mathematics, Computers Science, Engineering, or degrees in similar quantitative fields

Desired Qualification

• Master's Degree in Data Science, Statistics, Mathematics, Computer Science, or Engineering

Hours: Monday - Friday, 8:00AM - 4:30PM

Location: 820 Follin Lane, Vienna, VA 22180

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