Job Responsibilities:
- Provide strategic leadership and vision for the development and execution of AI and quantitative finance modeling initiatives, including stress testing (CCAR/DFAST) and decision optimization.
- Lead stress testing (CCAR/DFAST) and finance model development end-to-end, including stakeholder engagement, exploratory data analysis, model development, documentation, governance, deployment, and monitoring.
- Collaborate with senior executives and cross-functional teams to integrate AI and modeling solutions into strategic planning and business decision-making processes.
- Serve as a subject matter expert in economics, and help business partners understand the strengths, limitations, and appropriate usages of models.
- Be proactive about changes in model performance, customer behavior, and the competitive landscape.
- Recruit, manage, and mentor top talent, fostering a collaborative environment that encourages innovation and continuous learning across the broader team.
Requiered qualifications, capabilities, and skills:
- PhD in a quantitative discipline
- Exceptional leadership and team management skills, with the ability to inspire and motivate a diverse team of professionals.
- 7+ years of hands-on experience developing statistical, econometric, or machine learning (ML) models.
- 3+ years of hands-on experience with Artificial Intelligence (AI) such as reinforcement learning, or optimization algorithms
- Expertise in at least one of the following: Python, R
Preferred qualifications, capabilities, and skills:
- PhD in Economics
- Experience developing advanced forecasting, AI, or ML models in consumer finance, financial services, tech, or a major retailer
- AWS Certified Machine Learning or Microsoft Certified: Azure AI Fundamentals preferred