Job Responsibilities:
- 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
- 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
- Coach and mentor junior team members and help develop their technical, business, and communication skills
Required qualifications, capabilities, and skills:
- PhD in a quantitative discipline
- 3+ 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
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
- Expertise in at least one programming language, with Python preferred