Vice President, Risk, AI Model Validation

What you'll do

• Independently validate the performance, accuracy, and reliability of AI models used across the firm.
• Assess AI model design, explainability, and algorithmic robustness to ensure regulatory compliance.
• Develop and implement specific validation methodologies and benchmark models for various AI applications.
• Conduct thorough testing and analysis of model outputs to identify potential risks and limitations.
• Document evidence of effective challenge regarding model development, implementation, and usage.
• Evaluate the risk associated with specific model choices for pricing, liquidity, and capital computations.
• Work with developers to address identified issues and improve overall model performance.

What we're looking for

• A Ph.D. degree in Computer Science, Mathematics, Physics, Engineering, or a closely related quantitative field (preferred).
• 5+ years of working experience in a quantitative field as a model developer or a data researcher (preferred).
• Understanding of statistical modelling and machine learning algorithms (preferred).
• Experience in AI models (preferred).
• Programming expertise in Python, including experience with relevant data science libraries like NumPy, Pandas, TensorFlow, and Pytorch (preferred).
• Excellent analytical, problem-solving, and communication skills (preferred).
• Demonstrated curiosity, ownership, and a willingness to work in a collaborative environment (preferred).