Risk Management Quant Modelling Lead Vice President

What you'll do

• Conduct independent model validation and governance activities for CCB Marketing.
• Assess the conceptual soundness, implementation accuracy, and performance of statistical, machine learning, and AI models.
• Review a wide range of models including neural networks, transformers, recommender systems, and Generative AI solutions.
• Communicate risk assessments and validation findings through technical reports and presentations to diverse audiences.
• Maintain the model risk control apparatus and serve as the primary point of contact for stakeholders.
• Monitor emerging AI and LLM developments to provide actionable recommendations for risk management.
• Ensure all models comply with the Firm's Model Risk Management framework and regulatory expectations.
• Identify and escalate material model issues to appropriate internal parties.

What we're looking for

• Master’s or PhD in Mathematics, Statistics, Computer Science, Engineering, Economics, Quantitative Finance, or a related field.
• Minimum 6 years of relevant hands-on experience.
• Hands-on experience with applied AI/ML including GLMs, tree-based models, deep learning, transformers, and LLMs.
• Proficiency in Python and machine learning frameworks such as PyTorch, TensorFlow, XGBoost, or LightGBM.
• Strong foundation in statistics and machine learning techniques.
• Excellent written and verbal communication skills to present complex concepts to technical and non-technical audiences.
• Risk and control mindset with the ability to assess and escalate model issues.
• Experience with LLM technologies, RAG architecture, agentic systems, and financial services (preferred).