Model Validation and Governance, Associate
Reviews model designs, statistical methodology and features. Explores methodology options, stays up-to-date on statistical/ML/AI methods research Model validation: Performs independent validations of data and models prior to implementation. Validates model performance and business impact post-implementation. Builds challenger models as needed to compare with models being validated. Writes model validation reports summarizing findings from validations. Model inventory and maintenance: Maintains inventory of all statistical models running in production, with input data, use cases, benefits and risks (data, technical, privacy, regulatory, brand). Actively collaborates with the corporate model risk management team (financial, actuarial, etc. models).
3+ years in a similar role in statistical model risk management
Strong proficiency in programming using Python, R, and SQL
Experience with statistical modeling using large and complex datasets
Experience in statistical modeling techniques such as linear regression, logistic regression, survival analysis, GLM, GBM, neural nets
Sql
Python
R
Statistical modeling
Time Management Skills
Linear regression analysis
Feature engineering and selection
Driven and self-motivated
Prioritizing skills
Adaptability
Problem Solving Skills
Detail Oriented and Organized
Verbal and Written Communication
Multi tasker
According to JobzMall, the average salary range for a Model Validation and Governance, Associate in Equitable Life Building, 120 Broadway, New York, NY 10271, USA is between $93,000 and $129,000 per year.
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New York Life Insurance Company is the third-largest life insurance company in the United States, the largest mutual life insurance company in the United States.
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