American Express Careers
Mgr/Sr Mgr-Model Risk Management - Data Scientist
- Independently validate enterprise-wide models including credit risk, fraud risk, line management, and marketing campaign models
- Communicate validation results to business partners, senior leaders, and regulators
- Evaluate new machine learning algorithms as applied to models
- Conduct analytics to explore opportunities for elevating model excellence
- Understand and apply regulatory requirements for model risk management
- Statistical modeling knowledge and experience required.
- The candidate must have a sufficient understanding of machine learning algorithms (e.g., gradient boosting machine, XGBoost, neural network) as well as classic statistical modeling techniques and assumptions.
- Experience in large data processing and handling is a plus—familiarity with big data platforms and applications, such as Hadoop, Pig, Hive, Spark, AWS.
- Must be skillful with SAS and/or Python/R; additionally, Java, Scala, and C++ a plus.
- Strong communication and writing skills to explain complex model properties and evaluation results to business partners and external audience who may not have extensive quantitative backgrounds.
- Flexibility and adaptability to work within tight deadlines and changing priorities.
- Ph.D or master's degree in statistics, mathematics, or related quantitative fields desired.
Schedule (Full-Time/Part-Time): Full-time