Sr Data Scientist - Model Risk and Validation

Citizens

Citizens is looking for a dynamic individual to join their Model Risk Management and Validation Group. This role involves conducting thorough reviews and validations of quantitative models used throughout the bank. The successful candidate will engage with a diverse array of models and collaborate with various stakeholders including model developers and senior management.

In this role you can expect to have the responsibilities:

• Perform independent reviews and validations of AI/ML models.
• Assess model architecture and theoretical soundness.
• Draft comprehensive validation reports and present findings to stakeholders.
• Collaborate with cross-functional teams and engage in peer review sessions.
• Represent the Model Risk Management team in regulatory interactions.

This role comes with the following benefits:

• Opportunity for career growth in a supportive, collaborative work environment.
• Access to training and development tools.

This role requires you to have:

• 3+ years experience in model development or validation.
• Strong communication skills for delivering insights to senior management.
• Business knowledge, particularly in banking products and processes.
• Proficient in quantitative programming languages like SAS, SQL, Python, or R.

You would benefit from having:

• Experience with machine learning algorithms in model development.
• Background in stress testing, prepayment, or profitability model validation.

Citizens is committed to providing equal employment opportunities regardless of diverse backgrounds and characteristics, fostering an inclusive workplace. Employment is contingent on successfully passing a background check.