Model Validation Analyst

1 - 3 years
Quality Assurance
Full Time
United States
Mountain View, CA

Overview

Model Governance Office is seeking a strong candidate to perform Model Validation.

Responsibilities

  • Perform independent validation of model inputs, calculations & output for fraud and credit risk models.
  • Test the underlying assumptions, theory and performance of the models and the decisions after model scores are generated.
  • Provide recommendations on model improvements.
  • Write model documentation in accordance with model governance documentation requirements.
  • Ensure the language is unambiguous and concise; no grammatical errors or typos.
  • Create testing evidence with appropriate level of details and traceability.
  • Present model validation findings and recommendations to leadership.

Qualifications

  • Master’s degree in Economics, Quantitative Finance, Statistics or Mathematics.
  • Ability to use modeling tools: SQL, Python, R and/or SAS, and numerical methods.
  • At least 2 years’ experience in model validation, development or similar experience within money movement industries (payments, payroll etc.).
  • Experience with statistical and machine or deep learning classification and regression techniques.
  • Team-player with proven relationship-building skills and comfortable interacting with all levels of management.
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