Data Scientist I
- Employer
- Bank of America Merrill Lynch
- Location
- Charlotte, USA
- Salary
- Competitive
- Closing date
- Oct 7, 2021
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Job Description:
Candidate will assist model development groups with review and remediation of model development documentation prior to validation submission.
Required Skills
Preferred Skills
Required Technical Skillsets
Job Band:
H5
Shift:
1st shift (United States of America)
Hours Per Week:
40
Weekly Schedule:
Referral Bonus Amount:
0
Job Description:
Candidate will assist model development groups with review and remediation of model development documentation prior to validation submission.
Required Skills
Preferred Skills
Required Technical Skillsets
Job Band:
H5
Shift:
1st shift (United States of America)
Hours Per Week:
40
Weekly Schedule:
Referral Bonus Amount:
0
Job Description:
Candidate will assist model development groups with review and remediation of model development documentation prior to validation submission.
Required Skills
Preferred Skills
Required Technical Skillsets
Shift:
1st shift (United States of America)
Hours Per Week:
40
Candidate will assist model development groups with review and remediation of model development documentation prior to validation submission.
- Review model development documentation, identify gaps against the current model development required standards, and determine action items to remediate gaps
- Communicate findings to model development teams
- When required, work on champion model review and potential re-development/optimization and/or challenger model development
- Track remediation progress
- Liaison with model development and model risk management teams
- Hands on role in tracking and advising on post deployment ongoing monitoring
Required Skills
- 5+ years of hands on model risk management or banking model development experience.
- Familiarity with model risk management standards and regulation (e.g., SR 11-7)
- Attention to detail
- Good communication skills.
- Ability to work across multiple threads.
- Good analytical skills to breakdown requirements and establish remediation plans.
- Bachelor's Degree required (in quantitative field preferred)
Preferred Skills
- Familiarity with machine learning techniques and algorithms.
- Experience in at least one of the following: Python, SAS, Java.
- Chartered Financial Analyst (CFA), Financial Risk Manager (FRM), Project Management Professional (PMP) or history of AI/ML related journal publications.
- Master's Degree in Statistics, Mathematics, Data Science, Engineering, Computer Science, Economics, or related quantitative field.
Required Technical Skillsets
- Quantitative skills applied to modelling
- Hands on experience with using machine learning techniques and algorithms and getting them to production (statistical models, ensemble and deep learning models).
- Previous data science related work experience and domain expertise within the banking/financial sector
- Strong theoretical understanding behind ML/AI modelling techniques and algorithms
- Statistical computer languages (Python (preferred), R SAS, etc.)
Job Band:
H5
Shift:
1st shift (United States of America)
Hours Per Week:
40
Weekly Schedule:
Referral Bonus Amount:
0
Job Description:
Candidate will assist model development groups with review and remediation of model development documentation prior to validation submission.
- Review model development documentation, identify gaps against the current model development required standards, and determine action items to remediate gaps
- Communicate findings to model development teams
- When required, work on champion model review and potential re-development/optimization and/or challenger model development
- Track remediation progress
- Liaison with model development and model risk management teams
- Hands on role in tracking and advising on post deployment ongoing monitoring
Required Skills
- 5+ years of hands on model risk management or banking model development experience.
- Familiarity with model risk management standards and regulation (e.g., SR 11-7)
- Attention to detail
- Good communication skills.
- Ability to work across multiple threads.
- Good analytical skills to breakdown requirements and establish remediation plans.
- Bachelor's Degree required (in quantitative field preferred)
Preferred Skills
- Familiarity with machine learning techniques and algorithms.
- Experience in at least one of the following: Python, SAS, Java.
- Chartered Financial Analyst (CFA), Financial Risk Manager (FRM), Project Management Professional (PMP) or history of AI/ML related journal publications.
- Master's Degree in Statistics, Mathematics, Data Science, Engineering, Computer Science, Economics, or related quantitative field.
Required Technical Skillsets
- Quantitative skills applied to modelling
- Hands on experience with using machine learning techniques and algorithms and getting them to production (statistical models, ensemble and deep learning models).
- Previous data science related work experience and domain expertise within the banking/financial sector
- Strong theoretical understanding behind ML/AI modelling techniques and algorithms
- Statistical computer languages (Python (preferred), R SAS, etc.)
Job Band:
H5
Shift:
1st shift (United States of America)
Hours Per Week:
40
Weekly Schedule:
Referral Bonus Amount:
0
Job Description:
Candidate will assist model development groups with review and remediation of model development documentation prior to validation submission.
- Review model development documentation, identify gaps against the current model development required standards, and determine action items to remediate gaps
- Communicate findings to model development teams
- When required, work on champion model review and potential re-development/optimization and/or challenger model development
- Track remediation progress
- Liaison with model development and model risk management teams
- Hands on role in tracking and advising on post deployment ongoing monitoring
Required Skills
- 5+ years of hands on model risk management or banking model development experience.
- Familiarity with model risk management standards and regulation (e.g., SR 11-7)
- Attention to detail
- Good communication skills.
- Ability to work across multiple threads.
- Good analytical skills to breakdown requirements and establish remediation plans.
- Bachelor's Degree required (in quantitative field preferred)
Preferred Skills
- Familiarity with machine learning techniques and algorithms.
- Experience in at least one of the following: Python, SAS, Java.
- Chartered Financial Analyst (CFA), Financial Risk Manager (FRM), Project Management Professional (PMP) or history of AI/ML related journal publications.
- Master's Degree in Statistics, Mathematics, Data Science, Engineering, Computer Science, Economics, or related quantitative field.
Required Technical Skillsets
- Quantitative skills applied to modelling
- Hands on experience with using machine learning techniques and algorithms and getting them to production (statistical models, ensemble and deep learning models).
- Previous data science related work experience and domain expertise within the banking/financial sector
- Strong theoretical understanding behind ML/AI modelling techniques and algorithms
- Statistical computer languages (Python (preferred), R SAS, etc.)
Shift:
1st shift (United States of America)
Hours Per Week:
40
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