Mercury
Fintech
SeniorModelRiskManager-AI/ML
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“Senior Model Risk Manager - AI/ML at Mercury. Skills: Model Risk Management, AI/ML Models, Model Governance. Define model governance for AI/ML. Build and enhance frameworks”
Industry & Context.
Synthesize fragmented context; Make sound judgments
What They're Looking For.
Must Have
Experience in evaluating and testing machine learning models, Experience in testing generative AI systems, Solid understanding of model risk governance principles, Understanding of regulatory expectations (e.g. SR 11-7 / OCC 2011-12, SR 26-2), Deep appreciation of disciplined model governance, Independent effective challenge, Comfort operating in ambiguity, High agency and adaptability, Exceptional attention to detail, Written and verbal communication
Nice to Have
Familiarity with LLMs, Familiarity with RAG systems, Familiarity with prompt engineering, Familiarity with AI agent frameworks, Experience with custom evals, Experience with red-teaming, Experience with AI frameworks
What You'll Do.
Define model governance for AI/ML
Build and enhance frameworks
Own validation of AI/ML models
Own monitoring of AI/ML models
Own governance of AI/ML models
Be a thought leader in MRM evolution
Partner with data scientists
Partner with engineers
Partner with compliance leads
Partner with product teams
Shape Mercury's approach to MRM
Set standard for MRM on AI
How You'll Work.
Team & Collaboration
Partner closely with data scientists; Partner closely with engineers; Partner closely with compliance leads; Partner closely with product teams
Communication Scope
Explain model risk to data scientist; Explain model risk to regulator; Use different language for each audience
Full Job Description
Mercury is building the financial stack - intuitive, powerful, and safe for entrepreneurs and businesses of all sizes. We have made a deliberate, company-wide bet on AI/ML. Across fraud detection, financial crime prevention, credit decisioning, and internal operations, machine learning and AI models are becoming core to how Mercury works, and that portfolio is growing fast. As AI transforms financial services, every institution is being forced to ask a hard question: what does model risk management (MRM) actually mean in this new era? ML has powered fraud detection and credit decisioning for years, but the scope and technology has changed dramatically. Generative models, autonomous agents, and real-time systems are creating risks that existing MRM frameworks were never designed to govern. No one has fully solved this yet. We want to hire the person who will. Ideal candidates may come from a traditional model validation background with deep hands-on experience testing modern AI/ML systems, or from model development, applied AI, or research as data scientists, with a strong understanding of how risks emerge in complex systems and how to rigorously challenge them as they scale into production. *Mercury is a fintech company, not an FDIC-insured bank. Banking services provided through Choice Financial Group and Column N.A., Members FDIC. As Senior Model Risk Manager - AI/ML, you will define what model governance looks like for AI/ML at Mercury. That means continuously building and enhancing the frameworks, not just inheriting them. You will own validation, monitoring, and governance of Mercury’s AI/ML model portfolio, but more than that, you will be a thought leader in an industry-wide conversation about how MRM must evolve in the context of AI. You will partner closely with data scientists, engineers, compliance leads, and product teams, and you will help shape not just Mercury’s approach, but set a standard for what rigorous, forward-looking MRM on AI can look like in
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