Mercury
Fintech
SeniorModelRiskManagerAI/ML
“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
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