Within this top bank’s corporate risk group, the Model Risk Technology group is seeking a Full Stack Data Science Engineer to lead end to end technology delivery for Model Validation Platform. This Technical Lead will have opportunity to work with some top data science and machine learning resources and will be responsible for executing against the Model Risk technology platform infrastructure and tools strategy.
Responsibilities include:
• Supports the day to day operations of mission critical Model Validation platform.
• Keeping abreast of emerging technologies in the model development space to address the requirements for validating Statistical, ML and AI Models.
• Mentor and train other members of the team.
• Understands and leads the team to ensure compliance and risk management requirements for supported area are met and works with other
• Leads, designs, develops, test and implements applications and system components, tools and utilities, models, simulation, and analytics to manage complex business functions using sophisticated technologies.
• Resolve coding, testing and escalated platform issues of a technically challenging nature.
• Partner with Management, Dev, QA, production support and platform engineering teams effectively.
Required Qualifications
• 10+ years of software engineering experience
• 7+ years of experience in one or a combination of the following: securities, quants, artificial intelligence, or machine learning
• 7 + years of experience working with vendor software, technologies and tools that are enterprise solutions
• 7+ years of development experience with languages such as Python, Java, Scala, or R
• 3+ years of experience with Big Data or Hadoop tools such as Spark, Hive, Kafka and Map
• 2+ years of design, implementation and governance experience with Artificial Intelligence, Natural Language Processing or Machine Learning architecture
• 2+ years of experience installing and managing IBM Spectrum Conductor for Spark (Spark on EGO)
Desired Qualifications
• A Masters degree or higher in computer science or finance
• A professional certification in technology
• Basic knowledge of industry regulations related to building technological solutions
• Advanced problem solving and technical troubleshooting capabilities
• Experience with Agile Scrum (Daily Standup, Sprint Planning and Sprint Retrospective meetings) and Kanban
• 2+ years of experience with H2O software or Keras with TensorFlow
• Experience in Spark Core, Spark SQL, Data Frames, Spark Streaming and Spark MLlib.
• Knowledge implementing Apache Spark and Spark Architecture.
• Experience working within Anaconda and building python virtual environments.
• Experience with Tensorflow/pytorch/H2O would be a plus.
• Experience using SOAP, RESTful Web Services.