Vice President, Model Risk for AI

Master’s degree or PhD in a quantitative discipline (Engineering, Mathematics, Physics, Statistics, Econometrics, Data Science). 1-2 years’ experience post-Master’s (PhD holders with relevant research may qualify) is required. Prior model validation experience in ML/AI space, Credit, Markets, Treasury, or Pricing risk are preferred Strong theoretical foundation in ML/AI techniques (supervised, unsupervised, deep learning). Hands-on experience with ML/AI frameworks and libraries (TensorFlow, PyTorch, scikit-learn, XGBoost, etc.) is required. Proven track record of applying advanced ML/AI methods (NLP, computer vision, reinforcement learning) is preferred. Exposure to CCAR, CECL, or IFRS 9 frameworks is nice to have Programming proficiency in Python or R (MATLAB or similar acceptable). Excellent communication and presentation skills; ability to explain complex concepts to non-technical stakeholders. Keen interest in financial engineering, market-product modelling, econometrics, data science, or AI.

BNY Mellon