Intuit Senior Manager Model Governance and Operations in Mountain View, California
The Manager of Model Governance is responsible for overseeing the execution of the Model Governance Policy and independent model validation process. This critical role effectively challenges model build methodologies and is responsible for independently validating machine learning and statistical models that leverage large and diverse (i.e. data from dozens of sources including credit bureaus, transactional, utility and other financial services) alternative data sets. The Manager of Model Governance presents model validation findings and results to the Global Risk and Compliance Committee. This role is ultimately responsible for ensuring that the model build process is done in a controlled manner and the models the Intuit Risk team employ are effective in managing risk.
Responsible for overall development and execution of Model Risk Governance Policy and validation process and procedures
Work closely and collaboratively with Data Science, Risk Management, Internal Audit and Compliance teams to implement Model Risk Governance Policy
Develop and implement independent model validation process for statistical and machine learning models used in risk underwriting, fraud management and loss forecasting
Assess the quality and risk of model methodologies, outputs and processes
Work collaboratively with the Data Science team by providing an effective independent challenge to modeling methodologies, model build process, model documentation and controls
Perform model validation process and create model validation documentation for regulators
Communicate clearly and concisely both verbally and through written communication via model validation reports and presentations
Maintain inventory of models utilized by the Intuit Risk team and prioritize and manage validation projects
Present model validation results and recommendations to the Global Risk and Compliance Committee
Master's Degree in Statistics, Econometrics, Mathematics, Operations Research, Physics, Engineering or related strongly preferred. PhD in quantitative field is a plus.
5+ years of fraud and credit risk modeling and analysis experience required
2+ years of experience validating models per OCC guidelines and preparing reports to meet those guidelines preferred
Ability to work in a fast paced environment and meet aggressive deadlines while ensuring models are properly validated
Must be a self-starter and have the ability to build a model governance process from scratch
Excellent verbal and written communication skills and the ability to work directly with Internal Audit, Compliance, Regulators and External Auditors
Working knowledge of fair lending analysis and disparate impact analysis
Excellent SAS, SQL (or similar language), R, Python, H2O and/or Hadoop preferred.
Experience with modeling techniques such as logistic regression, binned regression, gradient boosting or other machine learning methods.
Advanced Microsoft Excel and PowerPoint Skills
EOE AA M/F/Vet/Disability