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Vice President, Model Risk for AI at BNY
Pittsburgh, Pennsylvania, United States -
Full Time

Start Date

Immediate

Expiry Date

07 Jan, 26

Salary

0.0

Posted On

09 Oct, 25

Experience

0 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

No

Skills

Model Validation, Machine Learning, Artificial Intelligence, Credit Risk, Market Risk, Treasury Risk, Pricing Risk, Deep Learning, Natural Language Processing, Computer Vision, Reinforcement Learning, Python, R, TensorFlow, PyTorch, Scikit-learn, XGBoost

Industry

Financial Services

Description
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.

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Responsibilities
The Vice President, Model Risk for AI will oversee model validation in the ML/AI space and ensure compliance with risk frameworks. This role requires a strong theoretical foundation in ML/AI techniques and hands-on experience with relevant frameworks.