Senior Data Scientist
4 days ago
Support Internal Audit’s evaluation of model risk frameworks and their ability to mitigate risk for individual models and in the aggregate. Conduct reviews of complex data science and machine learning models across the organization through audit engagements and technical reviews of models. Serve as a subject matter expert to Internal Audit staff, senior management and business partners on end-to-end life-cycle management of model development, implementation, ongoing monitoring, regulatory expectations, and industry modeling practices. Conduct work assignments of increasing complexity, under moderate supervision with some latitude for independent judgment. Intermediate professional within field; Responsible for assessing model governance processes including model inherent risk ratings, model validations, materiality of model changes, and other reviews of models as part of model -related governance audits
Leverages specialized technical approaches to develop, implement, and execute model testing plans for models that require expert model risk knowledge and skills
Executes independent internal audit reviews of models to ensure the independent model audit process compliant with the written risk and compliance policies and procedures at a subject matter expert level
Evaluates model development, implementation, and use as it pertains to elements of model conceptual soundness, model assumptions, modeling methodology, model limitations, data quality, ongoing monitoring, and other more complex elements of the model development process
Identifies meaningful insights from large data and metadata sources
Develop and code moderately complex software programs, algorithms, and automated processes
Use modeling and trend analysis to analyze data and provide insights
Transform data into charts, tables, or format that aids effective decision making
Lead small projects and initiatives
Utilize effective written and verbal communication to document and present findings of analyses to a diverse audience of stakeholders
3-5 years of experience in exploratory data analysis
Statistics
Programming, data modeling, simulation, and advanced mathematics
SQL, R, Python, Hadoop, SAS, SPSS, Scala, AWS
Technical writing
Data storytelling and technical presentation skills
Research Skills
Technical (Big Data Analysis, Coding, Project Management, Technical Writing, etc.)
Bachelor's Degree in Data Science, Statistics, Mathematics, Computers Science, Engineering, or degrees in similar quantitative fields
Master's/PhD Degree in Data Science, Statistics, Mathematics, Computers Science, or Engineering
Prior experience with enterprise risk management or internal audit
Prior experience with credit risk
Advanced knowledge of Navy Federal Credit Union instructions, standards, and procedures
Hours: Monday - Friday, 8:00AM - 4:30PM
Navy Federal provides much more than a job. Computerworld® Best Places to Work in IT
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Equal Employment Opportunity: Navy Federal values, celebrates, and enacts diversity in the workplace. Navy Federal takes affirmative action to employ and advance in employment qualified individuals with disabilities, disabled veterans, Armed Forces service medal veterans, recently separated veterans, and other protected veterans. EOE/AA/M/F/Veteran/Disability EOE/AA/M/F/Veteran/Disability
Hybrid Workplace: Navy Federal Credit Union is a hybrid workplace, and details will be discussed during your interview process.
Navy Federal Credit Union assesses market data to establish salary ranges that enable us to remain competitive. Bank Secrecy Act: Remains cognizant of and adheres to Navy Federal policies and procedures, and regulations pertaining to the Bank Secrecy Act.
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