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Navy Federal Credit Union

Senior Data Scientist (Model Audit)

Navy Federal Credit Union, Pensacola, Florida, United States, 32573


Overview

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; requires moderate skill set and proficiency in discipline.

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Responsibilities

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

Test hypotheses/models, analyze, and interpret results

Exercise sound judgment and discretion within defined procedures and practices

Develop and code moderately complex software programs, algorithms, and automated processes

Use modeling and trend analysis to analyze data and provide insights

Develop understanding of best practices and ethical AI

Transform data into charts, tables, or format that aids effective decision making

Build working relationships with team members and subject matter experts

Lead small projects and initiatives

Utilize effective written and verbal communication to document and present findings of analyses to a diverse audience of stakeholders

Qualifications

3-5 years of experience in exploratory data analysis

Basic understanding of business and operating environment

Statistics

Programming, data modeling, simulation, and advanced mathematics

SQL, R, Python, Hadoop, SAS, SPSS, Scala, AWS

Model lifecycle execution

Technical writing

Data storytelling and technical presentation skills

Research Skills

Interpersonal Skills

Working knowledge of procedures, instructions, and validation techniques

Model Development

Communication

Critical Thinking

Collaborate and Build Relationships

Initiative with sound judgement

Technical (Big Data Analysis, Coding, Project Management, Technical Writing, etc.)

Sound Judgment

Problem Solving (Responds as problems and issues are identified)

Bachelor's Degree in Data Science, Statistics, Mathematics, Computers Science, Engineering, or degrees in similar quantitative fields

Desired Qualification(s)

Master's/PhD Degree in Data Science, Statistics, Mathematics, Computers Science, or Engineering

Prior experience with enterprise risk management or internal audit

Deep knowledge and experience with SR 11-7 and/or ASOP 56

Prior experience with credit risk

Knowledge of one or more regulations such as CECL, CCAR, Anti-Money Laundering, Fair Lending, etc.

Advanced knowledge of Navy Federal Credit Union instructions, standards, and procedures

Hours: Monday - Friday, 8:00AM - 4:30PM

Locations: 820 Follin Lane, Vienna, VA 22180 | 5510 Heritage Oaks Drive, Pensacola, FL 32526

About Us

Navy Federal provides much more than a job. We provide a meaningful career experience, including a culture that is energized, engaged and committed; and fierce appreciation for our teams, who are rewarded with highly competitive pay and generous benefits and perks.

• Best Companies for Latinos to Work for 2024

• Computerworld® Best Places to Work in IT

• Forbes® 2024 America's Best Large Employers

• Forbes® 2023 The Best Employers for New Grads

• Fortune Best Workplaces for Millennials™ 2023

• Fortune Best Workplaces for Women ™ 2023

• Fortune 100 Best Companies to Work For® 2024

• Military Times 2023 Best for Vets Employers

• Newsweek Most Loved Workplaces

• Ripplematch Campus Forward Award - Excellence in Early Career Hiring

• Yello and WayUp Top 100 Internship Programs

From Fortune. ©2024 Fortune Media IP Limited. All rights reserved. Used under license. Fortune and Fortune Media IP Limited are not affiliated with, and do not endorse products or services of, Navy Federal Credit Union.

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.

Disclaimers: Navy Federal reserves the right to fill this role at a higher/lower grade level based on business need. An assessment may be required to compete for this position. Job postings are subject to close early or extend out longer than the anticipated closing date at the hiring team’s discretion based on qualified applicant volume. Navy Federal Credit Union assesses market data to establish salary ranges that enable us to remain competitive. You are paid within the salary range, based on your experience, location and market position

Bank Secrecy Act: Remains cognizant of and adheres to Navy Federal policies and procedures, and regulations pertaining to the Bank Secrecy Act.

REQNUMBER: 21709