Validate and test credit risk models, prepare validation reports and documentation, support model releases and monitoring, automate model training, perform ad-hoc statistical analyses, and communicate findings to stakeholders to support risk management and production deployment.

Build and maintain pricing and profitability models to optimize lending strategies, incorporating proprietary credit models. Design A/B tests, analyze financial performance trends, and present data-driven recommendations to senior management. Collaborate with credit risk, capital markets, FP&A, marketing, and sales to quantify financial impact and improve pricing decisions.

Build, deploy, and monitor machine learning and pattern-recognition models to detect lending fraud. Analyze large transactional datasets with Python and SQL, partner with Fraud Operations to iterate on features and reduce false positives/negatives, communicate findings to stakeholders, apply AI in production, and mentor team members.