Senior Data Scientist focusing on model risk management, validation, and AI applications. Contributing to financial protection solutions with a multinational team.
Responsibilities
Conduct model validation and perform model risk assessment for AI and predictive models, working in collaboration with functional associates.
Support the evaluation, monitoring, reporting of overall model risk exposure for RGA, identify trend and mitigation opportunities.
Execute all activities related to model risk oversight to monitor the use of AI and predictive models at RGA supported by the model risk policy and assessment plan.
Assist in development and implementation of the enterprise Model Risk Management (MRM) framework and MRM strategy, with a focus on AI and predictive models.
Collaborate with business units to create awareness of the model risk framework and its implementation in order to maintain high engagement with model owners, first line risk officers and other stakeholders.
Support the development of operational risk quantification methodology and process, including related socialization to ensure the methods are understood and used appropriately.
Maintain regular and predictable attendance.
Requirements
Bachelor’s Degree in Arts/Sciences (BA/BS) Math, Statistics, Actuarial Science, Computer Science, or related field required or Master’s degree in Arts/Sciences (MA/MS) Math, Statistics, Actuarial Science, Computer Science, or related field preferred
5+ Years software development experience, with familiarity developing statistical models for insurance or related applications required
1+ Years statistical on-the-job modeling experience (not exam based) for insurance or related applications (Regression, Decision Trees, Time Series, etc.) required or 3+ Years statistical on-the-job modeling experience (not exam based) for insurance or related applications (Regression, Decision Trees, Time Series, etc.) preferred
Machine learning models / concepts - Technical Skills Upon Hire - Beginner Proficiency required
Predictive model knowledge, including statistical concepts for feature engineering, model diagnostics and model evaluation - Technical Skills - Beginner Proficiency required
Reinsurance industry and product knowledge - Technical Skills - Beginner Proficiency preferred
Make timely and effective decisions; and produce results through strategic planning - Behavioral Skills - Advanced Proficiency required
Oral and written communication skills, demonstrating the ability to convey business terminology that is meaningful and well received - Technical Skills - Expert Proficiency required
Ability to liaise with individuals across a wide variety of operational, functional, and technical disciplines - Behavioral Skills - Intermediate Proficiency required
Persuasion and negotiation skills when working with internal/external customers - Behavioral Skills - Advanced Proficiency required
Certified Analytics Professional (CAP) Preferred
Benefits
Gain valuable knowledge from and experience with diverse, caring colleagues around the world.
Enjoy a respectful, welcoming environment that fosters individuality and encourages pioneering thought.
Join the bright and creative minds of RGA, and experience vast, endless career potential.
Job title
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