U.S. Bank is looking to improve its Artificial Intelligence Models across various business areas, such as Marketing, Fraud, Credit Risk and Bank Operations, by providing oversight and validation through its AI/ML Validation Center of Excellence in Model Risk Management.
Requirements
- Strong statistical modeling or computer science background and hands on model development skills
- Considerable knowledge of various machine learning algorithms and their applications, including Random Forest, GBM, XGBoost, deep learning, NLP, computer vision, and LLM
- Experience with building complex deep learning architectures such as MLPs, RNNs, CNNs and Generative AI frameworks such as RAG and Agentic AI
- Strong programming skills using Python packages such as Numpy, Pandas, and scikit-learn
- Hands on experience with deep learning or LLM software frameworks such as PyTorch, Tensorflow/Keras, MXNet, LangChain and Llamaindex
- Research experience and publications on AI or Gen AI
- Advanced understanding of Model Risk Management and OCC SR 11-7
Responsibilities
- Develop benchmark AI/ML models
- Perform activities related to AI/ML model development and model review, including model development, algorithm selection, performance evaluation, implementation, monitoring, model risk mitigation and remediation
- Conduct R&D for various AI/ML methodologies and their potential applications and use cases
- Review model development documentation
- Independently test advanced AI/ML and Generative AI models
- Develop technical guidance documents, training curriculum and white paper
- Communicate model requirements and validation outcome to stakeholders within the Bank
Other
- Bachelor’s degree in a quantitative field required with at least 5 years of relevant experience
- MA/MS in a quantitative field, and 3 or more years of related experience
- PhD in a quantitative field, and less than 2 years of related experience
- Demonstrated independence, teamwork and leadership skills
- Strong project management skills
- Excellent written and verbal communication skills
- LOCATION EXPECTATIONS: This role requires working from a U.S. Bank Location three (3) or more days per week
