Who We Are
At Flying Phase, we help our clients by equipping them with the insights and cutting-edge tools needed to solve their most complex credit, risk and governance challenges. We know the business, the tech, and the regulatory playbook allowing us to pair ingenuity and pragmatism to create tailored analytical, modeling, and automation solutions that help banking leaders better understand their customers, reduce risk, and grow their organization. Our model development and validation team is at the core of this mission, driving rapid innovation, working as trusted partners with a real seat at the table, to affect meaningful change for our clients.
Who You Are
You have always had a hunger for disruption and see opportunities to innovate almost everywhere you look. Your colleagues are your community, not your competition, and you work together to grow our organization and make our team and our clients successful. You value constructive feedback and bring your unique perspective to respectfully challenge the status quo. You enjoy fast paced environments focused on rapid experimentation, constant learning, and improving to move forward quickly.
What You’ll Do
- Assess the quality and risk of various model methodologies, algorithms, outputs, and business processes
- Partner with clients to enhance their modeling and analytical frameworks
- Develop benchmark and challenger models to effectively challenge critical modeling decisions
- Develop and maintain high quality and transparent model documentation.
- Perform exploratory data analysis to build hypotheses and support model development
- Utilize cutting edge tools to forecast high impact metrics for our clients and generate deep insights about their business
- Develop explainability and monitoring tools to enable the responsible use of statistical models and adhere to regulatory guidelines
- Build data visualization dashboards to enable clients to unlock the full potential of their statistical models
- Communicate your insights and solutions to clients at all levels of their organization through effective presentations and technical reports
Preferred Experience and Background
- At least 5 years experience working a highly quantitative role within financial services
- At least 2 years experience in credit forecast modeling or validation
- Strong knowledge of model validation and model risk best practices within financial services
- Subject matter expertise and real-world experience in at least one of the following areas: loss forecasting and stress testing (CCAR/DFAST/CECL/IFRS9), customer approve/decline modeling, anti-money laundering, or fraud detection
- Experience developing econometric models using traditional and machine learning techniques including regression, decision tree learning, clustering, and artificial neural networks to solve concrete business problems
- Ability to fully own the model development process: from conceptualization through data exploration, model selection, validation, deployment, business user training, and monitoring
- Experience in at least one open-source programming language (R, Python)
- Experience consolidating and communicating complex analytical concepts to senior audiences
- Experience working on an Agile team
Flying Phase is an Equal Opportunity Employer committed to diversity and inclusion in the workplace. All qualified applicants will receive consideration for employment without regard to sex, race, color, age, national origin, religion, physical and mental disability, genetic information, marital status, sexual orientation, gender identity/assignment, protected veteran status, or any other status prohibited by applicable national, federal, state or local law. Flying Phase promotes a drug-free workplace.
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