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MRM Consultant, Data Science & Analytics
TransUnionConsultant in data science focusing on model governance and analytics for credit risk management. Collaborates on consumer credit models and ensures regulatory compliance for TransUnion's clients.
Tech Stack
Tools & technologiesHadoopPythonSparkSQL
About the role
Key responsibilities & impact- Responsible for model governance of data-driven solutions related to IT infrastructure/operations, data ingestion and quality control, and enhancing customer experience.
- Monitor & govern consumer credit models, strategies, and business intelligence solutions through consulting engagements and research.
- Independently validate and review models across their lifecycle to ensure conceptual soundness, data integrity, and regulatory compliance.
- Perform quantitative testing, benchmarking, and back-testing to assess model performance and stability using languages such as R, Python, SQL, Hive, and Spark.
- Identify model limitations, assumptions, and potential risks, and recommend mitigation strategies.
- Prepare comprehensive validation reports and effectively communicate findings to model owners, senior management, and regulatory stakeholders.
- Contribute to strengthening the organization’s model risk governance framework by ensuring adherence to internal policies and industry standards.
Requirements
What you’ll need- Bachelor’s degree in statistics, mathematics, engineering, economics, or another highly quantitative field.
- At least 5 years of professional experience in model validation, risk management, or quantitative analytics.
- Excellent understanding of model development and validation techniques, including conceptual soundness, performance testing, benchmarking, and back-testing.
- Familiarity with regulatory guidelines such as SR 11-7 and OCC 2011-12.
- Proficiency in Python, R, SQL; experience with big data tools (Hadoop, Spark) is a plus.
- Excellent communication skills for preparing validation reports and presenting findings to stakeholders.
- Ability to work in a fast-paced, collaborative environment and manage multiple assignments effectively.
- Strong project management skills with the ability to manage multiple assignments effectively.
Benefits
Comp & perks- Flexible time off
- Workplace flexibility
- Support for continued learning through tuition reimbursement, conferences, and seminars
ATS Keywords
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Hard Skills & Tools
model validationrisk managementquantitative analyticsperformance testingbenchmarkingback-testingdata ingestiondata quality controlPythonR
Soft Skills
communication skillsproject managementcollaborationanalytical thinkingproblem-solving