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Mercury

9 days ago

Model Risk Manager

Remote · San Francisco, CA, New York, NY, Portland, OR, or Remote within Canada or United States San Francisco, CA, New York, NY, Portland, OR, or Remote within Canada or United States

pythonsql enterprise risk

greenhouse

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AI TL;DR

You will manage model risk and ensure compliance as Mercury scales its operations. This role involves validating models and collaborating with various teams to enhance risk management practices.

AI match

Clear role · 80/100 against the market band on this page.

Interview prep for this job

  1. What would you ship in the first month as Model Risk Manager at Mercury?
  2. Which tradeoff in the description would you ask about first?
  3. How do you explain a production incident to this team?
  4. What would you measure in the first two weeks?
  5. Which part of your last project maps to this stack?

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Job description

You will manage model risk and ensure compliance as Mercury scales its operations. This role involves validating models and collaborating with various teams to enhance risk management practices.

Details

  • Remote within Canada or United States
  • 5+ years of relevant experience
  • Proficiency with SQL and Python

The work

  • Perform independent validations and reviews of models across various areas
  • Evaluate model methodologies, assumptions, and performance through testing
  • Maintain a complete and accurate model inventory
  • Develop clear reporting on model risk and validation coverage