What are the responsibilities and job description for the Senior Data Scientist position at RGA Reinsurance Company?
You desire impactful work.
You're RGA ready
RGA is a purpose-driven organization working to solve today's challenges through innovation and collaboration. A Fortune 500 Company and listed among its World's Most Admired Companies, we're the only global reinsurance company to focus primarily on life- and health-related solutions. Join our multinational team of intelligent, motivated, and collaborative people, and help us make financial protection accessible to all.
A member of Model Risk Management team, the Senior Data Scientist, contributes to the implementation of second line enterprise-wide model risk management (MRM) governance framework with a focus on artificial intelligence (AI) and predictive models. This role will also perform model validation and risk assessment of AI and predictive models. This role will involve frequent communication with model owners within the business units, as well as with model risk governance groups and other key stakeholders.
What you will do
- Conduct model validation and perform model risk assessment for AI and predictive models, working in collaboration with functional associates. This includes designing model test plans using R and Python code for API and web access. Support the evaluation, monitoring, reporting of overall model risk exposure for RGA, identify trend and mitigation opportunities.
- Executes 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.
Qualifications
LI-DL1
What you can expect from RGA :
Compensation Range :
120,375.00 - $179,365.00 Annual
Base pay varies depending on job-related knowledge, skills, experience and market location. In addition, RGA provides an annual bonus plan that includes all roles and some positions are eligible for participation in our long-term equity incentive plan. RGA also maintains a full range of health, retirement, and other employee benefits.
RGA is an equal opportunity employer. Qualified applicants will be considered without regard to race, color, age, gender identity or expression, sex, disability, veteran status, religion, national origin, or any other characteristic protected by applicable equal employment opportunity laws.
Salary : $120,375 - $179,365
