AI Model Risk Analyst
MetLife - new york city, NY
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Role Value Proposition: Global Risk Management (GRM) oversees MetLife's financial and non-financial risks to support responsible growth and ensure we deliver on our promises to customers and stakeholders. GRM accomplishes this through proactive advice, independent and effective challenge, and through implementation and enforcement of guardrails. This position sits within Model Risk, GRM Data & Analytics whose primary role is to manage risk and uncertainties arising from the use of models. This position will contribute to managing these risks mainly with respect to Artificial Intelligence and Machine Learning models. These models include those internally developed or purchased from vendors and are used across the Enterprise in functions ranging from pricing to business operations. The candidate will have demonstrated strong quantitative skills allowing them to challenge and develop models, mainly those using Machine Learning or other advanced techniques utilized in AI. The successful candidate will be motivated to adopt new technologies and be able to work in a fast-paced and changing environment. The position will require collaboration with key global stakeholders across the Enterprise. The candidate will gain a broad exposure to a wide range of modeling techniques, product lines, functions, and businesses across the globe. Key Responsibilities: Challenge modeling decisions through independent assessment and working with model owners or developers to address concerns Review and assess model risks and controls as well as provide recommendation for remediating actions Meet with internal business teams, technology teams, and vendors, to support collection and assessment of documentation and control evidence Contribute to and coordinate with functional partners to ensure a holistic view of AI risks Assess the mathematical, statistical, and conceptual soundness of each model, effectively challenging model assumptions, inputs, methodologies, and outputs; develop benchmarking models as needed Quantitatively assess fairness for select AI models through independent analyses Document the results of performed review and testing, drawing attention to areas of concern and uncertainty, and provide specific remediations Essential Business Experience and Technical Skills: Required: Graduate degree in a quantitative field (e.g., mathematics, statistics, economics, physics, or computer science) or/and ASA (Associate of the Society of Actuaries)/FSA (Fellow of the Society of Actuaries). Experience in end-to-end statistical, ML or AI model development Solid programming skills for models and data using Python, R, and/or C# Demonstrated ability to work as part of a team and collaborate with members of other departments and lines of business 3+ years of experience Preferred: Knowledge of Statistical, Machine Learning, and Deep Learning techniques, and benefits and drawbacks to each Experience with a variety of model development and deployment platforms Experience with insurance or broader financial services Equal Employment Opportunity/Disability/Veterans If you need an accommodation due to a disability, please email us at . This information will be held in confidence and used only to determine an appropriate accommodation for the application process. MetLife maintains a drug-free workplace.
Created: 2024-11-05