Hyundai Capital Bank Europe
Sr. Model Validation Manager
Hyundai Capital Bank Europe, Irvine, California, United States, 92713
Who We Are
Through our service brands Hyundai Motor Finance, Genesis Finance, and Kia Finance, Hyundai Capital America offers a wide range of financial products tailored to meet the needs of Hyundai, Genesis, and Kia customers and dealerships.
We provide vehicle financing, leasing, subscription, and insurance solutions to over 2 million consumers and businesses. Embodying our commitment to grow, innovate, and diversify, we strive to reimagine the customer and dealer experience and launch innovative new products that broaden our market reach. We believe that success comes from within and are proud to support our team members through skill development and career advancement. Hyundai Capital America is an Equal Opportunity Employer committed to creating a diverse and inclusive culture for our workforce. We are a values-driven company dedicated to supporting both internal and external communities through volunteering, philanthropy, and the empowerment of our Employee Resource Groups. Together, we strive to be the leader in financing freedom of movement.
We Take Care of Our People Along with competitive pay, as an employee of HCA, you are eligible for the following benefits: ·
Medical, Dental and Vision plans that include no-cost and low-cost plan options ·
Immediate 401(k) matching and vesting ·
Vehicle purchase and lease discounts plus monthly vehicle allowances ·
Paid Volunteer Time Off with company donation to a charity of your choice ·
Tuition reimbursement
What to Expect The Sr. Model Validation Manager is responsible for the validation of Predictive and Gen AI/ML models, the model performance monitoring and reporting, and enhancements to the model governance policy, validation procedures, and documentation templates.
What You Will Do 1.
Model Validation ·
Perform baseline and periodic validations of risk models such as for portfolio loss (CECL, IFRS) and residual value loss forecasting, credit risk scorecards and risk appetite, and non-risk models such as Pricing, Treasury, Marketing and Collections models. This includes validating both Predictive and Gen AI/ML models. ·
Verify End User Computing (EUC) tools. ·
Write model validation and EUC verification reports. ·
Prepare and deliver effective presentations summarizing results of validations to senior management. ·
Actively engage in the model development process for new models. ·
Manage third-party vendors used for performing validations. 2.
Model Performance Monitoring ·
Full ownership of the HCA performance monitoring program that includes: o
Implementing model performance automation across HCA by executing and debugging relevant monitoring codes. o
Modifying and writing any requisite codes, and/or generating the monitoring reports in SAS Viya or AWS SageMaker. o
Perform ongoing monitoring, compiling results and reporting to the Enterprise Risk Inventory and Risk Control Committee (RCC) on the model performance of critical models in HCA. 3.
Model Governance ·
Enhance HCA’s model governance policy covering Predictive and Gen AI/ML framework in alignment with evolving regulatory guidance, in particular around fairness, interpretability, and robustness. ·
Maintain model validation procedures. ·
Enhance model documentation template. ·
Prepare and deliver effective presentations to senior management on the status of model risk management and other complex topics. · Maintain the model inventory, including managing the periodic attestation process.
We provide vehicle financing, leasing, subscription, and insurance solutions to over 2 million consumers and businesses. Embodying our commitment to grow, innovate, and diversify, we strive to reimagine the customer and dealer experience and launch innovative new products that broaden our market reach. We believe that success comes from within and are proud to support our team members through skill development and career advancement. Hyundai Capital America is an Equal Opportunity Employer committed to creating a diverse and inclusive culture for our workforce. We are a values-driven company dedicated to supporting both internal and external communities through volunteering, philanthropy, and the empowerment of our Employee Resource Groups. Together, we strive to be the leader in financing freedom of movement.
We Take Care of Our People Along with competitive pay, as an employee of HCA, you are eligible for the following benefits: ·
Medical, Dental and Vision plans that include no-cost and low-cost plan options ·
Immediate 401(k) matching and vesting ·
Vehicle purchase and lease discounts plus monthly vehicle allowances ·
Paid Volunteer Time Off with company donation to a charity of your choice ·
Tuition reimbursement
What to Expect The Sr. Model Validation Manager is responsible for the validation of Predictive and Gen AI/ML models, the model performance monitoring and reporting, and enhancements to the model governance policy, validation procedures, and documentation templates.
What You Will Do 1.
Model Validation ·
Perform baseline and periodic validations of risk models such as for portfolio loss (CECL, IFRS) and residual value loss forecasting, credit risk scorecards and risk appetite, and non-risk models such as Pricing, Treasury, Marketing and Collections models. This includes validating both Predictive and Gen AI/ML models. ·
Verify End User Computing (EUC) tools. ·
Write model validation and EUC verification reports. ·
Prepare and deliver effective presentations summarizing results of validations to senior management. ·
Actively engage in the model development process for new models. ·
Manage third-party vendors used for performing validations. 2.
Model Performance Monitoring ·
Full ownership of the HCA performance monitoring program that includes: o
Implementing model performance automation across HCA by executing and debugging relevant monitoring codes. o
Modifying and writing any requisite codes, and/or generating the monitoring reports in SAS Viya or AWS SageMaker. o
Perform ongoing monitoring, compiling results and reporting to the Enterprise Risk Inventory and Risk Control Committee (RCC) on the model performance of critical models in HCA. 3.
Model Governance ·
Enhance HCA’s model governance policy covering Predictive and Gen AI/ML framework in alignment with evolving regulatory guidance, in particular around fairness, interpretability, and robustness. ·
Maintain model validation procedures. ·
Enhance model documentation template. ·
Prepare and deliver effective presentations to senior management on the status of model risk management and other complex topics. · Maintain the model inventory, including managing the periodic attestation process.