FS, RC

About the Role

EY is seeking a highly skilled Generative AI Specialist with expertise in developing/validating AI models for its Financial Services Risk Management (FSRM) group. This role will contribute to strategic and functional transformation across risk, treasury, and front-to-back-office functions for leading global financial institutions. The role involves applying quantitative skills to enhance risk and valuation processes, support regulatory compliance, and develop analytics for clients with capital-markets activities.

Key Responsibilities

• Demonstrate deep technical capabilities and industry knowledge of financial products.
• Lead components of large-scale client engagements and/or smaller client engagements while consistently delivering quality client services.
• Understand market trends and demands in the financial services sector and issues faced by clients.
• Manage risk and effectively communicate with key stakeholders regarding status, issues, and key priorities.
• Responsible for decision-making, optimizing processes, resource management, and overseeing team management for task execution.
• Accountable for allocating personnel, supervising team members, assigning tasks, and optimizing and evaluating performance.

Requirements & Tech Stack

• MRM (SR 11-7 experience) / Model Audit / Model governance along with Gen AI / Traditional AI.
• Deep understanding of various neural network architectures, including CNNs, RNNs, transformers, and GANs, along with their applications in supervised, unsupervised, and reinforcement learning.
• Proficiency in the development / validation of state-of-the-art generative AI models, including RAG structures.
• Experience with natural language processing (NLP) and large language models (LLMs), with skills in data preprocessing, model training, hyperparameter tuning, and evaluation metrics for creative content generation and data synthesis.
• Utilize leading AI platforms like OpenAI, Azure GPT, Google Gemini, LLaMA, or Mistral, with proficiency in at least one platform.
• Conduct comprehensive testing and evaluation of AI models on tasks such as text summarization, content generation, and other NLP applications.
• Experience in performance testing of AI models, including evaluation for hallucinations, toxicity, bias, robustness, adversarial attacks, and cybersecurity vulnerabilities.
• Knowledge of responsible AI practices, ensuring fairness, transparency, and accountability.
• Demonstrate ability to learn and apply new concepts, specifically in the area of financial risk management.
• Excellent communication and problem-solving skills, with the ability to explain complex AI concepts to non-technical stakeholders.

Ideally, You Will Also Have

• Proficiency in Python and ML frameworks such as TensorFlow, PySpark, and PyTorch.
• Knowledge in AutoML tools and Auto Kubernetes.
• Experience with cloud-based platforms for building, training, and deploying machine learning models, such as AWS SageMaker, Azure ML, or Google Cloud AI.
• Experience in writing validation reports as per MRM practices.

Qualifications

• Undergraduate (4-year degree) or master’s or Ph.D. in Mathematics, Engineering, Computational Finance, Artificial Intelligence, or a related field with hands-on experience.
• Relevant certifications in AI/RAI from GARP or quantitative courses such as CQF.
• Ability to work in a fast-paced environment and support engagements with global financial institutions.
• Willingness to travel based on client needs.