Data Science Analyst – Model Risk Management

About the role

The Analyst, Data Science joins the Model Risk Management Group within American Express' Global Risk and Compliance organization. You will support independent oversight of Generative AI, large language models, and advanced machine‑learning models used across marketing, credit, fraud, customer engagement, operations, and risk decisioning.

Key responsibilities

• Conduct risk‑based reviews of GenAI and LLM‑based models, evaluating objectives, design, training data, prompt engineering, and assumptions.
• Execute model risk testing, documentation reviews, and evidence assessments in line with MRMG standards.
• Perform gap analyses against internal policies and external regulatory expectations for AI/ML models.
• Research emerging trends in Generative AI and AI risk management to inform MRMG guidance and validation approaches.
• Prepare clear risk summaries, validation notes, and analytical findings for model committees, senior leaders, and cross‑functional partners.
• Collaborate with data‑science, engineering, product, and risk teams to ensure consistent, scalable GenAI risk‑management practices.

Required profile

• Strong analytical mindset with curiosity about AI/ML technologies.
• Ability to translate technical findings into concise, risk‑focused insights for diverse stakeholders.
• Experience working in a regulated environment or with model governance frameworks is a plus.

Required skills

• Model risk assessment
• Generative AI
• Large Language Models (LLMs)
• Machine Learning concepts