Senior Machine Learning Engineer, Model Risk Management
Remote · United States
Job Summary
Senior Machine Learning Engineer, Model Risk Management role at Block (remote-friendly within approved US locations). The position involves independently challenging model owners across lending, fraud, and AML; reproducing results; setting and defending acceptance thresholds; identifying silent errors that mislead metrics; designing evaluation approaches robust to rare events and population drift; hands-on coding to ship validation tooling and production-ready validation code; building agentic validation tooling and orchestrating parallel agents; reasoning about ML systems end-to-end and tying explainability and fair-lending findings back to product decisions; collaborating with Legal, Compliance, and fair-lending teams and engaging with auditors and bank partners to carry findings into regulatory engagements; and contributing to defining standards for validating AI systems at the frontier of production AI.
Required Qualifications
- A quantitative degree or equivalent experience
- Senior-IC depth building or validating models in a high-stakes domain such as credit, fraud, or financial crime
- Command of effective-challenge methodology: reproduction, conceptual-soundness review, benchmarking, stress testing, and outcomes analysis
- Deep applied ML and statistics across model families (regression, tree ensembles, deep learning)
- Experimentation and statistical rigor: holdout and experiment design, uncertainty reasoning
- Solid software and data engineering: production-quality Python, SQL on large datasets, reproducible, tested code
- Fluency with modern AI: building with LLMs and agentic tools
- Familiarity with model risk management frameworks and fair-lending standards
- Strong communication to explain conclusions to model owners and senior stakeholders
- Independence to operate under ambiguity
- Technologies: Python (NumPy, Pandas, scikit-learn, LightGBM, XGBoost, PyTorch); MLflow; Databricks; GCP/AWS; Snowflake; GitHub; Jira; Vertex AI
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