Senior Machine Learning Engineer - Model Risk Management

Company Description

Block is one company built from many blocks, all united by the same purpose of economic empowerment. The blocks that form our foundational teams — People, Finance, Counsel, Hardware, Information Security, Platform Infrastructure Engineering, and more — provide support and guidance at the corporate level. They work across business groups and around the globe, spanning time zones and disciplines to develop inclusive People policies, forecast finances, give legal counsel, safeguard systems, nurture new initiatives, and more. Every challenge creates possibilities, and we need different perspectives to see them all. Bring yours to Block.

Job Description

The Model Risk Management (MRM) team at Block is dedicated to achieving regulatory compliance, supporting the reduction of potential errors or bias, and promoting the appropriate use of models created and maintained by the company. The team achieves this by establishing and implementing model governance frameworks, validating and monitoring model performance, and providing guidance on best practices for model development and risk management.

Block is looking for a Machine Learning Engineer to join the Model Risk Management team. You will focus on building model monitoring, collaborating with the compliance machine learning and data science teams to ensure that appropriate risk controls are being implemented in model development and deployment pipelines. You will also explore MLOps opportunities, such as generating automated model cards. You will be fully remote and report into our Foundational Model Risk Management Lead.

Responsibilities:

• Develop and implement model monitoring tools and processes for compliance with regulatory requirements
• Collaborate with data science, compliance machine learning, and product teams to ensure risk controls are integrated into model development and deployment pipelines
• Explore opportunities for automation in areas like documentation generation, and model validation
• Research and stay up-to-date on the latest trends and best practices in MLOps, model risk management, and compliance
• Provide technical support to other team members when needed
• Participate in the ongoing improvement of our model risk management framework

Qualifications

Required:

• 5+ years of combined Machine Learning and Engineering industry experience
• A graduate degree in computer science, data science, operations research, applied math, stats, physics, or a related technical field
• Familiarity with Linux/OS X command line, version control software (git), and general software development principles with a machine learning software development life-cycle orientation
• Experience working with product, business, and engineering to deploy ML models
• Familiarity with Python computing stack, MySQL, Snowflake, Airflow, Java/Go
• Hosted models for inference on public clouds like GCP, AWS or built micro-services to facilitate event-based triggering, feature generation, model inference, and downstream actioning

Preferred:

• Experience with machine learning as related to compliance regulations such as AML, KYC, or sanctions screening
• Prior experience in compliance risk management
• Knowledge of regulatory frameworks such as SR 11-7

Additional Information

Block takes a market-based approach to pay, and pay may vary depending on your location. U.S. locations are categorized into one of four zones based on a cost of labor index for that geographic area. The successful candidate’s starting pay will be determined based on job-related skills, experience, qualifications, work location, and market conditions. These ranges may be modified in the future.

Zone A: USD $167,300 - USD $204,500
Zone B: USD $158,900 - USD $194,300
Zone C: USD $150,600 - USD $184,000
Zone D: USD $142,200 - USD $173,800

To find a location’s zone designation, please refer to this resource. If a location of interest is not listed, please speak with a recruiter for additional information. 

Full-time employee benefits include the following:

• Healthcare coverage (Medical, Vision and Dental insurance)
• Health Savings Account and Flexible Spending Account
• Retirement Plans including company match 
• Employee Stock Purchase Program
• Wellness programs, including access to mental health, 1:1 financial planners, and a monthly wellness allowance 
• Paid parental and caregiving leave
• Paid time off (including 12 paid holidays)
• Paid sick leave (1 hour per 26 hours worked (max 80 hours per calendar year to the extent legally permissible) for non-exempt employees and covered by our Flexible Time Off policy for exempt employees) 
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