Katherine Mallace
Quantitative Model Validation Ai Ml Nlp Llm @Wells Fargo
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WORK HISTORY
Quantitative Model Validation Ai Ml Nlp Llm @Wells Fargo
Led various modeling research projects. Mentor to junior team members. Responsible for model validation of Machine Learning, Natural Language Processing (NLP) and LLMs/Generative AI models for all lines of business.Lead the development of first Large Language Models (LLMs)/Generative AI (Gen AI) testing tools and procedures to assess multilingual models and models using Spanish text. Develop department’s first simulation study to assess dynamically updated models.Develop model identification tool to categorize risk levels of Large Language Models (LLM)/Generative AI (Gen AI) use cases. Develop benchmarking models using machine learning, statistical and Generative AI modeling techniques, such as Neural Networks, Random Forest, GBM, SVM, Logistic Regression, BERT, etc. Engage effectively with senior management and different stakeholders on key modeling issues, validation activities, model risk identification and model risk management.
EDUCATION
Augsburg University
Bachelor of Arts, Economics
Columbia University
Master of Science - MS, Applied Analytics
ABOUT KATHERINE MALLACE
Fast-learning, innovative professional who thrives in ambiguity and constantly evolving environments. Experience leading analytical teams and delivering quantitative projects.Adaptable, able to deliver recommendations and react quickly when things change.Main strengths include serving as a liaison between technical staff and operational partners, negotiating resolutions between internal and external stakeholders, problem-solving, delivering solutions and actionable data insights. Additional skills: Data Modeling, Statistical Analysis, Data Visualization, Supervised and Unsupervised Machine Learning Algorithms.Languages and tools: SQL, Python, R, Spark, Hive, Tableau and Hadoop.
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