Model Risk Specialist developing automation suites for model monitoring at DLL. Collaborating with stakeholders and promoting Python literacy across the organization.
Responsibilities
Design and implement automation suites to build an efficient codebase for model monitoring (data collection, data pre-processing, extending the Reference Dataset (RDS), developing the testing suite / reporting layer, etc)
Interpret test outcomes and perform deep-dives when necessary.
Respond to issues and questions raised by stakeholders
Communicate the outcome of complex statistical tests to various technical and non-technical stakeholders.
Continuous improvement of methodologies and policies that form the foundation of model monitoring within DLL.
Promote Python literacy across the organisation through demos, workshops, and best practices.
Requirements
Masters in a STEM subject, Data Science, Econometrics, or equivalent experience.
1-3 years of work experience in quantitative analysis in a relevant field.
Excellent skills in Python and experience in version control, e.g. GitHub
Statistical knowledge, specifically the knowledge of testing and interpreting model outcomes.
Experience in the diagnosis of implementation issues, exploration, interpretation and issue resolution of interim and eventual model outcomes
Ability to run discovery with stakeholders and translate business needs into technical deliverables with measurable outcomes
Excellent written and verbal communication in English
Knowledge of current and / or upcoming regulation (e.g. CRR3, EBA Guidelines (Review of Estimates), IFRS9, AI Act etc.)
Benefits
Two working days per year volunteering for a local charity.
Health and Wellness program including healthy food, free health checks, fun health & vitality activities.
Flexible hours with possibility to work from home
Career development opportunities: online learning, member development programs.
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