Hybrid Model Risk Specialist

Posted 3 weeks ago

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About the role

  • 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.

Job title

Model Risk Specialist

Job type

Experience level

Junior

Salary

Not specified

Degree requirement

Postgraduate Degree

Tech skills

Location requirements

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