Operational Risk & AI Modelling Expert

Job content

Critères de l’offre

Description du poste

You are passionate about numbers, you have strong programming skills with a "can do" mentality, an independent working style and you like to drive improvements?
Then don’t wait - apply! We’re offering a permanent position within the GCRG (Group Compliance, Regulatory & Governance) Models & Methodology function to enhance our operational risk and machine learning related modelling capabilities.

What motivates you:

• Enhance the existing operational risk related modelling capabilities and support the development of model refinements
• Support and improve machine learning and AI related model initiatives
• Work closely with Model Risk Management & Control, Group Internal Audit and external audit to address any analytical questions requiring technical support and analysis for operational risk, financial crime prevention and compliance related risks
• Establish automated data monitoring procedures to ensure adequacy of model inputs and generated outputs to meet highest traceability standards for third party reviews
• Enhance your model governance related experience and knowledge by acting as a model owner and lead all related dialogues incl. exchange with regulators and other model stakeholders
• Define and implement automated Key Model Performance Indicators to ensure on-going model performance and support execution of all model governance related requirements
• Support senior management communication related to the models in scope and interact as model expert with key stakeholders

Description du profil

• Master or higher educational degree in engineering, statistics, mathematics, information technology, econometrics or alternatively in economics, business, finance/accountancy with technical major(s)
• Excellent programming skills in java and Python, knowledge of R statistical software is preferable
• Analytical profile with excellent judgment and problem-solving skills
• Experience in working with large datasets and platform developments
• Proficiency in all MS Office applications with strong data analytics skills
• Fluent in English and ideally German
• Prior model governance and financial industry experience preferable
• Pro-active with can-do mentality and keen to assume responsibility
• Ease the building of effective relationships across functions / teams
• Strong team player mindset who appreciates challenging the status quo and promotes collaboration