Manager Risk Model Validation
My client is a leading European Payment Service seeking a Manager Validation for their Model Risk team to be based in Berlin.
This fintech is endorsed by millions of global active users carrying constant transactions, with hundreds of thousands of retail partners, and thousands of employees.
The role is heavily relying on quantitative data, codes, calculations, and model methodologies - candidates with previous knowledge and a strong interest in data science and credit risk are preferred.
The Head of model Risk is looking for strong communicators to help build a new model landscape and implement new processes across the business.
Further Tasks and Requirements are:
- Risk model validation of machine learning models
- Carrying out investigations to identify model deficiencies
- Offering constructive recommendations in regards to the build of challenger models and stress testing prototypes
- Reporting the team's output to the company's management, as well as other relevant stakeholders such as regulators and external auditors
- Cross departmental projects in risk & data science
- A University degree in a quantitative field such as: Physics, Engineering, Mathematics, Economics, etc.
- 5 or more years experience in risk model development, validation or Data science within a bank, a fintech or a consultancy
- Great understanding of theoretical foundations for different models and algorithms as in: Generalized linear models, ensemble methods, stats, GBDT, etc.
- Python experience, as well as SQL, Git, ML Libraries plus knowledge in cloud structure
For further information, please apply here or call Karim Alrawas directly - his number is +49 30 726211432.
We look forward to hearing from you.