Responsibilities
Ownership and Delivery: Responsible for ownership and delivery of a scalable data-model aggregating model risk systems critical data elements and ensuring data views are prepared and available to support solution delivery & associated ad-hoc business requirements.
Data Capture Processes: Leads the development & delivery of sustainable data capture processes to support model risk efficiency objectives.
Model Validation: Leads the ongoing development & maintenance of model validation custom code libraries.
Error Analysis and Design: Analyzing the errors of the scripts and designing strategies.
Version Control and Code Repository: Managing Version control and Code repository.
Bespoke Solutions Development: Development of bespoke solutions and tools to enhance the effectiveness and efficiency of Model Risk Management practices & processes.
Governance Drive: Drive governance that is accountable and meaningful, supporting delivery aligned. This role supports various analytical and highly quantitative projects.
Requirements
- Knowledge:
- Good knowledge of Agile delivery management methodology.
- Strong understanding of model development or model risk management processes.
- Strong understanding of the product development lifecycle.
- An innovative thinker who understands latest ways of working and can apply these in a flexible way.
- Detailed knowledge of internal procedures and local regulations and those of other country regulators.
- Experience:
- Experience working within a large modelling or model related function at a Financial Institute.
- Hands-on experience of Python, Pandas, NumPy, SciPy, Keras, spaCy, NLTK. Experience of Open Source OCR libraries Tesseract, OpenCV, PyTesseract.
- Knowledge of Pre-trained OCR models, Optimization of Pre-trained modals.
- Hands-on experience on Tools (e.g., Visual Studio Code or PyCharm or Jupiter or Anaconda).
- Basic knowledge of DB and SQL. Basics of UI and Front End design.
- Skills:
- Strong written & verbal Communication skills.
- Ability to understand complex data and resolve issues in the process of building analytic tools to support users.
- Good judgement, sense of urgency and accountability; time management organizational and problem-solving skills.
- Ability to execute in a high-pressure environment.
- Ability to develop and implement ML algorithms.
- Ability to develop OOP solutions in Python and create and modify the company internal Python libraries.
- Team-oriented mentality combined with the ability to complete tasks independently to a high quality standard.
- Qualifications:
- Preferred degree in a quantitative discipline such as Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics, or Engineering.
The offer
Prestigious position at one of the world's largest banks. Competitive salary with a B2B contract. Private healthcare coverage and multisport card.