Consultant Expert - Model risk manager - Artificial intelligence, granting and compliance models

About the role

As a Model Risk Manager , you challenge models developed across the Group, covering everything from regulatory risk management to process optimization through artificial intelligence. It is a stimulating role with regular international interactions and a wide variety of assignments that foster innovation.

What you'll do

• Face new and meaningful challenges every day
• Conducting reviews of models developed by business entities, including model development, recalibration, and backtesting
• Assessing the regulatory compliance of these models and evaluating their strengths, limitations, and performance
• Contributing to the preparation of model review reports, summarizing the review findings, conclusions, and recommendations

What you need

• Compliance
• Financial modelling
• Credit risk
• Statistics
• Risk management
• SAS
• B.Tech or B.E.

Good to have

• Python
• R