Model Risk Specialist

Model Risk Specialist

Join our Group Analytics team to design build and roll out DLLs model monitoring automation suite to support DLLs vision and full adherence to regulatory governance. Youll work closely with stakeholders in Modelling Model Validation Risk and Audit to build and support your project on an ongoing basis..

Find out morehereabout how you can unleash your full potential at DLL

What Youll Do

• 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.

All members enjoy

• 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.
• Click thislinkfor an overview of all the benefits in your region.

We not only live up to the expectations of our customers for today but also anticipate their market needs of tomorrow.

What Were Looking For

The ideal candidate will have:

• 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.)

Bonus

• IRB / IFRS9 regulated industry experience (in risk modelling model development monitoring validation)
• Experience working in SCRUM / Agile teams
• Proficiency in SQL / Spark / Databricks / Azure DevOps (or equivalent stack)
• Python package testing
• Experience using LaTeX

Choose wellbeing

DLLs wellbeing ambition is to educate equip and empower members to build connections manage their mental emotional physical and financial wellness and maintain balance between work and the other priorities that make up their lives.

Our four wellbeing categories are as follows:

• Connection Build meaningful connections with other DLL members
• Health Manage mental emotional and physical health
• Finance Provide learning opportunities to help members achieve personal financial health
• Lifestyle Maintain balance between work and life priorities

These are the things that matter to our members and the wellbeing of our members matters to DLL

Good to know:

• Deadline for application: February 22nd (Due to high volume of applications this requisition may close prior to posted close date)
• The selection process may involve an assessment
• Applications via email will not be reviewed. Please apply online via our career website
• #LI-BEN
• DLLs referral program applies
• For more information please contact our Talent Acquisition Partner Ben Sumbler via

DLL appreciates the time you spend applying to our openings. We advise only those who qualify for an interview will be contacted. Hiring subject to successful completion of a background check.

DLL is an equal opportunity employer. We are committed to inclusive barrier-free recruitment and selection processes and work environments. If contacted for an employment opportunity please advise Human Resources if you require accommodation in accordance with our values and all applicable legislation.