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Job

Senior Data Science Model Validator

  • Location

    Warsaw, Poland

  • Sector:

    Financial Services and Banking

  • Job type:

    Permanent

  • Salary:

    Competitive + Relocation

  • Contact:

    Aya Agbaria

  • Contact email:

    a.agbaria@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Job ref:

    PL-8777

  • Published:

    about 2 months ago

  • Expiry date:

    2020-12-31

  • Startdate:

    ASAP

Hamlyn Williams are supporting an international bank based in Warsaw, Poland, who are seeking an experienced professional in model validation/development/risk management. This position makes a great opportunity for communicative individuals seeking further career development in the field. 

Role Responsibilities:

  • Technical review of the models assessing the conceptual soundness and developmental evidence of a model.
  • Review of compliance with regulations and internal policies by performing quantitative analyses and independent testing.
  • Writing detailed validation reports, including a model risk assessment and a description of the validation findings.
  • Interact with stakeholders including model developers, senior management, ECB and other regulators, and internal & external audit.
  • Keep track of new developments in data science and applicable regulation.
  • Contribute to the continuous improvement of methodologies, standards and automation.

Essential:

  • You have a PhD or MSc degree in Mathematics, Physics, Econometrics, Quantitative Finance, Data Science or related field
  • You have at least 5 years of experience in model development, validation or model risk management.
  • You have a passion for data science as applied in the banking sector.
  • You have a thorough understanding of the machine learning algorithms and tooling and are able to pass your knowledge to others.
  • You know how to build and validate multiple Machine Learning methods: Classification, Regression, Clustering, Unsupervised methods, Text Mining. 
  • You have an excellent understanding of Random Forests, Gradient Boosting, Neural Networks, Logistic Regression, SVM, KNN, K-Means, etc.
  • You have experience in Python, R, Scala, SAS or other data science tools and platforms.
  • You have an excellent English verbal and writing skills.
  • You are enthusiastic, communicative, flexible and you are a team player.
  • You are transparent, open-minded and value diversity and inclusion.

Extra Points For:

  • Experience with the agile way of working and interests in progressing with this.
  • Transparency, open-mindedness and value for diversity and inclusion.
  • Knowledge in Parametric and non-parametric statistics is a pre.
  • Knowledge in data processing Tools: Spark, Hadoop, Oracle, SQL.
  • Being an advocate of the “ING Orange Code”, a naturally collaborative person and team player.

 

You can apply by contacting me directly or by selecting the Apply button. 

I am a Risk market specialist working with a large variety of clients across the Financial Services industry. If this role is of interest to you, or if you’d like to explore other opportunities in the market, please feel free to reach out directly. 

Contact Aya Agbaria at +31 20 299 4406 or at a.agbaria@hamlynwilliams.com.