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Senior AVP (MRM Infrastructure)

  • By Weronika Nowak
  • 8 December 2022
  • 518 Views

You will join the company that is one of the world’s largest banking and financial services organisations. It’s global businesses serve more than 40 million customers worldwide through a network that covers 64 countries and territories.

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ABOUT THE ROLE

Role purpose: Model Risk Management (MRM), part of Global Risk & Compliance, is responsible for providing second line of defence for the company’s model risk. Model Risk Management comprises of five key areas, led by the Chief Model Risk Officer:

  • Independent Model Review – Independently reviewing and (re)validating models and methodologies across functions and risk types within the bank.
  • Model Risk Governance – Setting the firm’s model risk policies and standards as well as ensuring that model risk is managed within the approved tolerance levels.
  • Model Risk Stewardship – Facilitating responsible development, understanding and use of models and analytics, as well as providing subject matter expertise, advice, guidance, and effective challenge across regions, businesses and functions. 
  • Regulatory Standards and Quality Assurance – Providing expertise and partnering to Senior Management for reviewing and decision making, by developing opinions and interpretations of relevant regulatory changes impacting model risk.
  • Infrastructure – Providing Global Model Inventory System (GMIS) management, maintenance and user engagement, along with report production and technology enhancements.

Infrastructure caters to both strategic and operational aspects of managing model risk and enforces Model Risk Policies through technology. They are responsible for reporting production across Model Risk Management including dashboard developments, data retrieval and quality updates, model inventory reporting and attestation tracking, data visualisation and analytics, Model Risk Management data and systems management, and systems and technology enhancements.

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YOUR RESPONSIBILITIES

  • The role holder takes a critical role in delivering the Model Risk Product Management & Infrastructure capability through full lifecycle change delivery across a dynamic and varied suite of Model Risk products.
  • 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.
  • Leads the development & delivery of sustainable data capture processes to support model risk efficiency objectives.
  • Leads the ongoing development & maintenance of model validation custom code libraries. 
  • Participate in projects leading to productionised solutions using various analytic techniques through involvement in any or all of the following activities:
    • Design of predictive analytics strategies and models, their prototyping and implementation
    • Data Quality Analysis, Segmentation, KRI modelling, ad-hoc analytics and solution design
    • Trend Analysis and Dashboard Creation based on Visualisation techniques
    • Data Implementation Checks and Data Quality Assurance
    • Development of model and data attestation frameworks
    • Development of bespoke solutions and tools to enhance the effectiveness and efficiency of Model Risk Management practices & processes
  • Lead projects and initiatives including supervision and mentoring of team members.
  • Drive governance that is accountable and meaningful, supporting delivery aligned with Model Risk Management practices.
  • This role supports various analytical and highly quantitative projects within the Model Risk Management Infrastructure function including the development of advanced visualisation toolkits to support all lines of defence to manage model risk.

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SKILLS & EXPERIENCE THEY REQUIRE

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:

  • 2-3 years plus experience of working in a mature Agile delivery pattern.
  • Experience working within a large modelling or model related function at a Financial Institute.

Skills:

  • Ability to understand complex data and resolve issues in the process of building analytic tools to support users
  • GCP / AWS – experience in use of BigQuery
  • Programming – experience in SQL & Python
  • Data process & visualisation – Tableau, Alteryx experience will be an asset
  • Database architect / scheme design
  • Team-oriented mentality combined with 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.

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WHAT THEY OFFER

  • Flexible working hours.
  • Abundant technical and soft skills trainings by the best experts.
  • Refunding scheme for professional qualifications and relevant studies, language courses and personal development.
  • International and diversified team of professionals that will help you develop and succeed.
  • Exposure to all the company lines of business and markets.
  • Multiple employees’ benefits including private medical and dental health care, Multisport Card, life insurance, and others.

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Note: Prepare your CV in English (PDF) and fill in the form 🙂  
Please include in your CV the following clause necessary for the recruitment process:

“I agree to the processing of personal data that I have made available voluntarily in the recruitment process by the Administrator of personal data, i.e. Dotcommunity Spółka z ograniczoną odpowiedzialnością [Ltd.] based in Cracow, 15 Żabiniec Street, 31-215 Cracow, registered in Poland, the Cracow’s District Court – Śródmieście, XI Commercial Division of the National Court Register under number 0000468484, VAT number: 9452174499, (“Dotcommunity”) in order to carry out the recruitment process for the Senior AVP position on the basis of Art.6 item 1a of the Regulation (EU) 2016/679 of the European Parliament and of the Council of 27 April 2016 on the protection of natural persons with regard to the processing of personal data and on the free movement of such data, and repealing Directive 95/46/EC (General Data Protection Regulation).”

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    Dotcommunity is registered in the Register of Employment Agencies (KRAZ) under number 9904.