We have an exciting opportunity for a Senior Specialist-Machine Learning in our Independent Model Validation team. The validation team holds a key role in the validation, challenge, and oversight of VMUK's overall model landscape, including credit risk, financial and operational models. You'll work across a broad range of models spanning retail and business asset classes and drive insight and improvements in model outputs and controls. With the advent of new technologies such as Machine Learning and Generative AI we see a huge drive in the financial modelling space that must be managed appropriately. This is where our team comes in! We provide and evidence oversight in the form of independent validations and reviews in Artificial Intelligence, where we work with stakeholders across the bank to ensure robust model development activities.
Responsibilities
* Lead the validation of traditional and machine learning models to ensure models across the business are fit for purpose
* Provide artificial intelligence and data science expertise to inform the discussion between Model Development and Model Risk Management
* Engage with model owners, gathering materials for analysis, challenging model performance or development and documenting findings
* Utilise your technical skills in data manipulation and extraction, assessing and comparing data from a variety of sources
* Generate model validation reports and ensure that validation actions are followed through to a resolution
* Support the continuous learning and development of a best practice modelling culture within the bank
Qualifications
* A higher qualification in mathematical or computer science field (MSc and above) or equivalent technical experience
* Significant experience in machine learning, machine learning engineering and artificial intelligence modelling techniques, including Generative AI
* The ability to lead the development and review modelling methodologies independently
* Significant statistical knowledge
* Demonstrable experience with model development and / or model validation in some of the following areas: Fraud, Financial Crime
* Substantial expertise with Python programming language
* Advanced knowledge of data science and data mining methodologies
* Superb data presentation and report writing skills, ideally for a Model Risk Committee or equivalent
* Sound decision making and critical thinking, with the ability to work to a high degree of accuracy
* Good knowledge of SAS programming language
Benefits
* Generous holidays - 38.5 days annual leave (including bank holidays and prorated if part-time) plus the option to buy more
* Up to five extra paid well-being days per year
* 20 weeks paid, gender-neutral family leave (52 weeks in total) for expectant parents and those looking to adopt
* Free private medical cover, income protection and life assurance
* Flexible benefits include Cycle to Work, wellness and health assessments, and critical illness
#J-18808-Ljbffr