Senior Model Validation Specialist - Data Science & BI (Openbank)

Key Skills

Java Programming, Python Programming, Framework, SQL, Machine learning techniques, MATLAB Programming, R Programming, Algorithms

Job Description

We are the 100% digital bank of the Santander Group and we are currently undergoing a technological transformation and international expansion. In 2017 the re-launch of the Bank began and since then we have been in continuous expansion and growth, especially in our technological side. We work in a start-up format, using agile methodologies to take our clients' experience to the next level. In 2019 we launched the Bank in the Netherlands, Germany and Portugal, with others to follow.

Our culture makes us different; social and diversity clubs are part of our essence and allow us to live our culture every day.

We are a flexible and fast adapting team that currently works remotely most of the time using all kinds of communication tools, we haven´t noticed the change!

Mission and responsibilities:

As a Senior Model Validation Specialist, you will be responsible for the Audit of all ML Models in production, replicating the responsibilities of the Corporate Validation Department. The ideal candidate should have enough knowledge to contribute to software development within its department.

The main tasks of this position will be the following:

• Audit, challenge and supervise ML model implementations: target variable definition, population selection for training, allignmennt with production objectives,
• Document recommendations to Data Scientist on Model Methodological Improvements.
• Supervise Model performance and Monitoring.
• Coordinate with DS Teams to establish model performance and monitoring metrics. Coordination with ML Ops teams for implementation.
• Responsible for Ethical Compliance Framework, in coordination with DS Managers and Compliance Department. 

To be successful in the role you must have

• +5 years of experience in a similar role in quantitative modelling for credit risk models, as a model validator, model developer or similar roles.
• Computer Science / Algorithmics / Machine Learning
• A PhD or Master’s degree in a quantitative field (e.g. Machine Learning, Mathematics, Physics, Engineering, Finance or Economics) with an advanced level of statistics.
• Good knowledge and programming experience of statistical software applications, such as R, Matlab, Python, or SQL.
• Proficiency in global regulatory requirements would be desirable.
• Ability to cooperate with multiple Data Scientists and build professional relationships across all organizational levels while keeping a results-oriented analytical, conceptual and problem solving attitude.
• Proven experience as a strong, self-starting, standout colleague with a good sense of prioritization and willing to co-operate in a highly collaborative environment and contribute to the team's success.
• Ability to explain complex topics to a diverse range of audiences.

What do we offer?

• Immediate incorporation to a dynamic and agile company with a growth and expansion project.
• Working in start-up mode with the support of Grupo Santander.
• Competitive remuneration and attractive benefits package.
• Possibility of growth within the company and the Group.
• Collaboration in international projects and possibility of contact with different countries.
• Excellent work environment, social clubs and frequent events (now virtual).