Senior Expert Data Science Model Validator

Key Skills

Finance, Oracle, Risk Analytics, Python Programming, SQL, Apache Hadoop, Scala Programming, Machine learning techniques, Data science techniques, R Programming, SVN, SPARK Programming, Neural Networks, SAS, Text segmentation, Gradient Boosting trees, Random forests, K-Means clustering

Job Description

• You have a PhD or MSc degree in Mathematics, Physics, Econometrics, Quantitative Finance, Data Science or related field,
• You have at least 8 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.

English level - C1.You'll get extra points for:

• Experience with the agile way of working and interests in progressing with this,
• 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.

Working time per task:

• Technical review of the models assessing the conceptual soundness and developmental evidence of a model - 40
• Writing detailed validation reports, including a model risk assessment and a description of the validation findings - 10
• Interact with stakeholders including model developers, senior management, ECB and other regulators, and internal & external audit - 10
• Keep track of new developments in data science and applicable regulation - 10
• Contribute to the continuous improvement of methodologies, standards and automation - 10
• Providing guidance to fellow team members around data science model validation - 10
• Review of compliance with regulations and internal policies by performing quantitative analyses and independent testing - 10

Information about the squad:

• RiskHub in Poland was created as a part of central risk organization of ING connecting following areas: Data and Tools, Model Development & Model Risk Management Areas. Within Model Risk Management Area we are expanding Data Science Model Validation (DSMV) part of ING Global Model Risk Oversight Tribe (MRO). MRO is a fast growing, energetic, international team of highly qualified Model Risk Experts, Model Validators, Business Analysts & SAS Developers.

The Data Science Model Validation (DSMV) is responsible for validating data science and other non-regulatory models used by ING worldwide. By bringing in our expertise we assure that models are appropriate for intended use, compliant with internal policies and external regulations and its limitations are well understood by the organization. Our goal is to ensure a strong model validation and model lifecycle landscape within ING. The Risk Hub MRO Chapter supports/guides global and local model communities in execution of the model life cycle activities,

Within RiskHub, we are looking for Model Validator for Data Science and other non-regulatory models to ensure continuous focus on Model Risk Lifecycle and Model Risk Management. We value development or validation experience within Know Your Customer (KYC) and Anti Money Laundering (AML) and the usage of data science techniques. The focus is on data science models from domains like KYC, AML, Customer Interactions and Loan Pricing. The KYC / AML models in ING are designed to identify and detect patterns that are amongst others related to customer’s behavior, activities and transactions.

We are looking for a colleague with a talent for taking it on and making it happen, enthusiastic for helping others to be successful and knack for always being a step ahead. You strive to bring fresh ideas to life and embrace challenges in a fast changing and complex environment. You are an advocate of the “ING Orange Code”, and a team player who listens and invests in others to achieve common goals. You love to challenge the status quo and are eager to propose creative solutions.