Model risk manager - Artificial intelligence, granting and compliance models - Risques - La Defense, Ile de France, France
Core
Challenge and review AI, granting, and compliance models developed by group entities, ensuring regulatory compliance and evaluating model performance.
Role type
Model Risk Manager (AI/Compliance)
Builds
Model review reports and validation conclusions
Domain
Banking / Financial Risk / Regulatory Compliance
Deliverable
dashboards & analysis
Required skills
Statistical modeling, Stochastic calculus, Financial modeling, Python, R, SAS, Regulatory compliance knowledge
Preferred skills
English language proficiency
Responsibilities
Conduct model reviews (modeling, recalibration, backtesting), Challenge modeling methods using technical expertise, Ensure regulatory compliance of models, Evaluate model strengths and performance, Participate in drafting model review reports
