Model Risk Manager Non-Financial Risk / Analytics (w/m/d)
Core
Ensures the robustness, reliability, and regulatory compliance of Non-Financial Risk (NFR) and Analytics models, including AI models, through detailed validation and risk monitoring.
Role type
Model Risk Manager (Non-Financial Risk / Analytics)
Builds
Validated and governed AI/ML models for non-financial risk analytics
Domain
Banking / Financial Services / AI Governance
Deliverable
production ML models
Required skills
Model validation, statistical modeling, machine learning, risk assessment, regulatory compliance knowledge, Python/R/SAS programming
Preferred skills
Experience with Generative AI, Model Governance frameworks, MaRisk/EBA/ECB/EU AI Act regulations
Technologies
Python, R, SAS
Responsibilities
Validate (AI-)models to ensure they meet promises and perform robustly; monitor model risks and develop mitigation measures; develop and implement policies, standards, and processes for Model Risk Management and AI Governance; participate in bank-wide decision and governance processes; collaborate with stakeholders like Model Owners and Developers.