Manager, Risk Data & Model Implementation
Core
Manage the implementation and ongoing monitoring of credit risk models (AIRB, ICAAP, IFRS 9) and build efficient data pipelines for risk reporting within a bank.
Role type
Manager, Risk Data & Model Implementation
Builds
Production model implementations, model monitoring solutions, and risk reporting data pipelines
Domain
Banking / Credit Risk / Regulatory Capital
Deliverable
production ML models | product features
Required skills
Credit risk model development, data management pipelines, Python, API development, data testing, regulatory capital frameworks (AIRB, ICAAP, IFRS 9)
Preferred skills
Model validation collaboration, IT team coordination, GUI development
Technologies
Python
Responsibilities
Translate risk model requirements into production implementation specs for IT teams, build efficient model development streams, contribute to model monitoring solution development, document model specifications and production data attestation, conduct data testing for accuracy, develop APIs and GUIs for applications, collaborate with model development and validation teams