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Model Validator Data Science - ING

Locatie: Amsterdam

Background
With the increasing attention on Know Your Customer (KYC) and Anti Money Laundering (AML) and the development of complex models using data science techniques, ING is setting up a new validation team. As a start, this team will focus on compliance models used for KYC and AML globally. The KYC / AML models are designed to identify and detect patterns that are amongst others related to customer’s behaviour, activities and transactions. This team will help ING to further mitigate the risk of financial and economic crime. In the future, the scope of the team will be expanded to other data science areas as applied within ING.

ING’s Model Risk Management team is an energetic international team of highly qualified professionals. Currently, the Model Risk Management team exist of two validation tribes (Credit Risk and Market & Other Risks) and the Model Risk Oversight (MRO) tribe. The new data science validation team will start as squad in the MRO tribe.

The key objectives of the new consist of:

  • assuring the models are reliable, “fit for purpose”, perform adequately and are compliant with internal policies and evolving external regulations;
  • increasing the understanding of a model’s limitations and weaknesses; and
  • continuously improving the data science validation framework.

Your Responsibilities
As a model validator, your key responsibilities include:

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

Profile
We look for a colleague with a talent for taking it on and making it happen, enthusiasm 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 a naturally collaborative person who listens and invests in others to achieve common goals. You love to challenge the status quo and are eager to propose creative solutions.

  • You have a PhD or MSc degree in Mathematics, Physics, Econometrics, Quantitative Finance, Data Science or related field;
  • You have at least 3 years of experience in model validation or model risk management;
  • You have a passion for data science as applied in the banking sector; and
  • You are willing to travel.

What do we offer

  • A market conform salary (depending on relevant knowledge and experience).
  • A 40h (or 36h) working week.
  • A 13th month.
  • A public transport ticket for the Netherlands
  • Contribution to individual savings
  • Possibilities for training
  • An empowering culture & future career opportunities within ING
Location:
Amsterdam

Information and application:

Apply:

Please send your application for Model Validator Data Science at ING in Amsterdam including your CV via our website.

Job code:

10020485

Job posted

02 augustus 2019
Apply Now

More information:

contactpersoon
Linkedin
 
Contact:
Milan Worpel
Senior Lead Recruiter
E-mail

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Contactgegevens

CareerGuide

Transistorstraat 7
1322 CJ Almere

Postbus 60184
1320 AE Almere

Tel: 036 - 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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Ook een vacature plaatsen? Neem contact met ons op:


Nienke Smit   Pieter Lammers
Nienke Smit
n.smit@careerguide.nl
06-41454957
  Pieter Lammers
p.lammers@careerguide.nl
06-41454956
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