Senior Risk Manager - Model Validation (AI/ML Models)

Deutsche Bank

Mumbai

4-9 Years

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Posted 12 hours ago
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Job Description

Leading the delivery of the validation Book of Work for all Artificial Intelligence (AI) and Machine Learning (ML) models across the organization
Conducting model validations on the DWS models, both in-house and vendor models, based on regulatory guidance, internal policy and procedures and best industry practice and communicate findings and recommendations to model owners and prepare the model validation reports
Working closely with Investment teams on topics including model assumptions and limitations to ensure models remain fit for purpose
Participating in independent model reviews on complex topics in accordance with business needs and regulatory requirements
Review ongoing model monitoring reports, identify potential model risk and document the findings to key stakeholders while evaluating the corrective actions
Assist in building benchmark models used across the model validation team, design backtesting or other methodologies to test the conceptual soundness of model assumptions
We are looking for:
Proven experience in the field of Quantitative Risk Management associated to AI and ML
Experience of AI and ML model development from across the Investments, Consulting or Banking industry with an understanding of concepts associated to validating or developing risk models
Strong quantitative skills utilising at least one of Python or C++
Good understanding of valuation methods, capital markets, portfolio theory and risk management
Excellent verbal and written communications skills -- previous experience of writing either technical documentation related to model validation or development or independent peer-reviewed research articles
Educated to post-graduate degree level in a quantitative field such physics, mathematics, statistics, economics or engineering, or with relevant industry experience / professional qualification

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About Company

Deutsche Bank

Deutsche Bank is a leading global investment bank and financial services company headquartered in Frankfurt, Germany. Founded in 1870, it operates in over 50 countries, providing services in corporate banking, investment banking, asset management, and retail banking. The bank is a key player in global financial markets but has faced regulatory challenges and legal issues in recent years. Under the leadership of CEO Christian Sewing, Deutsche Bank is focused on improving profitability and streamlining operations.

Job ID: 108037949

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