Your role :
Do you want to contribute to a project of firm-wide significance? We're looking for someone who is ready to support the bank-wide AML data analytics program with particular focus on the Client Risk:
• manage instances of the global AML Client Risk Rating (CRR) model
• execute Model Performance and Confirmation Concept assessments
• analyze model behavior, input and output changes
• develop alternative CRR modelling approaches
• review model parameters and thresholds on a regular basis for appropriateness, and support internal model validation process
• engage with a global community of stakeholders in Financial Crime, Compliance, Business and IT units
• develop yourself into Subject-Matter Expert of the AML risk modelling
Your team :
You will be working in the global Risk Assessments and Analytics team within the Financial Crime Prevention function. We work as a gatekeeper in preventing money laundering, terrorism financing, sanctions and corruption risks for the bank. Our role is to perform group level risk assessments, carry out systematic data analytics exercises on a client level, and develop bank-wide CRR model.
Diversity helps us grow, together. That’s why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients.
Your expertise :
• an advance degree in a quantitative discipline (e.g., Mathematics, Physics, Engineering, Econometrics, Statistics)
• strong scripting language capabilities in Python or R. Experience in R is preferred
• strong analytical skills
• experience in Financial Crime risk management, audit or compliance is an advantage
• understanding of Due Diligence processes, risk factors, and relevant regulatory requirements is an advantage.
• knowledge of model risk and model validation process.
• good record keeping and report drafting skills
• analytic, with the ability to provide practical solutions for minimizing risk
• result-oriented and assertive (you don’t shy away from challenging situations)
• a great communicator also in virtual teams.
• known for having a strong attention to detail
