Model Risk Specialist

Join our Group Analytics team to design, build, and roll out DLL’s model monitoring automation suite to support DLL’s vision and full adherence to regulatory governance. You’ll work closely with stakeholders in Modelling, Model Validation, Risk, and Audit to build and support your project on an ongoing basis.

• Design and implement automation suites to build an efficient codebase for model monitoring (data collection, data pre-processing, extending the Reference Dataset (RDS), developing the testing suite / reporting layer, etc)
• Interpret test outcomes and perform deep-dives when necessary.
• Respond to issues and questions raised by stakeholders.
• Communicate the outcome of complex statistical tests to various technical and non‑technical stakeholders.
• Continuous improvement of methodologies and policies that form the foundation of model monitoring within DLL.
• Promote Python literacy across the organisation through demos, workshops, and best practices.

• Two working days per year volunteering for a local charity.
• Health and Wellness program including healthy food, free health checks, fun health & vitality activities.
• Flexible hours with possibility to work from home.

• Masters in a STEM subject, Data Science, Econometrics, or equivalent experience.
• 3–5 years of work experience in quantitative analysis in a relevant field.
• Excellent skills in Python and experience in version control, e.g. Git Hub.
• Statistical knowledge, specifically the knowledge of testing and interpreting model outcomes.
• Experience in the diagnosis of implementation issues, exploration, interpretation and issue resolution of interim and eventual model outcomes.
• Ability to run discovery with stakeholders and translate business needs into technical deliverables with measurable outcomes.
• Knowledge of current and/or upcoming regulation (e.g. CRR3, EBA Guidelines (Review of Estimates)).

• IRB / IFRS9 regulated industry experience (in risk modelling, model development, monitoring, validation).
• Experience working in SCRUM / Agile teams.
• Proficiency in SQL / Spark / Databricks / Azure Dev Ops (or equivalent stack).
• Python package testing.
• Experience using LaTeX.

DLL is an equal opportunity employer. We are committed to inclusive, barrier‑free recruitment and selection processes and work environments. If contacted for an employment opportunity, please advise Human Resources if you require accommodation in accordance with our values and all applicable legislation.