Risk Management - Quant Modeling Director

What you'll do

• Lead validation and governance of marketing machine learning models across the organization.
• Evaluate conceptual soundness, assumptions, input reliability, and numerical robustness of models.
• Design experiments to quantify model risk and benchmark results against empirical evidence.
• Maintain model risk controls and resolve issues promptly in collaboration with stakeholders.
• Mentor and train junior team members to enhance their skills and professional development.

What we're looking for

• PhD or Master’s degree in Statistics, Data Science, Computer Science, Operations Research, Applied Math, Economics, or related quantitative field.
• Over 10 years of experience in applied quantitative research or model development for retail financial products, including at least 5 years in a relevant role.
• Expertise in machine learning techniques (supervised and unsupervised), natural language processing, data mining, probability theory, statistics, and numerical methods.
• Deep understanding of the retail banking industry, regulatory requirements, and risk management practices.
• Strong analytical skills with the ability to design experiments to quantify model risks and benchmark results.
• Proven experience managing teams and mentoring junior staff in a quantitative or modeling role.
• Excellent communication skills to influence stakeholders and articulate complex technical concepts clearly.