Assistant Vice President – [BZ9284397]

Job description

Job Description: JOB TITLE: Assistant Vice President – BZ9284397 DB USA Core Corporation seeks an Assistant Vice President in New York, NY to work with the Anti-Money Laundering (AML) / Transaction Monitoring (TM) GSA Modelling team. Requires a Master’s degree in Information Systems, or related field, or equivalent, and two (2) years of experience optimizing Transaction Monitoring (TM) alert generation for corporate banking by tuning thresholds on Anti-Money Laundering (AML) scenarios using statistical techniques including Percentile Select, Sigma Select, Percentile Jump, Inter-Quartile Range (IQR) approach, Multivariate Analysis, and 3 Sigma Process; generating ATL/BTL samples during scenario tuning; creating detailed production release documents for code deployment; enhancing Alert Risk Scoring models by introducing statistical calibration methods and validating risk assignments for transactions with incomplete data; developing tactical solutions to assign risk to transactions with missing country codes by deriving them from neighboring party roles in monitoring systems; conducting model development in a business setting using Git, Python/Anaconda suite (Scikit-learn, Pandas, Num...