Model Validation Scientist (all genders)

Job description

Working with us means believing in the future; in the great people who are shaping it together every day and in the wide-ranging career paths it opens up. #believeinyourself Erste Group was founded in 1819 as the first Austrian savings bank and is today one of the largest stock-listed banking groups in Central Europe. As an attractive employer, Erste Group offers interesting career opportunities in an international environment. The Model Validation unit is responsible for establishing validation methodologies and standards for AI/ML models used throughout Erste Group, with a specific focus on credit (i.e., IRB, IFRS 9, Pillar 2) and operational risk (i.e., AMA) use areas. The purpose of the Model Validation unit is to critically and independently challenge models used for regulatory and internal purposes. Your Tasks: - Contribute to setting the group-wide validation methodology and standards for internal models with a specific focus on credit risk (i.e., IRB, IFRS 9, Pillar 2) - Implementing the validation methodologies and standards in a dedicated analytical environment - Continuously improve and maintain group-wide validation methodology and validation architecture - Conducting i...