Job Title

Capabilities, Experience Requirements 3+ years’ professional experience in "Gen AI (Generative Artificial Intelligence)" for financial risk including both risk management and quantitative modelling. 8+ years’ professional experience in financial risk including both risk management and quantitative modelling (preferably within the banking sector) Be familiar with development and implementation of Gen AI models (vendor or “in-house” models) for a variety of uses. Demonstrate deep understanding the regulatory environment relating to the use of AI. Strong computer literacy is essential, familiarity of Excel/SAS/SQL/R/Python. Qualification Requirements Graduate degree (Masters or PhD preferable) in a quantitative field such as AI/Gen AI, Mathematics, Statistics, Applied Finance or Financial Engineering. Key Accountabilities Maintain fluency with industry standards and methodologies relating to Gen AI and other new modelling techniques. Validation of high material models used in the Bank. This includes stakeholder / model owner engagement, writing of a validation report, assigning a validation rating of models and negotiating remedial actions following a validation, etc. Identification of business improvements in relation to models and provide a model risk advisory role to the business. Add value through independent review and challenge of existing models. Production of regular validation information to the Group Model Risk Committee regarding model performance.