ML Model Validation Manager - Financial Services - Contract 6-12 months

Overview

Dubai, UAE

About the Role

Key Responsibilities

• Oversee and execute comprehensive validation testing for ML models, including credit risk models.
• Conduct validation across performance, conceptual soundness, and data integrity for financial risk models.
• Develop and document detailed validation test plans and methodologies for credit, market, and pricing risk models.
• Prepare formal validation reports outlining findings, recommendations, and conclusions.
• Collaborate with ML development teams to address identified issues in AI/machine learning models.
• Manage and engage with key stakeholders across business, risk, and technology departments.
• Ensure validation processes adhere to regulatory requirements and internal policies.
• Track and monitor the remediation of validation findings.
• Stay abreast of emerging trends in ML model validation within financial risk.
• Provide guidance and mentorship to junior validation team members.

Your Profile

• Bachelor's or Master's degree in Computer Science, Statistics, Mathematics, or a related quantitative field.
• Minimum of 5 years of experience in ML model development and validation, with a focus on financial risk.
• Proven experience validating credit risk, market risk, and pricing risk models, with a strong emphasis on AI/machine learning.
• Solid understanding of financial services and risk management principles.
• Expertise in various ML model validation testing techniques, particularly for credit risk models.
• Excellent documentation skills, with a track record of producing formal validation reports.
• Demonstrated experience in stakeholder management and effective communication.
• Proficiency in English, both written and spoken.

What's Offered

• Competitive remuneration package.
• Opportunity to work on critical ML initiatives within a leading financial institution.
• 6-12 month contract with potential for extension.
• Exposure to a dynamic and challenging international environment.
• Professional development and learning opportunities.

Ideal Candidate