AI Model Governance and Validation Specialist

About the role

The Model Risk Management team within Enterprise Risk Management is looking for an AI Model Governance and Validation Specialist. You will help shape the bank’s AI governance framework, ensure robust risk controls for AI/ML models, and support compliance with evolving regulations.

Key responsibilities

• Develop and enhance the AI/ML risk management framework, incorporating emerging technologies such as Agentic AI and new regulatory requirements.
• Drive implementation of AI governance standards together with model owners, developers and stakeholders to foster a risk‑aware culture.
• Assess business use cases for AI risks including bias, fairness, explainability and model limitations, and recommend mitigation measures.
• Plan and execute independent validations of AI/ML solutions, review documentation, evaluate model implementation and monitoring, and produce validation reports with executive summaries.
• Support inventory management of AI systems and ensure timely, accurate model risk reporting.

Required profile

• Understanding of banking or other regulated industries and familiarity with financial products and model‑driven processes (e.g., ICAAP, ILAAP, credit decisions).
• Knowledge of AI/ML techniques and related regulations such as the EU AI Act.
• Strong analytical and technical background with experience in model risk concepts, model validation or development.
• University degree in a quantitative discipline (Computer Science, Mathematics, Statistics, Data Science, Econometrics, Engineering, Physics, etc.).

Required skills

• Python
• R
• SQL
• Data analysis
• Decision trees
• Random forests
• Gradient boosting
• Neural networks