AI/ML Model Validation & Governance Specialist

BAWAG Group; Wien; Vor Ort; EUR 47.000 - 57.000; Vollzeit

Benefits dieser Stelle

Training program

BAWAG Academy

GoodHabitz e-learning

Employee benefits

Zusammenfassung

BAWAG Group, a leading Austrian bank based in Vienna, seeks a quantitative validation specialist focused on AI/ML models. You will validate internal models, develop validation tools, and build an AI governance framework.

The role involves coordinating with multiple departments and documenting findings for internal and external audiences. With 50% time spent in Vienna Central Station office, you’ll benefit from a strong training program via the BAWAG Academy and GoodHabitz platforms, plus a range

Qualifikationen

• Quantitative university education (math, statistics, economics, physics or similar).
• Experience with SAS, R or Python.
• Strong MS Office and SQL/database know-how.
• Knowledge of IFRS 9, Basel IV, CRD/CRR desirable.
• Banking experience in credit or market risk is an advantage.
• Fluent English; German is beneficial.

Aufgaben

• Qualitative and quantitative validation of banks' internal models (rating models, IFRS 9 parameters, KYC models), with a focus on AI & ML models.
• Development of validation methods and programming of validation-specific applications.
• Building an AI/ML model governance framework and ensuring regulatory compliance.
• Deriving findings and measures based on analysis results and coordinating with other departments.
• Preparation of professional documentation for internal and external addressees.

Kenntnisse

SAS

R

Python

Fluent English

Ausbildung

Quantitative university education (math, stats, econ, physics)

Tools

SQL

MS Office

Jobbeschreibung

BAWAG Group, a leading Austrian bank based in Vienna, seeks a quantitative validation specialist focused on AI/ML models. You will validate internal models, develop validation tools, and build an AI governance framework.

The role involves coordinating with multiple departments and documenting findings for internal and external audiences. With 50% time spent in Vienna Central Station office, you’ll benefit from a strong training program via the BAWAG Academy and GoodHabitz platforms, plus a range