Data Modeller: Mid Risk Model Management Specialist (Banking)

Jelber; København; Hybrid; DKK 900,000 - 1,400,000; Full time

Job summary

Jelber is seeking a Lead Risk Model Specialist to own the development, validation, and governance of transaction monitoring models within the Financial Crime Prevention / AML function for a major Nordic banking client.

You will combine deep model risk expertise with hands-on analytics, drive governance within the Transaction Monitoring Unit, and mentor the analytics team in model SOPs, data lineage, tuning, and calibration.

Qualifications

• Extensive experience in model risk management, governance and validation.
• Experience in academic or technical writing related to model documentation.

Responsibilities

• Own the development and validation of transaction monitoring models with focus on documentation and governance.
• Drive model governance activities including validation assessments and second-line feedback.
• Set and execute direction for model development and experimental design.
• Document model design and outcomes and ensure accuracy of assumptions and limitations.
• Provide hands-on support for prototyping tests and analytics methodologies.
• Mentor and uplift analytics team to design and implement model SOPs.

Skills

Model risk management

Model governance

Data science

Statistics

Academic writing

Communication skills

Stakeholder management

Analytical problem-solving

Education

Advanced degree in quantitative field

Tools

Quantexa

Job description

Gå til indholdet

Role Summary

• Lead Risk Model Specialist - Financial Crime Prevention Models
• We are looking for an experienced Lead Developer to own the development, validation, and governance of transaction monitoring models within a Financial Crime Prevention / AML function for a major Nordic banking client.
• This role combines deep model risk expertise with hands-on analytical work, balancing rigor and practical constraints while driving model governance forward within the Transaction Monitoring Unit (TMU).

Key Responsibilities:

• Own the development and validation of transaction monitoring models, with a focus on model documentation, model review, and model governance
• Drive model governance activities within TMU, including validation assessments and implementation of 2nd line feedback
• Set and execute the direction for model development and experimental design, finding the right balance between analytical rigor and practical constraints
• Document model design and outcomes, iterating with the analytics team to ensure accuracy, completeness and analysis of model assumptions, limitations and weaknesses
• Provide hands-on support for prototyping tests and analytical methodologies
• Mentor, uplift and collaborate within the analytics team to design, test, and implement model SOPs (e.g. data lineage/governance, tuning and calibration, monitoring of model operations and outcomes)
• Represent the organisation with a high degree of professionalism in collaboration with external and internal stakeholders

Required Skills and Experience

• Extensive experience in model risk management, model governance, and validation
• Strong background in data science, statistics and quantitative methods
• Experience in academic or technical writing, particularly in the context of model documentation
• Advanced degree in a quantitative field, e.g. Computer Science, Actuarial Science, Statistics, Mathematics, or equivalent
• Strong analytical and problem-solving skills
• Excellent communication, presentation and stakeholder management skills
• Organised, structured and professional, able to take initiative and work proactively under own direction
• Assertive communication with the ability to set direction and achieve results in a dynamic, changing environment

Nice to Have

• Experience in Financial Crime/AML, e.g. transaction monitoring and technology suppliers
• Transaction monitoring platforms such as Quantexa
• Experience as a model validator or quantitative risk analyst

Location: Stokholm, Copenhagen, Helsinki. Finland preferred

Period: 01 okt 2026 to 31 mar 2027

Remote: 50% (Hybrid). 3 days from the office.

Contact: Thomas Kragh, Jelber – [e-mail]