Data Modeller

AVENGA is recruiting for a role involving the development, validation, and governance of transaction monitoring models within a Financial Crime Prevention / AML environment, working with a major Nordic banking organisation.

• Significant professional experience in model risk management, model validation, and model governance.
• Strong knowledge of data science, statistics, and quantitative analysis.
• Proven ability to produce high-quality technical and analytical documentation, including model documentation.
• Higher degree in a quantitative discipline such as Computer Science, Statistics, Mathematics, or Actuarial Science.
• Excellent analytical and problem-solving capabilities.
• Strong communication, presentation, and stakeholder management skills.
• Structured and organised approach, with the ability to work independently and take ownership.
• Confidence in communicating recommendations and delivering outcomes in a fast-changing environment.

• Lead the design, development, and validation of transaction monitoring models, ensuring robust documentation and governance throughout the model lifecycle.
• Take responsibility for model governance activities within the Transaction Monitoring Unit (TMU), including validation reviews and incorporating feedback from second-line risk functions.
• Define approaches to model development and experimental design balancing rigor with business and delivery requirements.
• Work closely with analytics teams to document model methodology, results, assumptions, limitations, and potential weaknesses.
• Support the development and testing of analytical approaches and prototypes.
• Coach and collaborate with team members on establishing and improving model-related procedures and standards, including data lineage, data governance, calibration, tuning, and model performance monitoring.
• Contribute to the continuous improvement of model operating procedures and analytical practices.
• Build effective relationships with internal and external stakeholders and represent the organisation professionally.