Risk Management Group (RMG) is responsible forthe development and maintenance of risk management and internal controlframeworks.
We provide independent review and challenge to business to ensurethat appropriate balance is considered in risk / return decisions.
In addition,RMG is responsible for the monitoring and reporting on key risk issues of theBank. To manage risk effectively and deliver strong financial performance, weinvest significantly in our people and infrastructure.
Develop & maintain advanced data analytics projects in RMG Risk Enterprise Architecture & Digital (READ) Department.
To analyse data (structured and un-structured) and to recommend appropriate Machine-Learning (ML) solutions for business objectives
To develop and support predictive analytics models using R and / or Python
To work with the deployment teams to translate models into technical solutions for BAU
To incorporate machine learning and results from experiments into refined models for predictive risk management.
Bachelor’s degree in Computer Science or equivalent
At least 5 years of experience in advanced analytics / statistical modelling using NLP (Natural Language Processing) and machine-learning.
Experience with programming languages (C++, Python, R, Java, etc) to manipulate data and draw insights from large data sets.
Knowledge in machine learning algorithms (KNN, Decision Forest, Naive Bayes, SVM, etc).
Ability to present results of analytics / statistical models in business language
Exposure to data visualisation tools (D3.js, QlikView, Qlik Sense, etc) is preferred