Vice President, Model Risk Management II

• Perform validation of AI/ML models (primary focus): machine learning and artificial intelligence models, including applications of Large Language Models:
  • Review model architecture, feature engineering, hyperparameter tuning, prompt engineering, and performance metrics.
  • Design and execute tests for conceptual soundness, robustness, bias, and real-time performance monitoring via shadow frameworks.
  • Assess AI explainability, fairness, and governance controls.
• Provide ad-hoc review and validation of traditional quantitative models (econometric, statistical, pricing) as needed.
• Identify model-specific risks; propose, implement, and document controls to mitigate those risks.
• Collaborate with developers to challenge assumptions, refine methodologies, and enhance model lifecycles.
• Conduct independent research on emerging AI/ML techniques and translate insights into validation best practices.
• Prepare clear, concise validation reports and present findings to senior stakeholders.
• The incumbent will be responsible for reviewing the risks identified by more junior analysts and formulating the proposed controls into a plan of action for management.

• Master’s degree or PhD in a quantitative discipline (Engineering, Mathematics, Physics, Statistics, Econometrics, Data Science).
• 2 - 5 years’ experience post-Master’s (PhD holders with relevant research may qualify).
• Strong theoretical foundation in ML/AI techniques (supervised, unsupervised, deep learning).
• Hands-on experience with ML/AI frameworks and libraries (TensorFlow, PyTorch, scikit-learn, XGBoost, etc.)
• Programming proficiency in Python or R (MATLAB or similar acceptable).
• Excellent communication and presentation skills; ability to explain complex concepts to non-technical stakeholders.
• Keen interest in financial engineering, market-product modelling, econometrics, data science, or AI. 

Benefits:
Our Client offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. Our Client provides access to flexible global resources and tools for your life’s journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves, including paid volunteer time, that can support you and your family through moments that matter.

If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV.

Hays Poland sp. z o.o. is an employment agency registered in a registry kept by Marshal of the Mazowieckie Voivodeship under the number 361.