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Regional Risk & Compliance Modeling Intern - Digital Banking (May to Aug 2025)

Salary undisclosed

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Job Description

  • Assist in developing, implementing and enhancing model risk management policies and guidelines covering key control elements of the bank's model life cycle.
  • Assist modeling specialists with development of machine learning and advanced analytical solutions to support various bank-wide risk functions credit risk, fraud risk, and anti-money laundering.
  • Perform robust, comprehensive and independent model validation on enterprise-wide models, including front office pricing models and risk management models across Market Risk, Credit Risk, Liquidity Risk, Fraud Risk and AML Compliance.
  • Assist to build a python-based market and liquidity system catering to generate various metrics such as liquidity gap, NII, EVE.
  • Assist in end-to-end implementation and CI/CD of offline and real-time models into big data production environments.
  • Collaborate with business and engineering teams to translate business needs and insight into quantitative decisions.
  • Update, review and maintain the model risk management framework, model and non-model inventory, ongoing performance monitoring, model on-boarding process and model governance.
  • Study Basel/MAS regulation/guidelines and extract key risk parameters.

Requirements

  • Undergraduates or graduate students from a degree in statistics, mathematics, computer science and related fields
  • Understand popular machine learning models such as tree models, regression models, classification models, survival analysis et al.
  • Good coding skill using SQL, Python and Spark
  • Knowledgeable in financial instruments such as loan, bond, repo etc
  • Proactive, can-do attitude, quick learner, structured thinking, passionate with data and models
  • Full-time interns preferred
Job Description

  • Assist in developing, implementing and enhancing model risk management policies and guidelines covering key control elements of the bank's model life cycle.
  • Assist modeling specialists with development of machine learning and advanced analytical solutions to support various bank-wide risk functions credit risk, fraud risk, and anti-money laundering.
  • Perform robust, comprehensive and independent model validation on enterprise-wide models, including front office pricing models and risk management models across Market Risk, Credit Risk, Liquidity Risk, Fraud Risk and AML Compliance.
  • Assist to build a python-based market and liquidity system catering to generate various metrics such as liquidity gap, NII, EVE.
  • Assist in end-to-end implementation and CI/CD of offline and real-time models into big data production environments.
  • Collaborate with business and engineering teams to translate business needs and insight into quantitative decisions.
  • Update, review and maintain the model risk management framework, model and non-model inventory, ongoing performance monitoring, model on-boarding process and model governance.
  • Study Basel/MAS regulation/guidelines and extract key risk parameters.

Requirements

  • Undergraduates or graduate students from a degree in statistics, mathematics, computer science and related fields
  • Understand popular machine learning models such as tree models, regression models, classification models, survival analysis et al.
  • Good coding skill using SQL, Python and Spark
  • Knowledgeable in financial instruments such as loan, bond, repo etc
  • Proactive, can-do attitude, quick learner, structured thinking, passionate with data and models
  • Full-time interns preferred