Senior Specialist-Machine Learning Data Science

Business Unit: Group Risk, Independent Model Validation
Salary range:up to circa £60,000 per annum DOE + red-hot benefits
Location: UK Flexible/Remote
Contract type: Permanent

Our Team

We have an exciting opportunity for a Senior Specialist-Machine Learning in our Independent Model Validation team. The validation team holds a key role in the validation, challenge, and oversight of VMUK’s overall model landscape, including credit risk, financial and operational models. You’ll have the opportunity to work across a broad range of models spanning retail and business asset classes and drive insight and improvements in model outputs and controls.

With the advent of new technologies such as Machine Learning and Generative AI we see a huge drive in the financial modelling space that must be managed appropriately. This is where our team comes in! We provide and evidence oversight in the form of independent validations and reviews in Artificial Intelligence, where we work with stakeholders across the bank to ensure robust model development activities.

What you’ll be doing

• Lead the validation of traditional and machine learning models to ensure models across the business are fit for purpose
• Providing artificial intelligence and data science expertise to inform the discussion between Model Development and Model Risk Management.
• Engage with model owners, gathering materials for analysis, challenging model performance or development and documenting findings
• Utilise your technical skills in data manipulation and extraction, assessing and comparing data from a variety of sources
• Generate model validation reports and ensure that validation actions are followed through to a resolution
• Support the continuous learning and development of a best practice modelling culture within the bank.

We need you to have

• A higher qualification in mathematical or computer science field (MSc and above) or equivalent technical experience
• Significant experience in machine learning, machine learning engineering and artificial intelligence modelling techniques, including Generative AI.
• The ability to lead the development and review modelling methodologies independently.
• Significant statistical knowledge
• Demonstrable experience with model development and/or model validation in some of the following areas: Fraud, Financial Crime.
• Substantial expertise with Python programming language.
• Advanced knowledge of data science and data mining methodologies.
• Superb data presentation and report writing skills, ideally for a Model Risk Committee or equivalent
• Sound decision making and critical thinking, with the ability to work to a high degree of accuracy, ensuring you always get the basics right.

It’s a bonus if you have but not essential

• Good knowledge of SAS programming language

Red Hot Rewards

• Generous holidays - 38.5 days annual leave (including bank holidays and prorated if part-time)​ plus the option to buy more.
• Up to five extra paid well-being days per year​. 
• 20 weeks paid, gender-neutral family leave (52 weeks in total) for expectant parents and those looking to adopt.
• Market-leading pension.
• Free private medical cover, income protection and life assurance.
• Flexible benefits include Cycle to Work, wellness and health assessments, and critical illness.

And theres no waiting around, youll enjoy these benefits from day one.

Feeling insatiably curious about this role? If we’re lucky to receive a lot of interest, we may close the advert early and would hate you to miss out.

Were all about helping youLive a Life More Virgin, so happy to talk flexible working with you.

Say hello to Virgin Money
We’re making great strides towards achieving our ambition of becoming the UK’s best digital bank.  As a full-service digital bank with a heritage stretching back over 180 years, we’re a workforce to be reckoned with, and were putting the full power of our experience behind disruptive ideas that reinvent the role a bank plays in peoples lives. Were customer-obsessed and work tirelessly to deliver on our purpose, ‘Making You Happier About Money.’ This means were able to do banking differently, and by innovating and working together we can make a real difference by creating memorable moments and red-hot experiences for our millions of customers. Join us and Live a Life More Virgin that empowers you with choice and flexibility in how you work. 

Be yourself at Virgin Money
Our purpose is to make people happier about money, this means seeing and feeling the world as our customers do by creating a workforce that reflects the rich diversity of our customers and communities.  We’re committed to creating an inclusive culture where colleagues feel safe and inspired to contribute, speak up and be heard.  

As a Disability Confident Leader, were committed to removing any obstacles to inclusion.  If you need any reasonable adjustments or support making your application, contact our Talent Acquisition team

It’s important to note that there may be occasions where it’s not possible to interview all candidates declaring a disability who meet the essential criteria for the job. In certain recruitment situations such as receiving a high-volume of applications, we may need to limit the overall numbers of interviews offered to both disabled and non-disabled applicants. 

Now the legal bit
Living A Life More Virgin allows our colleagues to be based anywhere in the UK (if the role allows it), but well need you to confirm you have the right to work in the UK.

If youre successful in securing a role with us, there are some checks you need to complete before starting. These include credit and criminal record checks and three years worth of satisfactory references. If the role is part of the Senior Manager Regime and Certification Regime, it requires enhanced pre-employment checks – well ask for six years of regulatory references, and once in the role, youll be subject to periodic employment checks.