Vice President, Model Risk Management II (AI/ML)

For our Client - Leader in investment banking in Poland, we’re seeking a future team member for the role Vice President, Model Risk Management II to join our Client Model Risk Management team. This role is located in Wroclaw (hybrid - 4 days per week in office, 1 day remote).

In this role, you’ll make an impact in the following ways:

• Perform validation of AI/ML models (primary focus): machine learning and artificial intelligence models, including applications of Large Language Models.

• 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.

• 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.

  
  

To be successful in this role, we’re seeking the following:

• 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.

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.