Warszawa, mazowieckie

Model Validation Expert - Model Risk Management

ROLE:

  • Producing high quality Validation Reports, including highlighting risks and limitations of the model (e.g. PPNR, CCAR, ICAAP)
  • Critically reviewing the appropriateness of a qualitative model versus alternative quantitative approach with respect to the modeling objective and the available model development data
  • Supporting the process of designing, developing, delivering and maintaining best-in-class qualitative model validation process standards, guidance, practices, templates and other documentation
  • Evaluating testing approach and results for individual models in accordance with MRM guidance
  • Assessing the ongoing performance monitoring of the models

REQUIREMENTS:

  • Academic degree in Finance, Economics or Quantitative
  • 5-8 years of experience in Risk Management or Banking, Treasury, Finance area
  • Strong knowledge in topics related to Model Risk Management
  • Advanced level of English (C1 or above)

WE OFFER:

  • Work on a wide range of analytical and strategic topics relevant for senior management and regulatory bodies
  • Opportunity to pursue your career on the managerial path and develop your people management skills
  • Influence on the way you perform your tasks - our teams are constantly looking for new and better ways and we encourage all improvement ideas
  • Competitive salary & social benefits (e.g. private healthcare care, employee pension plan, benefit system, life insurance)
 
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