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)