The role of the AVP/Senior AVP is to perform model review (i.e., quantitative analysis and qualitative research with focus on model data, design, performance, and implementation) to formulate opinions about models’ conceptual soundness and adequacy for intended usage. Role responsibilities also cover documentation of conclusions and identified model risk indicators.
responsibilities :
Comprehensive model reviews to assess conceptual soundness, data integrity, performance, implementation, and adherence to regulatory and/or internal requirements.
Being able to challenge constructively model owner choices.
Building effective relationships with the model developers to ensure proper communication and anticipate requests.
Support a high-performance culture through collaboration and effective people interaction.
Documentation of conducted assessments and model risk indicators in thorough review reports including recommendations for model improvements.
Tracking completion of review recommendations.
requirements-expected :
4+ years of experience in model Development/Validation across diverse data science applications, including classification and regression models in credit risk, marketing, fraud detection.
Knowledge of statistical models and machine learning techniques. Experience in assessing model performance.
Good understanding of statistical modelling software / programming languages, e.g., Python, R, SAS.
Master’s or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering.
offered :
Competitive salary
Annual performance-based bonus
Additional bonuses for recognition awards
Multisport card
Private medical care
Life insurance
One-time reimbursement of home office set-up (up to 800 PLN)
Corporate parties & events
CSR initiatives
Nursery and kindergarten discounts
Language classes
Financial support with trainings and education
Social fund
Flexible working hours
Free parking
benefits :
sharing the costs of sports activities
private medical care
sharing the costs of professional training & courses
