Informacje o stanowisku

Opis stanowiska pracy

Credit Risk Model Validator
Kraków - remote
NR REF.: 1190147

Your career opportunity 

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 identifying model risk indicators.

Your new role 

• 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.

What you39ll need to succeed 

• 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.

What you39ll get in return 

• Deductible tax costs 

• Remote work opportunity

• 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

• Corporate parties & events

• CSR initiatives

• Nursery discounts

• Financial support with trainings and education

• Social fund

• Flexible working hours

• Free parking

What you need to do now 

If you39re interested in this role, click 39apply now39 to forward an up-to-date copy of your CV, or call us now.

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.

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