Informacje o stanowisku

Company description:

HRO Digital is a specialist traditional recruitment business and a brand of Verita HR Polska, a Human Resources service provider operating under number 5694. We are working as a recruitment provider searching on our Clients behalf for a person in the following role:

Manager, Model Risk Management (Independent Model Review)

Responsibilities:

1. Undertake model validation and testing activities as dictated by the Global Model Risk Policy including the assessment of model inputs, calculations, reporting outputs, conceptual soundness of the underlying theory, and the suitability of the use for its intended purpose, relevance and completeness of data, qualitative information and judgements, documentation, and implementation of the model.
2. Provide written reports detailing the results of validations highlighting issues identified during the validation.
3. Communicate technical model related information and results to Model Owners and Model Users through the course of a validation.
4. Contribute to management, regulatory, and external confidence in all models used across the group.

Requirements:

1. Master’s or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering.
2. Knowledge in one or more of the following areas: Stress Testing and Scenario Analysis models, Traded Risk and Pricing Models, Global Markets Trading & Hedging models, Asset Liability Models, etc.
3. Knowledge of statistical model and scorecard development techniques.
4. Knowledge of Risk models, performance metrics and risks and associated issues.
5. Some knowledge of internal procedures and local regulations and those of other country regulators would be an advantage.
6. Experience with some statistical modelling software / programming language e.g. SAS, Python, R, Matlab, C++, VBA.
7. Experience of developing and reviewing models throughout the customer lifecycle.
8. Experience of conducting independent model reviews is beneficial.

The offer:

1. Competitive salary
2. Multisport card
3. Private medical care
4. Life insurance
5. CSR initiatives
6. Flexible working hours

Rodzaj kontraktu: Contract of employment

Kraków - Oferty pracy w okolicznych lokalizacjach