AVP Model Risk Management (Traded Risk)

Job title:

AVP Model Risk Management (Traded Risk)

Company:

HR-Line

Job description

Company description: Our client is a leading global bank with a prominent Center of Excellence in Krakow. This isn’t just any bank; it’s one of the institutions that significantly impact the global stage and one that we can all be proud to be associated with. In the face of increasing regulatory demands on banking activities worldwide, coupled with market-driven pushes for efficiency and digital transformation, maintaining a competitive edge in the banking sector is a formidable challenge.AVP Model Risk Management (Traded Risk)Responsibilities: – Lead the planning, testing/assessing, documenting, and reporting to senior management on appropriateness of: model validation standards, guidelines, playbooks and technical manuals, individual model validation reports
– Oversee the administration of the peer review processes
– Provide input to validation policy and validation sampling approaches
– Provide feedback to Model Validation colleagues on findings from assurance reviews
– Lead the delivery of training
– Provide advise and guidance to model validation colleagues
– Deliver, high quality, timely reports on findings from assurance reviews
– Liaise with model risk management colleagues globallyRequirements: – Knowledge in model development/validation tools and methods across an array of different model types
– Prior knowledge of providing technical assurance or auditing of model validation activities, would be preferable
– Knowledge of internal procedures and local regulations and those of other country regulators would be an advantage
– Significant experience of technical report writing, ideally a model developer or independent validator
– Experience of presenting recommendations to Senior Management
– Ability to present complex statistical concepts and results in a persuasive and compelling manner
– Team-oriented mentality combined with ability to complete tasks independently to a high-quality standardThe offer: – Multisport
– Medical care
– BonusesPaństwo: PolandMiasto: KrakówWażne do: 31/12/2024

Expected salary

Location

Kraków, małopolskie

Job date

Thu, 29 Aug 2024 06:32:34 GMT

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