AVP/Senior AVP – Credit Risk Models Validation

Job title:

AVP/Senior AVP – Credit Risk Models Validation

Company:

HR-Line

Job description

Company description: HRO Digital is a specialist traditional recruitment business. HRO Digital is a brand of Verita HR Polska.
Verita HR Polska is a Human Resources service provider operating under number 5694.
We are working as a recruitment provider searching on our Client’s behalf for a person in the following role:AVP/Senior AVP – Credit Risk Models ValidationResponsibilities: 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.

• 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: • 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.

The offer: • Competetive 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 discounts
• Financial support with trainings and education
• Social fund
• Flexible working hours
• Free parking

Państwo: PolandMiasto: CracowRodzaj kontraktu: Contract of employmentWażne do: 21/03/2025

Expected salary

Location

Kraków, małopolskie

Job date

Fri, 22 Nov 2024 23:12:58 GMT

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