Credit Risk Model Validator

Job title:

Credit Risk Model Validator

Company:

Hays

Job description

Your career opportunityThe 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 roleComprehensive model reviews to assess conceptual soundness, data integrity, performance, implementation, and adherence to regulatory and/or internal requirementsBeing 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 you’ll need to succeed4+ 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 you’ll get in returnDeductible tax costsRemote work opportunityCompetitive salaryAnnual performance-based bonusAdditional bonuses for recognition awardsMultisport cardPrivate medical careLife insuranceOne-time reimbursement of home office set-up (upCorporate parties & eventsCSR initiativesNursery discountsFinancial support with trainings and educationSocial fundFlexible working hoursFree parkingWhat you need to do nowIf you’re interested in this role, click ‘apply now’ 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.

Expected salary

Location

Kraków, małopolskie

Job date

Thu, 28 Nov 2024 23:32:13 GMT

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