Senior AVP, Model Risk Management

Job title:

Senior AVP, Model Risk Management

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:Senior AVP, Model Risk ManagementResponsibilities: – Undertake model validation 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.
– Provide written reports detailing the results of validations highlighting issues identified during the validation.
– Validate remediation activities completed by the ILOD to ensure appropriate resolution of identified issues.
– Work with relevant stakeholders to support the embedding of new Global Model Risk Policies and Procedures.
– Provide coaching and guidance to new starters and junior colleagues.
– Deliver, high quality, timely validation reports that add value to the business.
– Liaise with 1LOD and other model stakeholders as appropriate to ensure issues have been adequately resolved.
– Communicate across technical quantitative, business, and strategic levels to ensure that stakeholders understand the implications of model risks and limitations.Requirements: – Master’s or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering.
– Knowledge in Wholesale Credit, Stress Testing and/or Front Office Modelling and IRB and/or IFRS9 regulatory requirements.
– Comprehensive knowledge of statistical model and scorecard development techniques.
– Knowledge of Risk models, performance metrics and risks and associated issues.
– Experience with some statistical modelling software / programming language e.g. SAS, Python, R, Matlab, C++, VBA.
– Experience of developing and reviewing models throughout the customer lifecycle.
– Experience of presenting recommendations to Senior Management.
– Experience of conducting independent model reviews.

The offer: – Competitive salary
– Multisport card
– Private medical care
– Life insurance
– CSR initiatives
– Flexible working hoursPaństwo: PolandMiasto: KrakówRodzaj kontraktu: Contract of employmentWażne do: 31/01/2025

Expected salary

Location

Kraków, małopolskie

Job date

Thu, 28 Nov 2024 03:37:28 GMT

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