Senior AVP Model Risk Management (Traded Risk)
HR-Line
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.Senior AVP Model Risk Management (Traded Risk)Responsibilities: – Perform independent model validations as part of a specialist quantitative team
– Conduct quantitative and qualitative research with focus on model data, design, performance, and implementation for one of our functional streams
– Assess quantitative or expert-based models to identify their assumptions and limitationsRequirements: – Academic degree (MSc or PhD) — good fits are: Statistics, Mathematics, Physics, Econometrics, Quantitative Finance, or related fields
– Programming skills — knowledge of one of the following: R, Python, SAS, Matlab, C++, or SQL
– Good written and verbal communication skills in English
– Experience in independent model validation, model building and/or quantitative research
– Professional qualifications (e.g., PRM, FRM, CQF) are beneficial.
Kraków, małopolskie
Thu, 29 Aug 2024 03:51:08 GMT
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