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 and highlighting identified issues.
– Assess remediation activities completed by the ILOD to ensure appropriate resolution of identified issues.
– Provide coaching and guidance to new starters and junior colleagues.Requirements: – Master’s or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering.
– Experience in model development and/or validation, in particular pertaining to IFRS9 / CECL, Stress Testing, Scenario Expansion or Operational Risk.
– Comprehensive knowledge of statistical and econometric techniques.
– Experience with some statistical modelling software / programming language e.g. Python, R, Matlab, SAS.
– Ability to present complex statistical concepts and results to non-technical audiences in a persuasive and compelling manner.
– Team-oriented mentality combined with ability to complete tasks independently to a high-quality standard.

The offer: – Pivate medical care
– Multisport
– Employment contract
– BonusesPaństwo: PolandMiasto: KrakowWażne do: 31/10/2024

Expected salary

Location

Kraków, małopolskie

Job date

Thu, 29 Aug 2024 02:14:00 GMT

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