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Credit Risk Model Validation Expert

Grafton Recruitment
Praca w Mazowieckie Stała

Opis

Our client, one of the leading global banks, is looking for talents to join their emerging Risk Hub.
As an expert, you would lead and take part in assessing the quality of existing models as well as designing new credit risk modelling and validation processes, cooperating with both global and corporate structures closely.

Your tasks will include:
- performing an independent validation of IFRS9 as well as other credit risk models used in risk management, capital calculation, stress testing, and business use
- reviewing regulatory and industry practice for IFRS9 and other Credit Risk Models
- carrying out the technical review of existing risk models
- advising on model quality and verifying the models' accuracy (qualitative risk management)
- performing an in-depth quantitative analysis and independent testing of the bank's credit, risk, and pricing models
- supporting design and re-design of the bank's internal risk validation models
- developing new tools and methodologies (quantitative and qualitative risk)
- documenting model validation testing, following up with stakeholders on modelling issues
- representing the team during Risk Assessment Meetings and during audits (internal and external)

Wymagania

- at least 6 years of experience in Risk Analysis within banking, consulting (e.g. Big4), or insurance
- very good English (B2+/C1)
- experience performing independent validation of qualitative and quantitative models
- very good Excel as well as SQL, Python, SAS, and/or R
- familiarity with IFRS 9 and other regulations would be an asset

Lokalizacja

Warsaw

Informacje

  • Grafton Recruitment
  • Praca w Mazowieckie
  • Kategoria: Finanse & Ekonomia
  • Wynagrodzenie: Od 16000 PLN do 18000 PLN
  • Rodzaj pracy: Stała