Model Risk Experts
3 tygodni temu
Join our team of Model Risk Stewards, where you'll be part of Independent Model Review (IMR), a specialized quantitative group dedicated to validating models. Regardless of your experience level in quantitative model validation, from entry-level graduates to seasoned professionals, we encourage you to apply as we have roles suited to various levels.
Tasks- Perform independent model validations as part of a specialist quantitative team called Independent Model Review.
- Conduct quantitative and qualitative research with focus on model data, design, performance, and implementation for one of our functional streams. We cover various types of models including credit risk models (e.g., IRB, IFRS9, Stress Testing, Economic Capital, application and behavioural scorecards), climate risk models, as well as market risk models (e.g., VaR, IRC, RNIV, Exposure at Default, CCR RWA, pricing models, algorithmic trading models, ALCM models, Valuation models).
- Assess quantitative or expert-based models to identify their assumptions and limitations. Formulate opinions about conceptual soundness of models' design and their adequacy for intended usage. This includes quantification of model risk drivers and assessment of their impact.
- 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 (for the more senior roles).
- Professional qualifications (e.g., PRM, FRM, CQF) are beneficial.
Relocation Information
Candidates must be able to relocate within 6 months and will receive a relocation package of one month's pay. Candidates will be required to complete the visa application process on their own.
#J-18808-Ljbffr-
Model Risk Experts
3 tygodni temu
Kraków, Lesser Poland TN Poland Pełny etatJoin our team of Model Risk Stewards, where you'll be part of Independent Model Review (IMR), a specialized quantitative group dedicated to validating models. Regardless of your experience level in quantitative model validation, from entry-level graduates to seasoned professionals, we encourage you to apply as we have roles suited to various levels.ACCEPTING...
-
Model Risk Experts
2 tygodni temu
Kraków, Lesser Poland Cypher Consulting Europe Pełny etatJoin our team of Model Risk Stewards, where you'll be part of Independent Model Review (IMR), a specialized quantitative group dedicated to validating models. Regardless of your experience level in quantitative model validation, from entry-level graduates to seasoned professionals, we encourage you to apply as we have roles suited to various levels.ACCEPTING...
-
Model Risk Experts: Data Analysis Specialist
3 dni temu
Kraków, Lesser Poland Cypher Consulting Europe Pełny etatCompany OverviewCypher Consulting Europe is a leading expert in model risk management, providing top-notch services to organizations worldwide. Our team of specialists helps clients navigate complex regulatory environments and ensures compliance with industry standards.
-
Kraków, Lesser Poland HSBC Technology Poland Pełny etatABOUT THE PROJECTModel Risk Management (MRM), part of Global Risk & Compliance, is responsible for providing second line of defence for HSBC's model risk. Model Risk Management comprises of five key areas, led by the Chief Model Risk Officer:- Independent Model Review - Independently reviewing and (re)validating models and methodologies across functions and...
-
Model Risk Professional
3 dni temu
Kraków, Lesser Poland HSBC Technology Poland Pełny etatHSBC Technology Poland is looking for a skilled Model Risk Professional to join its Global Risk & Compliance team. As part of the second line of defence, you will be responsible for providing expert advice and guidance on model risk management.Your main responsibilities will include:Facilitating responsible development, understanding and use of models and...
-
Senior Model Risk Manager
5 dni temu
Kraków, Lesser Poland HSBC Technology Poland Pełny etatAbout UsHSBC Technology PolandWe are part of the Global Risk & Compliance team, responsible for providing a second line of defense for HSBC's model risk. Our team comprises five key areas led by the Chief Model Risk Officer:Independent Model Review - Independently reviewing and validating models and methodologies across functions and risk types within the...
-
Model Risk Management Specialist
2 dni temu
Kraków, Lesser Poland HSBC Technology Poland Pełny etatAbout HSBC Technology PolandHSBC Technology Poland is a leading provider of financial technology solutions. We are responsible for providing second line of defence for HSBC's model risk. Our team comprises of five key areas, led by the Chief Model Risk Officer:Independent Model Review - Independently reviewing and (re)validating models and methodologies...
-
Model Risk Validation Specialist
2 dni temu
Kraków, Lesser Poland HSBC Technology Poland Pełny etatJob OverviewThe Model Risk Management (MRM) function at HSBC Technology Poland is responsible for ensuring the independence of model development and ownership areas of the firm. This role involves working closely with various stakeholders, including model users, senior management, audit and regulators, to provide assurance that models and tools developed,...
-
Financial Risk Model Expert
5 dni temu
Kraków, Lesser Poland IG Group Pełny etatWe are looking for a highly skilled Financial Risk Model Expert to join our team. The successful candidate will be responsible for validating market and credit risk models, ensuring accuracy and regulatory compliance.">Assess the performance and validity of risk models to ensure they accurately represent the variables, markets, or risks under...
-
Risk Model Governance Analyst
3 dni temu
Kraków, Lesser Poland HSBC Technology Poland Pełny etatKey ResponsibilitiesAs a Quantitative Risk Management Specialist, your key responsibilities will include:- Collaborating with model owners to ensure compliance with model governance policies throughout the model lifecycle- Maintaining and updating the model inventory, ensuring accuracy and completeness of model records- Tracking the status of models,...
-
Senior Risk Model Validator
3 tygodni temu
Kraków, Lesser Poland IG Markets Ltd Pełny etatSenior Risk Model Validator page is loadedSenior Risk Model ValidatorApply locations Kraków - Poland time type Full time posted on Posted 30+ Days Ago job requisition id R_14291Job TitleSenior Risk Model ValidatorJob DescriptionThe Risk and Compliance AI & Analytics team brings together risk and compliance data scientists whose focus is on leveraging...
-
Analyst, Model Risk Management
4 tygodni temu
Kraków, Lesser Poland HSBC Pełny etatHSBC Service Delivery (Polska) Sp. z o.o. is HSBC's global finance, operations, risk and technology centre. We use our unique expertise and capabilities to provide specialised services – our people range from technologists transforming the banking experience to operations professionals managing 1.7 trillion payments a year.Our Purpose – Opening up a...
-
Risk Model Development Specialist
2 tygodni temu
Kraków, Lesser Poland HSBC Technology Poland Pełny etatSalary and Job DescriptionThis role offers an excellent opportunity for someone passionate about cybersecurity, risk modelling, and advanced analytics to contribute to a high-impact position in a dynamic environment. The job holder will lead the end-to-end development and deployment of risk models, ensuring effective risk management through data-driven...
-
Model Risk Governance Analyst
2 tygodni temu
Kraków, Lesser Poland ITDS Business Consultants Pełny etatWe are seeking a highly skilled and experienced Cybersecurity Model Governance Analyst to join our client's Cybersecurity Science & Analytics team.About the Role:As a Cybersecurity Model Governance Analyst, you will be responsible for ensuring the security and integrity of AI/ML models across the organization.The ideal candidate will have a strong...
-
Quantitative Risk Model Specialist
3 dni temu
Kraków, Lesser Poland ITDS Polska Sp. z o.o. Pełny etatAbout the Role">We are seeking a highly skilled Quantitative Risk Model Developer CCRXVA to join our team in Kraków. As a key member of our risk modeling group, you will be responsible for developing cross-asset libraries for calibration, simulation, pricing, aggregation, and sensitivity computation. You will also assess and validate model performance using...
-
Analyst, Model Risk Management
7 dni temu
Kraków, Lesser Poland HSBC Service Delivery Sp. z o.o. Pełny etatAnalyst, Model Risk Management (Retail Credit) Miejsce pracy: Kraków Technologies we use Expected SAS Python R Matlab C++ VBA About the project Model Risk Management (MRM) at HSBC is structured as a global function, headed up by the Chief Model Risk Officer (CMRO). The MRM function reports directly to the Group Chief Risk and Compliance Officer (GCRCO)...
-
Risk Management Expert
5 dni temu
Kraków, Lesser Poland HSBC Technology Poland Pełny etatAbout HSBC Technology PolandHSBC Technology Poland is a leading technology hub in Eastern Europe, providing innovative solutions to drive business growth and success. Our team of experts delivers cutting-edge technology and exceptional service to our customers.Job OverviewWe are seeking a highly skilled Risk Management Expert - Model Validation to join our...
-
Risk Model Development
2 tygodni temu
Kraków, Lesser Poland Antal Pełny etatAbout your future employer: Our client is a global fintech corporation, offering a dynamic and innovative work environment within a global structures. By joining our client, you will have the chance to be part of a pioneering organization that embraces cutting-edge technology, values its people, and is dedicated to delivering exceptional services to clients...
-
Risk Model Development
2 tygodni temu
Kraków, Lesser Poland Antal Pełny etatAbout your future employer:Our client is a global fintech corporation, offering a dynamic and innovative work environment within a global structures. By joining our client, you will have the chance to be part of a pioneering organization that embraces cutting-edge technology, values its people, and is dedicated to delivering exceptional services to clients...
-
Quantitative Model Risk Expert
3 dni temu
Kraków, Lesser Poland HSBC Technology Poland Pełny etatAbout HSBC Technology PolandHSBC Technology Poland is a global technology hub that offers opportunities for career growth and development. We are looking for a Quantitative Model Risk Expert to join our team.About the RoleWe are seeking a skilled professional to work in our Model Risk Management (MRM) team. The successful candidate will be responsible for...
