Risk Management Expert: Model Validation and Governance

4 dni temu


Warszawa, Mazovia, Polska CitiHandlowy Pełny etat

Risk Management Expert: Model Validation and Governance

At CitiHandlowy, we are seeking a seasoned professional to lead our model risk management efforts. This role will be responsible for ensuring the accuracy and reliability of our risk models, as well as providing strategic guidance on model development and deployment.

About the Role

We are offering a highly competitive salary of 120,000 - 150,000 PLN per year, commensurate with experience, plus a comprehensive benefits package, including private medical care, fitness card, life insurance, pension programme, and co-financing of cultural and entertainment events.

Key Responsibilities

  • Coordinate end-to-end model review and validation workflows for new and existing models
  • Validate methods of measuring and analyzing risk across all risk types
  • Evaluate the conceptual and technical soundness of diverse mathematical models used in risk management
  • Provide effective challenge on the conceptual and technical soundness of models through various testing
  • Ensure compliance of model development and validation with internal and external guidelines
  • Collaborate with Bank's organizational units to obtain information and data necessary for validation
  • Present validation results and obtain approval for validation reports to senior management and regulatory bodies

Requirements

  • Minimum 10 years of experience in banking and knowledge of risk management systems and financial instrument valuation
  • Master's degree in Economics or Technology (mathematics/econometrics/physics)
  • Experience in model management, statistical methods, and numerical techniques related to credit, financial, and market risk models
  • Ability to deliver compelling presentations and influence executive audiences
  • Experience in team management and ability to think technically and analytically

Benefits

  • Job contract and social benefits
  • Access to e-learning platform and English learning platform
  • Possibility to gain globally appreciated work experience
  • Friendly and supportive culture and team
  • Flexible and partly-remote working conditions

Why Join Us

CitiHandlowy offers a dynamic and collaborative work environment, with opportunities for growth and development. We are committed to fostering a culture of innovation, diversity, and inclusion.



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