Quantitative Risk Model Evaluator
3 tygodni temu
Key Responsibilities:
We are seeking a highly skilled Credit Risk Model Validation Specialist to join our Risk Hub in Warsaw. As a key member of our team, you will be responsible for:
- Validating state-of-the-art credit risk models used for regulatory purposes, provisions, and innovative decision-making
- Conducting thorough assessments of model design, performance, and compliance with internal and external regulatory requirements
- Collaborating with model owners, stakeholders, and cross-functional teams to improve model quality and methodology
About the Squad:
Our Risk Hub in Warsaw is part of the central risk team located in Amsterdam and Warsaw. We follow the Agile approach and mindset, prioritizing innovation, trust, and collaboration. As a Credit Risk Model Validation Specialist, you will work closely with our Amsterdam office to develop and refine our methodology standards, validation frameworks, and way of working.
Requirements:
To succeed in this role, you will need:
- A degree in a quantitative/numerical field (MSc or BSc)
- Experience with credit risk models, IRB, and/or IFRS9 models and regulations
- Proficiency in statistical tools and modelling techniques, as well as programming experience in SAS or similar languages
- Strong influencing skills, ability to work in small teams, and a positive constructive mindset
What We Offer:
As a Credit Risk Model Validation Specialist, you will have the opportunity to work on cutting-edge models, develop your skills, and contribute to the success of our Risk Hub. We offer a dynamic and supportive work environment, opportunities for growth and development, and a competitive compensation package.
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