Senior Credit Risk Model Validator

1 dzień temu


Warszawa, Mazovia, Polska Antal Sp. z o.o. Pełny etat
Senior Credit Risk Model Validator

We are seeking a skilled Credit Risk Model Validator to join our team at Antal Sp. z o.o. in an international client in the financial industry. This role promises an engaging and challenging environment, allowing you to contribute to a compelling initiative with global impact.

Main Responsibilities:

  • Evaluate credit risk models to ensure accuracy and reliability.
  • Develop and maintain validation reports to track model performance.
  • Design and implement tools for automation of validation processes.
  • Stay up-to-date with the latest trends and events in the industry.
  • Collaborate with model owners and other stakeholders to ensure effective model validation.

Requirements:

  • Completed higher education in econometrics, quantitative finance, quantitative methods, mathematics, statistics, or physics.
  • Minimum 2 years of professional experience in modeling or validating credit risk models.
  • Programming experience in SAS, Python, or similar languages.
  • Knowledge of IRB and/or IFRS9 models and regulations.
  • Knowledge of underwriting models or early-warning systems.
  • Fluent English and Polish.
  • Team player with a people-oriented focus.

Offer:

  • Ability to work in a hybrid model.
  • Stable employment.
  • Flexible working hours.
  • Daily work using English in an international environment.
  • Participation in interesting, strategic projects.
  • Opportunity to obtain additional professional training.
  • An attractive package of benefits (medical care, insurance, use of the corporate gym, relaxation zone).

Check out other interesting jobs on: https://en.antal.pl/candidates



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