
Financial Model Quality Assurance Specialist
5 dni temu
Job Description
We are seeking an experienced professional to join our team as a Credit Risk Model Validation Specialist.
Responsibilities
- Evaluate credit risk models for accuracy and reliability.
- Create comprehensive validation reports to ensure model integrity.
- Collaborate with model owners and stakeholders to improve model performance.
- Develop and refine tools and methodologies to support model validation.
About the Role
As a Credit Risk Model Validation Specialist, you will play a critical role in ensuring the quality and accuracy of our credit risk models. You will work closely with cross-functional teams to validate models, identify areas for improvement, and develop solutions to enhance model performance.
Requirements
- Degree in quantitative or numerical field (MSc or BSc).
- Experience with credit risk models and regulatory requirements (IRB and IFRS9).
- Knowledge of statistical tools and modeling techniques.
- Extensive programming experience in SAS or similar languages.
About Us
TN Poland is committed to innovation and excellence in financial services. Our Agile approach and mindset foster collaboration and trust among our teams. As a member of our central risk team, you will contribute to the development of our methodology standards, validation frameworks, and way of working.
What We Offer
- A dynamic and supportive work environment.
- The opportunity to work on cutting-edge projects and develop your skills.
- A collaborative culture that values innovation and creativity.
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