Leadership Opportunity in Risk Model Development
1 tydzień temu
Job Summary:
We are seeking an experienced leader to join our team as a Chapter Lead for Model Development, focusing on IRRBB modelling.
About the Role:
- Lead projects related to risk model life-cycle, ensuring high-quality results and adherence to standards.
- Manage a team of 5-10 people, planning, coaching, assessing, and professionalizing their skills.
- Support your teams in development, testing, and monitoring of IRRBB models, establishing best practices and guiding posts.
- Interact with stakeholders, setting standards for developing, innovating, and safeguarding craftsmanship/knowledge in the field of expertise.
Requirements:
- At least 8 years of experience in market risk management and/or statistical modelling.
- Excellent verbal and written communication skills in English.
- Experience with statistical programming (Python preferred) and building automated solutions for modelling is a plus.
About Us:
The Model Development department is an international team of highly qualified professionals, specializing in credit risk, ALM, and operational risk models. As a Chapter Lead in IRRBB modelling, you will work closely with international teams on global projects, applying state-of-the-art modelling methods, tooling, and data processing technologies.
Expected Salary: $150,000 - $180,000 per annum, depending on location and experience.
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