Model Validation Specialist

3 dni temu


Kraków, Lesser Poland TN Poland Pełny etat
Job Description

We are seeking a skilled Model Validation Specialist to join our team at TN Poland.

The ideal candidate will have a strong academic background in a quantitative field such as Statistics, Mathematics, Physics, or related fields. Additionally, they should possess excellent programming skills, with experience in languages such as R, Python, SAS, Matlab, C++, or SQL.

In this role, you will be responsible for performing independent model validations as part of our specialist quantitative team. You will conduct quantitative and qualitative research with a focus on model data, design, performance, and implementation. This includes assessing quantitative or expert-based models to identify their assumptions and limitations, formulating opinions about the conceptual soundness of models' design, and quantifying model risk drivers and their impact.

  • You will work closely with our team to validate various types of models, including credit risk models, climate risk models, and market risk models.
  • You will analyze model data, assess model design and performance, and formulate recommendations for improvement.
  • You will contribute to the development of new models and provide input on existing ones.

To succeed in this role, you will need to demonstrate strong analytical and problem-solving skills, as well as excellent written and verbal communication skills in English. Experience in independent model validation, model building, and/or quantitative research is highly desirable. Professional qualifications such as PRM, FRM, or CQF are also beneficial.



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