Senior Credit Risk Model Validator
nr ref: 181/4/2024/AH
W Antal zajmujemy się rekrutacją od ponad 20 lat. Dzięki działaniu w 10 wyspecjalizowanych dywizjach, świetnie orientujemy się w aktualnych trendach branżowych. Precyzyjnie określamy specyfikę stanowiska, klasyfikując kluczowe umiejętności i niezbędne kwalifikacje. Naszą misją jest nie tylko znalezienie kandydata, którego kompetencje wpisują się w wymagania danego ogłoszenia, ale przede wszystkim stanowiska, spełniającego oczekiwania kandydata. Numer rejestru agencji zatrudnienia: 496.
We are looking for a skilled Credit Risk Model Validator for 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. If you are passionate about validation and possess the expertise to drive success in this sector, we invite you to be a key player in our innovative project.
Main responsibilities:
- Evaluation of credit risk models,
- Writing validation reports,
- Development of tools for automation of validation process,
- Monitoring the latest trends and events in the industry,
- Collaboration with model owners and other stakeholders.
Requirements:
- Completed higher education in econometrics/quantitative finance/quantitative methods/mathematics/statistics/physics,
- Min. 2 years of professional experience in modelling or validating credit risk models,
- Programming experience in SAS/ Python or similar language;
- Knowledge of IRB and/or IFRS9 models and regulations,
- Knowledge of underwriting models or early-warning systems,
- Fluent English and Polish,
- Team player with people-oriented focus.
Offer:
- Ability to work in the 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).
