Advanced Analysts and Specialists for a Global Bank’s Model Risk Management Team
Location: Krakow, Poland
Contract Type: Permanent
- Join an international collective in one of the world’s largest banks
- Drive the success of the bank through hands-on model validation work
- Gain global exposure by working with various model types
- Comprehensive benefits including competitive salary, bonuses, and flexible working hours
Our client, a large global bank, is seeking experienced Analysts, AVPs, and VPs for their Model Risk Management (MRM) Team based in Krakow, Poland. If you’re passionate about the world of finance and looking for a role that will allow you to use your expertise and skills, this could be your next career move.
Position Overview
In this role, you will be part of the Model Risk Management team, working on independent model validations within a specialist quantitative department. This engaging and challenging role offers the chance to conduct both quantitative and qualitative research with a focus on model data, design, performance, and implementation. Your work will contribute significantly to the team’s operations and the bank’s overall success.
Responsibilities
- Perform independent model validations for the MRM team
- Conduct quantitative and qualitative research on modal data, design performance, and implementation
- Assess models to identify assumptions and limitations, and formulate opinions on their conceptual soundness and adequacy
- Quantify model risk drivers and assess their impact on the model’s credibility
Requirements
- Academic degree (MSc or PhD) in Mathematics, Physics, Econometrics, Quantitative Finance, Statistics, or related fields.
- Strong written and verbal communication skills in English
- Proficiency in programming languages — R, Python or C++
- Valuable experience in independent model validation, model building and/or quantitative research in the areas of Pricing models, Valuation or Traded Risk
- Experience in leading validation for regulatory programmes such as CCAR and FRTB considered beneficial
How to Apply
If you’re looking to advance in your career and have the skills and experience to succeed in this role, we invite you to apply. Please forward your CV and relevant qualifications to [email protected] Let us take your career to the next level.