AVP Quantitative Specialist – Independent Model Review Team

Location: Krakow

We are on the lookout for a Quantitative Specialist to join a global bank within the Independent Model Review (IMR) function. If you’re passionate about leveraging your quantitative expertise to ensure the integrity and compliance of financial models, we want to hear from you.

Key Responsibilities:

  • Conduct thorough reviews of Fair Value Adjustments (including Bid Offer reserves, model limitation reserves, etc.) and Prudent Valuation Adjustments (MPU (PVA)) alongside Stress Testing models and methodologies.
  • Uphold rigorous standards in model review processes, ensuring quality and consistency across Independent Model Review reports.
  • Instil confidence among model users, senior management, audit, and regulators by ensuring all models and tools are compliant with internal and regulatory standards and are fit for their intended use.
  • Effectively communicate complex model implications across technical, business, and strategic levels to a diverse set of stakeholders.

What We Expect from You:

  • Educational Attainment: Masters or Ph.D. in a quantitative discipline such as mathematics, physics, engineering, or econometrics.
  • Technical Proficiency: Solid grasp of pricing fundamentals in financial markets, basic knowledge of stochastic processes, and experience with programming languages like Python, VBA, or R.
  • Analytical Acumen: Strong analytical skills with a positive history in model validation or building.
  • Communication Excellence: Outstanding communication and interpersonal skills, with the ability to articulate complex quantitative concepts to non-technical audiences.
  • Independent and Collaborative: Ability to work autonomously and within a team framework.
  • Technical Tools: Proficiency with MS 365, particularly Excel, and adept at managing financial data.
  • Professional Credentials: Possession of qualifications such as PRM, FRM, or CQF will be considered an asset.

They Offer:

  • A vibrant role in the IMR team with an international reach and dynamic learning opportunities.
  • Flexible working arrangements to support work-life balance.

Take the Next Step:

Ready to bring your quantitative expertise to a role where you can make a significant impact?

Apply now and chart your career path in an environment where excellence thrives.

Apply for 'AVP Quantitative Specialist – Independent Model Review Team'


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