Our client, a leading global bank, is seeking an experienced AVP/Senior AVP to join their Credit Risk Models Validation team in Poland. This is an excellent opportunity for a skilled professional to make a significant impact within a renowned financial institution.
Position Overview
The AVP/Senior AVP will play a crucial role in ensuring the integrity and reliability of credit risk models through comprehensive validation processes, contributing to the bank’s robust risk management framework and regulatory compliance.
Responsibilities
- Conduct thorough model reviews to assess conceptual soundness and performance
- Evaluate data integrity, implementation, and adherence to regulatory requirements
- Constructively challenge model owner choices to ensure model effectiveness
- Build strong relationships with model developers for seamless communication
- Document assessments and model risk indicators in comprehensive review reports
- Track and monitor the completion of review recommendations
Requirements
- 4+ years of experience in model development/validation across data science applications
- Expertise in classification and regression models for credit risk, marketing, and fraud detection
- Proficiency in assessing model performance and understanding of statistical modelling software (Python, R, SAS)
- Master’s or PhD degree in a quantitative discipline (e.g., Financial Mathematics, Statistics, Econometrics)
- Strong analytical skills, attention to detail, and excellent communication abilities
Benefits
- Competitive salary and annual performance-based bonus
- Comprehensive health insurance, including private medical care and life insurance
- Opportunities for professional growth and development within a global organization
How to Apply
If you have the required qualifications and are ready to take on this exciting role, please submit your CV highlighting your relevant experience and accomplishments.