Senior AVP, MRM – Quantitative Model Validation Expert

Ref:
Location: Poland
Type: Permanent

Our client, a globally renowned banking and financial services organisation, is seeking a highly skilled Senior AVP, MRM to join their team in Poland and play a pivotal role in ensuring the accuracy and reliability of their quantitative models.

Position Overview

As a Senior AVP, MRM, you will be responsible for conducting rigorous model validation activities, providing expert insights, and collaborating with stakeholders to ensure compliance with the Global Model Risk Policy, ultimately contributing to the organisation’s robust risk management framework.

Responsibilities

  • Validate models, assessing inputs, calculations, and outputs
  • Evaluate conceptual soundness and suitability for intended purpose
  • Provide detailed validation reports highlighting identified issues
  • Verify remediation activities completed by the ILOD
  • Support embedding of new Global Model Risk Policies
  • Coach and guide junior colleagues and new starters
  • Deliver high-quality, timely validation reports that add value
  • Liaise with stakeholders to ensure issue resolution
  • Communicate effectively across technical, business, and strategic levels

Requirements

  • Master’s or PhD in a quantitative discipline
  • Knowledge in Wholesale Credit, Stress Testing, Front Office Modelling
  • Familiarity with IRB and/or IFRS9 regulatory requirements
  • Expertise in statistical model and scorecard development techniques
  • Understanding of Risk models, performance metrics, and associated issues
  • Experience with statistical modelling software/programming languages (e.g., SAS, Python)
  • Experience developing and reviewing models throughout customer lifecycle
  • Proven ability to present recommendations to Senior Management
  • Experience conducting independent model reviews

 

Benefits

  • Competitive salary and performance-based bonuses
  • Comprehensive health and wellness benefits, including private medical care
  • Supportive work environment fostering skill development and career advancement

How to Apply

If you possess the expertise and passion to excel in this role, please submit your CV and a cover letter detailing your relevant experience to [email protected] referencing “Senior AVP, MRM” in the subject line.

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