Grafton Recruitment, firma założona w 1982 roku w Irlandii, to wiodąca agencja rekrutacyjna z ponad 30 letnim doświadczeniem. Grafton Recruitment jest jedną z największych niezależnych firm rekrutacyjnych w Europie, wyspecjalizowaną w rekrutacji profesjonalistów średniego i wyższego szczebla we wszystkich sektorach. Gwarancją wysokiej jakości naszych usług jest posiadany certyfikat ISO 9001.
Agencja zatrudnienia (nr licencji 812)
Agencja zatrudnienia (nr licencji 812)
Credit Risk Model Validation Expert
Job location: Warszawa
Nr ref.: 1-3-63567
Our client, one of the leading global banks, is looking for talents to join their emerging Risk Hub.
As an expert, you would lead and take part in assessing the quality of existing models as well as designing new credit risk modelling and validation processes, cooperating with both global and corporate structures closely.
Your tasks will include:
- performing an independent validation of IFRS9 as well as other credit risk models used in risk management, capital calculation, stress testing, and business use
- reviewing regulatory and industry practice for IFRS9 and other Credit Risk Models
- carrying out the technical review of existing risk models
- advising on model quality and verifying the models' accuracy (qualitative risk management)
- performing an in-depth quantitative analysis and independent testing of the bank's credit, risk, and pricing models
- supporting design and re-design of the bank's internal risk validation models
- developing new tools and methodologies (quantitative and qualitative risk)
- documenting model validation testing, following up with stakeholders on modelling issues
- representing the team during Risk Assessment Meetings and during audits (internal and external)
Requirements:
- at least 6 years of experience in Risk Analysis within banking, consulting (e.g. Big4), or insurance
- very good English (B2+/C1)
- experience performing independent validation of qualitative and quantitative models
- very good Excel as well as SQL, Python, SAS, and/or R
- familiarity with IFRS 9 and other regulations would be an asset
Benefits:
- medical insurance
- life insurance
- Multisport Card
- subsidized professional courses and certifications
- Social Fund (e.g. subsidized vacation)
- yearly bonus
- home office (partly remote work)
Uprzejmie informujemy, że skontaktujemy się tylko z wybranymi kandydatami.
Osoby zainteresowane prosimy o przesyłanie aplikacji za pomocą przycisku
pod ogłoszeniem: "APLIKUJ TERAZ".