Skip to main content

You will need to login before you can apply for a job.

Senior AVP, Model Risk Management - Global Financial Services Company

Employer
Belvedere Recruitment
Location
Kraków, Poland
Salary
Competitive
Closing date
Aug 4, 2024

View more

Job Function
Accounting/Audit/Tax
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
  • Exemplary opportunity in Model Risk Management, at the forefront of global financial services
  • Leading a cross-disciplinary, buoyant team in a highly collaborative and innovative environment
  • Making a sustainable, high-impact difference in the world of finance by participating actively in CSR and environmental initiatives
A leading global banking institution is looking for a 'Senior AVP, Model Risk Management' to steer model validation activities. If you're analytically inclined and value an inclusive culture focused on learning and growth - this could be your next challenge.

Position Overview

This pivotal role will govern far-reaching model validation activities, encapsulated in the Global Model Risk Policy. Not only will you provide meaningful analysis on model inputs, conceptual soundness, and calculations, but you'll also coach, guide and inspire a driven team, ready to break new ground in
financial methodologies and systems.

Responsibilities
  • Steer model validation activities in strict adherence to the Global Model Risk Policy
  • Assess the authenticity of model inputs and investigate the suitability of their intended purpose
  • Generate comprehensive written reports that detail validation results and highlight discernible issues
  • Evaluate remediation activities performed by ILOD to ensure appropriate resolution of identified issues
  • Provide thought leadership and guidance to new starters and junior colleagues
Requirements
  • Master's or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering
  • Experience in model development and/or validation, particularly relating to IFRS9 / CECL, Stress Testing, Scenario Expansion or Operational Risk
  • Comprehensive understanding of statistical and econometric techniques
  • Adeptness with statistical modelling software / programming language e.g. Python, R, Matlab, SAS
  • Demonstrable skills in presenting complex statistical concepts to non-technical audiences convincingly
  • Team-oriented mindset while being able to work independently to deliver high-quality results
How to Apply

If you're looking to advance in your career and have the relevant skills and experience to succeed, we'd like to hear from you. Please email your application that includes your updated CV and a cover letter clearly detailing your suitability for the role to [email protected] We look forward to receiving your application.

Sign in to create job alerts

Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.

Create alert