Skip to main content

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

Senior AVP, Model Risk Management

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
  • Leading role in shaping the integrity of financial models.
  • Opportunity to work within a global, culturally rich environment.
  • Contribute to a sustainable future by fostering economic prosperity.
  • Engaging in continuous learning and growth within a supportive company culture.
Our esteemed client, a leading international banking organisation, is currently seeking a Senior Assistant Vice President for their Model Risk Management team. This role is a gateway for those passionate about steering financial model accuracy and contributing to the bank's success in connecting customers to opportunities and driving business innovation.

Position Overview

The successful candidate will join a robust risk management framework, performing critical model validation activities, ensuring adherence to the Global Model Risk Policy. Their work will span the assessment of model inputs, outputs, and the appropriate use of underlying theories. As a Senior AVP, the individual will be instrumental in mitigating risk and enhancing model reliability, thus supporting the company's mission to enable economies to prosper.

Responsibilities
  • Perform validation activities assessing model inputs, calculations, and reporting outputs.
  • Analyse the conceptual soundness of models and their suitability for intended purposes.
  • Evaluate the relevance and completeness of data, qualitative information, and judgements.
  • Deliver comprehensive written reports detailing validation results and issue identification.
  • Guide remediation activities to ensure proper resolution of identified issues.
  • Provide mentorship and coaching to junior colleagues and new starters.
Requirements
  • Master's or PhD degree in Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics, Engineering, or a related quantitative discipline.
  • Proven experience in model development and/or validation, specifically with IFRS9 / CECL, Stress Testing, Scenario Expansion, or Operational Risk models.
  • Proficiency in statistical and econometric techniques is essential.
  • Experience with statistical modelling software or programming languages such as Python, R, MATLAB, SAS.
  • Capable of translating complex statistical concepts for a non-technical audience.
  • Independent work ethic with a collaborative spirit, ensuring high-quality outcomes.
How to Apply

If you're driven to excel in Model Risk Management and meet the qualifications above, we would be delighted to receive your application. Please submit your CV articulating your fit for the role and send it through to our application portal. We are committed to fostering a workplace that recognises and supports diverse talents, and we eagerly await your contribution to our client's trailblazing team.

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