Senior AVP, MRM - Quantitative Model Validation Expert
- Employer
- Belvedere Recruitment
- Location
- Warsaw, Poland
- Salary
- Competitive
- Closing date
- Dec 27, 2024
View more categoriesView less categories
- Job Function
- Accounting/Audit/Tax
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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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
Benefits
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.
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
- 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
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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