AVP/Senior AVP - Credit Risk Models Validation - Leading Global Bank

Our client, a leading global bank, is seeking an experienced AVP/Senior AVP to join their Credit Risk Models Validation team in Poland. This is an excellent opportunity for a skilled professional to make a significant impact within a renowned financial institution.

Position Overview

The AVP/Senior AVP will play a crucial role in ensuring the integrity and reliability of credit risk models through comprehensive validation processes, contributing to the bank's robust risk management framework and regulatory compliance.

Responsibilities

• Conduct thorough model reviews to assess conceptual soundness and performance
• Evaluate data integrity, implementation, and adherence to regulatory requirements
• Constructively challenge model owner choices to ensure model effectiveness
• Build strong relationships with model developers for seamless communication
• Document assessments and model risk indicators in comprehensive review reports
• Track and monitor the completion of review recommendations

Requirements

• 4+ years of experience in model development/validation across data science applications
• Expertise in classification and regression models for credit risk, marketing, and fraud detection
• Proficiency in assessing model performance and understanding of statistical modelling software (Python, R, SAS)
• Master's or PhD degree in a quantitative discipline (e.g., Financial Mathematics, Statistics, Econometrics)
• Strong analytical skills, attention to detail, and excellent communication abilities

Benefits

• Competitive salary and annual performance-based bonus
• Comprehensive health insurance, including private medical care and life insurance
• Opportunities for professional growth and development within a global organization

How to Apply

If you have the required qualifications and are ready to take on this exciting role, please submit your CV highlighting your relevant experience and accomplishments.