Vice President, Lead Vice President, MRM Infrastructure - Quantitative Risk Modelling
- Employer
- Belvedere Recruitment
- Location
- Kraków, Poland
- Salary
- Competitive
- Closing date
- Mar 2, 2025
View more categoriesView less categories
- Job Function
- Accounting/Audit/Tax
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
You need to sign in or create an account to save a job.
Our client, a leading global banking and financial services organisation, is seeking a highly skilled Vice President/Lead Vice President to join their Model Risk Management (MRM) Infrastructure team in Krakow, Poland. This is an exciting opportunity for a quantitative professional to contribute to the development and enhancement of credit and market risk models.
Position Overview
The successful candidate will play a crucial role in developing Python code libraries for statistical analyses and tests to assess the quality and performance of credit and market risk models, with a focus on Wholesale Credit Risk PD/LGD/EAD models.
Responsibilities
If you possess the required qualifications and are eager to contribute to the success of this leading global banking and financial services organisation, please submit your CV, highlighting your relevant experience and skills.
Position Overview
The successful candidate will play a crucial role in developing Python code libraries for statistical analyses and tests to assess the quality and performance of credit and market risk models, with a focus on Wholesale Credit Risk PD/LGD/EAD models.
Responsibilities
- Develop Python code libraries for statistical analyses and tests
- Critically assess statistical tests for incorporation into libraries
- Prepare unit tests and integration tests to manage libraries
- Improve existing codes and report creation tools
- Support enhancements to data flows across systems and processes
- Suggest improvements to processes and reporting for efficiency
- Identify and implement process improvements
- Understand complex data and resolve issues in analytic tools
- Apply innovative thinking and latest ways of working flexibly
- Work with unstructured data and demonstrate NLP proficiency
- Master's or PhD in a quantitative discipline (e.g., Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics, or Engineering)
- Significant experience with Python and its main data analytics & visualisation libraries (e.g., pandas, scikit-learn, flask, nltk)
- Ability to create Python libraries
- Strong understanding of model development or model risk management processes
- Experience with automation projects (e.g., automating monitoring & validation of credit risk models)
- Ability to identify and implement process improvements
- Innovative thinker who understands and applies latest ways of working flexibly
- Proficiency in working with unstructured data and NLP
- Competitive salary and annual performance-based bonus
- Multisport card and private medical care
- Flexible working hours and free parking
If you possess the required qualifications and are eager to contribute to the success of this leading global banking and financial services organisation, please submit your CV, highlighting your relevant experience and skills.
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