Independent Model Review (Krakow, Poland)
Independent Model Review (IMR) is a specialist quantitative group within the Risk department which independently validates our clients models.
Model types include Asset Management models, Economic Capital models, Financial Vulnerability Models, Global Markets Trading & Hedging models, Insurance Risk models, Retail Credit Risk models, Stress Testing and Scenario Analysis models, Traded Risk Models and Wholesale Credit Risk models. This includes the traditional model types as well as modern approaches such as machine learning (ML) and artificial intelligence (AI)
- Comprehensive model reviews to assess conceptual soundness, data integrity, performance, implementation and adherence to regulatory and/or internal requirements
- Documentation of conducted assessments and findings in thorough review reports including recommendations for model improvements
- Masters Graduate in one of the following areas: Quantitative Finance, Mathematics, Economics or Engineering discipline,
- At least 1 year of experience in the field of modeling, model validation or similar,
- Strong technical background and interest in analytics / modelling,
- Good communication skills and strong command of English (spoken and written),
- The opportunity to be part of a leading Centre of excellence where a dynamic learning environment thrives career-path in an international organization,
- Private health care, employees’ benefits.
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.