As a Senior Specialist you will have an opportunity to work with a broad spectrum of sophisticated risk models developed at one of Europe’s largest banks.
- Independently performing complete validations according to the validation concept and supervising junior validators,
- Preparation of validation and management reports,
- Presentation of validation results to the Validation Committee,
- Presentation of validation approach and results to internal and external auditors,
- Contribution to further development of risk model validation methods and approaches with regard to content as well as for implementation of new regulatory required standards, corresponding adjustments to validation concepts,
- Contribution to consultation of new regulatory requirements.
Telework or open space office environment in Łódź.
In the current situation we are not travelling.
Who we're looking for?
- High knowledge of statistical / mathematical methods applied in the area of credit risk models (PD, LGD, EAD, IFRS 9, CVaR, stress) supported by extensive experience in this area ,
- Very good knowledge of R, SQL with experience in analysis of huge data sets,
- Fluent written and spoken English (C1 level),
- Experience in writing high quality validation reports and other documentation,
- Writing high quality validation codes with SAS (migration to R).
- Strong analytical skills and attention to details,
- Proactively driving projects and tasks to deliver results.
- Healthcare package
- Healthcare package for families
- Leisure package
- Leisure package for families
- Financial bonus
- Cold beverages
- Hot beverages
- Car parking
- Bicycle parking