Your new company
For our Client - a global financial service centre which is providing operational and professional services to support various business groups and functions. We are looking for:
Your new role
Do you have analytical mind and like solving quantitative problems? Can you perform statistical analyses and extract insights from data? Would you like to work in an international and supportive environment, and to learn industry best practices in one of the world’s largest banks?
If so, your best match could be the Independent Model Review (IMR) team at Krakow comapny! IMR is a specialist, quantitative team within the wider Model Risk Management department, which is responsible for independent validation/review of company’s models. The focus of this position is on credit risk models (i.e. IRB, IFRS9/CECL, Stress Testing/CCAR, Economic Capital, application and behavioural scorecards), but the role holder may also get involved in reviews of other model types e.g. Business Finance, Scenario Expansion and Customer Selection.
Responsibilities:
- Model reviews (i.e. quantitative analysis and qualitative research with focus on model data, design, performance and implementation) to formulate opinions about their conceptual soundness and adequacy for intended usage.
- Documentation of conclusions and identified model limitations.
What you'll need to succeed
- Academic degree (BSc, MSc) in Statistics, Mathematics, Physics, Econometrics, Quantitative Finance or other related fields.
- Programming skills – practical knowledge of one of the following: R, Python, SAS, Matlab, SQL.
- 3+ years’ experience in model validation, development and/or quantitative research.
- Good written and verbal communication skills in English.
What you'll get in return
Contract of employment / 100% remote (but only from Polish locations)
- Long-term job in one of the largest banking and financial services organization in the world
- Interesting path of career in an international organization
- Language / Studies Reimbursement Scheme
- Professional trainings
- An environment where you will be given space to take ownership and accountability for your work
- A Team of professionals that will help you develop & succeed
- Exposure on all the company lines of business and markets
- Employees’ benefits: private medical and dental health care, Multisport Card, life insurance
What you need to do now
If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV, or call us now.
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Hays Poland sp. z o.o. is an employment agency registered in a registry kept by Marshal of the Mazowieckie Voivodeship under the number 361. #1172773