Our client is one of the world’s largest banking and financial services organisations. Their global businesses serve more than 40 million customers worldwide through a network that covers 64 countries and territories.
They have roles on different levels of experience ranging from entry-level positions for graduates to seasoned professionals. We encourage you to apply regardless of your experience in quantitative model validation, they might just have the right fit for you!
About the project:
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). IMR is a specialist, quantitative team within the wider Model Risk Management department, which is responsible for independent validation/review models.
The focus of this position is on market risk models (i.e. Pricing, Algorithmic trading, Finance, Asset Management, Asset Liability and Capital Management, Market and Counterparty Credit Risk), but the role holder may also get involved in reviews of other model types.
- 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
- Provision of technical support and guidance for junior team members
- Requires skills to manage a team of highly skilled managers with diverse specializations,
- Exposure to highly technical individuals working on topics that require very strong analytical abilities,
- Ensuring timeliness and quality of the IMR team,
- Relationships with IMR teams across regions, Management Committee, and Krakow senior management,
- Effective prioritization and distribution of available resources among multiple projects and reviews across several sites concurrently as well as follow up with stakeholders management
Experience (in two or more of the following):
- one or more of the following areas: Pricing, Algo trading, Finance, Market or Counterparty Credit Risk;
- familiarity with wide range of financial products;
- conducting independent model reviews/validations;
- implementing mathematical models;
- 5 to 7 years of relevant experience;
- project management;
Nice to have:
- Professional qualifications (e.g. PRM, FRM, CQF) are beneficial
What they offer:
- Remote work opportunities and flexible working hours.
- Abundant technical and soft skills trainings by the best experts.
- Refunding scheme for professional qualifications and relevant studies, language courses and personal development.
- International and diversified team of professionals that will help you develop and succeed.
- Exposure to all lines of business and markets.
- Multiple employees’ benefits including private medical and dental health care, Multisport Card, and life insurance.
Note: Prepare your CV in English (PDF), fill in the form and apply!
Please include in your CV the following clause necessary for the recruitment process:
“I agree to the processing of personal data that I have made available voluntarily in the recruitment process by the Administrator of personal data, i.e. Dotcommunity Spółka z ograniczoną odpowiedzialnością [Ltd.] based in Cracow, 15 Żabiniec Street, 31-215 Cracow, registered in Poland, the Cracow’s District Court – Śródmieście, XI Commercial Division of the National Court Register under number 0000468484, VAT number: 9452174499, (“Dotcommunity”) in order to carry out the recruitment process for the Model Risk Management, Lead AVP position on the basis of Art.6 item 1a of the Regulation (EU) 2016/679 of the European Parliament and of the Council of 27 April 2016 on the protection of natural persons with regard to the processing of personal data and on the free movement of such data, and repealing Directive 95/46/EC (General Data Protection Regulation)”
Dotcommunity jest zarejestrowana w Rejestrze agencji zatrudnienia (KRAZ) pod numerem 9904.