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AVP, Model Risk Management

  • By Weronika Nowak
  • 22 April 2024
  • 250 Views
Company:

Join one of the world’s largest banking and financial services organisations! Our Client’s global businesses serve more than 40 million customers worldwide through a network that covers 64 countries and territories.

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Overview:

Model Risk Management (MRM) at our client’s company is structured as a global function, headed up by the Chief Model Risk Officer (CMRO). The MRM function reports directly to the Group Chief Risk and Compliance Officer (GCRCO) ensuring its independence from the model developing and owning areas of the firm.

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What you’ll do:
  • Lead the planning, testing/assessing, documenting, and reporting to senior management on appropriateness of:
    • Model validation standards, guidelines, playbooks and technical manuals.
    • Individual model validation reports; reviewing both technical and presentational aspects.
    • Independent Model Validation peer review processes and outputs.
  • Oversee the administration of the peer review processes.
  • Provide input to validation policy and validation sampling approaches.
  • Provide feedback to Model Validation colleagues on findings from assurance reviews, provide advise and guidance to Model Validation colleagues.
  • Lead the delivery of training.
  • Deliver high quality, timely reports on findings from assurance reviews.
  • Liaise with Model Risk Management colleagues globally.

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What you need to have:
  • Knowledge in model development/validation tools and methods across an array of different model types.
  • Prior knowledge of providing technical assurance or auditing of model validation activities, would be preferable.
  • Knowledge of internal procedures and local regulations and those of other country regulators would be an advantage.
  • Significant experience of technical report writing, ideally a model developer or independent validator.
  • Experience of presenting recommendations to Senior Management.
  • Ability to present complex statistical concepts and results in a persuasive and compelling manner.
  • Team-oriented mentality combined with ability to complete tasks independently to a high-quality standard.

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What can you expect:
  • Annual performance-based bonus.
  • Additional bonuses for recognition awards.
  • Multisport card.
  • Private medical care.
  • Life insurance.
  • One-time reimbursement of home office set-up (up to 800 PLN).
  • Corporate parties & events.
  • CSR initiatives.
  • Nursery discounts.
  • Financial support with trainings and education.
  • and more!

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Note: Prepare your CV in English (PDF), fill in the form, and apply! 🙂

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