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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About:
The role of the AVP/Senior AVP is to perform model review (i.e., quantitative analysis and qualitative research with focus on model data, design, performance, and implementation) to formulate opinions about models’ conceptual soundness and adequacy for intended usage. Role responsibilities also cover documentation of conclusions and identified model risk indicators.
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What you’ll do:
- Comprehensive model reviews to assess conceptual soundness, data integrity, performance, implementation, and adherence to regulatory and/or internal requirements
- Being able to challenge constructively model owner choices
- Building effective relationships with the model developers to ensure proper communication and anticipate requests
- Support a high-performance culture through collaboration and effective people interaction
- Documentation of conducted assessments and model risk indicators in thorough review reports including recommendations for model improvements
- Tracking completion of review recommendations.
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What you need to have:
- 4+ years of experience in model Development/Validation across diverse data science applications, including classification and regression models in credit risk, marketing, fraud detection
- Knowledge of statistical models and machine learning techniques. Experience in assessing model performance
- Good understanding of statistical modelling software / programming languages, e.g., Python, R, SAS
- Master’s or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering.
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What they offer:
- 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) and more
- Corporate parties & events
- CSR initiatives
- Nursery and kindergarten discounts
- Language classes
- Professional training & courses
- Financial support with training and education
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Note: Prepare your CV in English (PDF), fill in the form and apply! 🙂
Dotcommunity is registered in the Register of Employment Agencies (KRAZ) under number 9904.