Model Validation Expert - Model Risk Management

Posted 01 September 2021
SalaryNegotiable
LocationWarsaw
Job type Permanent
DisciplineData Management, Finance & Accountancy
ReferenceBBBH477468_1630572721

Job description


Kelly Services, founded by William R. Kelly in 1946, is an international workforce solutions provider for customers in a variety of industries in 40 countries. Kelly Services specializes in Recruitment Projects within Finance and Accounting, Multi-Lingual, HR, Sales and Marketing, IT, Engineering. In addition, Kelly also offers an array of Consulting and Outsourcing services

For one of our client, we are currently looking for Candidates for the role of:


Position: Model Validation Expert - Model Risk Management
Location: Warsaw, Poland


ROLE:

  • Producing high quality Validation Reports, including highlighting risks and limitations of the model (e.g. PPNR, CCAR, ICAAP)
  • Critically reviewing the appropriateness of a qualitative model versus alternative quantitative approach with respect to the modeling objective and the available model development data
  • Supporting the process of designing, developing, delivering and maintaining best-in-class qualitative model validation process standards, guidance, practices, templates and other documentation
  • Evaluating testing approach and results for individual models in accordance with MRM guidance
  • Assessing the ongoing performance monitoring of the models



REQUIREMENTS:

  • Academic degree in Finance, Economics or Quantitative
  • 5-8 years of experience in Risk Management or Banking, Treasury, Finance area
  • Strong knowledge in topics related to Model Risk Management
  • Advanced level of English (C1 or above)



WE OFFER:

  • Work on a wide range of analytical and strategic topics relevant for senior management and regulatory bodies
  • Opportunity to pursue your career on the managerial path and develop your people management skills
  • Influence on the way you perform your tasks - our teams are constantly looking for new and better ways and we encourage all improvement ideas
  • Competitive salary & social benefits (e.g. private healthcare care, employee pension plan, benefit system, life insurance)



If you are interested in this role, please send your CV via APPLY button.
Please be informed that we will contact only with selected candidates.

When applying please enclose the below statement: "I hereby give consent for my personal data included in my application to be processed for the purposes of the recruitment process under the Regulation (EU) 2016/679 of the European Parliament and of the Council of 27 April 2017 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)".

Zawiadomienie dotyczące prywatności
W związku z rekrutacją na to stanowisko, Kelly Services działa w charakterze Podmiotu Zatrudniającego (Employment Business). W razie podjęcia decyzji o złożeniu aplikacji, Twoje dane będą przetwarzane zgodnie z Polityką Prywatności obowiązującą w Kelly Services.

Jako pracodawca stosujący zasadę równych szans, z zaangażowaniem wspieramy aplikacje złożone przez wszystkie osoby posiadające stosowne kwalifikacje, bez względu na rasę, płeć, stopień niepełnosprawności, wyznanie/ przekonania, orientację seksualną lub wiek.


Privacy Notice

Kelly Services are acting as an Employment Agency in relation to this role. Should you choose to apply, your information will be processed in accordance with Kelly's Privacy Statement.

As an Equal Opportunities employer we welcome applications from all suitably qualified persons regardless of their race, sex, disability, religion/belief, sexual orientation or age.