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Independent Model Review Expert

HRO Recruitment

Kraków, małopolskie

HRO Recruitment

HRO Recruitment is a specialist traditional recruitment business. HRO Recruitment is a brand of HRO Personnel Sp. z o. o. HRO Personnel is a Human Resources service provider operating under numer 6696. We are working as a recruitment provider searching on our Client's behalf for a person in the following role:

 

Independent Model Review – Expert (Credit or Market Risk)

Location: Krakow

 

Key Accountabilities:

  • The purpose of this role is to review/validate models provided by the model Owner based on a quantitative analysis of their structure. As a part of this process, the findings and recommendations of the published appraisal reports need to be explained clearly to other functions in order to ease the implementation of the recommended controls
  • Provide the requested analysis/appraisal in the time schedule defined jointly with the model Owner
  • Provide risk functions assistance on the appraisals and models
  • Work effectively with the other IMR (local and other sites) quantitative analysts
  • Demonstrate excellent verbal and written communication skills
  • Ensure model limitations are correctly understood and managed
  • Ensure Model Review Library is progressively improved and developed
  • Properly use the Appraisal System
  • Being able to challenge constructively model owner choices
  • Having effective relationship with the model developers to ensure proper communication and anticipate requests
  • Ability to explain analytical issues and synthesize complex analyses in a form that is appropriate for the given audience
  • Provide guidance and support for junior team members
  • Ensure that model risk and limitations are managed in accordance with the Group Standard Manual and Markets IMR Policy and regulatory environment

 

Requirements:

  • Detailed knowledge in one or more of the following areas: Trading Models, Risk models, Statistical Models, Scorecard Development
  • Detailed knowledge of Basel II / III regulatory framework (BIPRU) and those of other country regulators
  • Strong experience of developing Pricing Models / Basel II (PD, EAD, LGD) / Risk models
  • Strong experience of conducting independent model reviews
  • Evidence of successfully defining and shaping rigorous governance frameworks
  • 5 to 10 years of experience in the industry
  • Experience of team or project management
  • Experience of interfacing with Internal Audit and Regulators
  • Knowledge and experience in stress testing

 

We offer:

  • Stable job in professional team,
  • Interesting path of career in an international organization,
  • Consistent scope of responsibilities,
  • Private health care, employees’ benefits.

 

Please add the following clause to the end of your submitted CV: “I hereby consent for HRO Recruitment, a brand of HRO Personnel Sp. z o.o. with their head office in Warsaw at Puławska 182, to use my personal details hereby submitted for their recruitment process (documenting and processing personal information and forwarding said information to their clients within the structure of the client’s recruitment projects) in accordance with the Law on Protection of Personal Data (Dz. U. 2002 r. Nr 101 poz. 926) until I submit a written withdrawal of consent. I confirm that I was informed of the right to modify, access and protect my personal information.”

 

Aktualnie szukamy osoby na stanowisko:

Independent Model Review Expert

Miejsce pracy: Kraków
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