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:
Senior Model Validator
JOB QUALIFICATIONS:
• Help the Poland lead to support the US team to conduct model validation activities and ensure model risks are correctly identified, assessed, and captured:
• Assessing model theory and model assumptions as well as considering model methods and potential options.
• Testing and confirming model results by using documented procedures for running the model(s).
• Reviewing code documentation for proper model implementation, including the possible simulation of results.
• Working with data validation members and information technology professionals to determine model data integrity.
• Performing model validation processes and performing independent model validation of significant models.
• Assessing the stability and robustness of models by conducting backtesting, sensitivity testing, and stress testing.
• Making recommendations and suggesting improvements related to the applicability of the different models assessed in meeting their objectives.
• Ensure compliance with the regulatory (SR11-7) and company quality requirements for model risk.
• Deliver the validation findings via management presentations and regular reports.
• Communicate with onsite validators, model developers and business to relay the issues and feedback and capture the action plans.
Basic Qualifications:
• PhD in related disciplines or Master degree with extensive business knowledge and strong technical skills (e.g. Statistics, Econometrics, Mathematics, Computer Science or Engineering).
• Good communication skills (verbal and written in English).
• Ability to execute on competing priorities in a timely manner.
• Quick learner
• Minimum 1 year of experiences in model risk management in banking industry.
• 1+ years of programming experience with SAS, R, Matlab, C++.
• Hands on experience in model development and/or model validation
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.”
