- Rekrutacja prowadzona online -
Senior Model DeveloperMiejsce pracy: Warszawa
Your main responsibilities will include:
- Creating time series econometric models such as multivariate regression, panel data, ARIMAX and co-integration models
- Supporting the wider team in understanding various statistical concepts and helping to implement their practical applications
- Developing detailed model documentation and collaborating with the Model Risk team
- Obtaining historical time series data from internal systems
- Reviewing other team members work and potentially validating models in the team
- Proposing new estimation techniques if required by the business case
- Challenging or defending our current model standards and ways we operate
- Working with expert panel members to identify the appropriate portfolio segmentation, relevant macroeconomic drivers affecting the business and final model selection
Our requirements:
- Experience of developing statistical models and the ability to undertake diagnostic tests - at least 3years
- A strong academic statistical background
- Good verbal and written communication skills and the ability to present complex statistical information
- Strong stakeholder management skills, with the ability to gain and retain buy-in from colleagues as well as decision makers
- A good understanding and experience of E-views, R, Python or SAS will be an asset
- An intermediate understanding of macroeconomic trends, conditions and developments and a working knowledge of retail and commercial banking products
- Intermediate data visualisation and storytelling skills
- A basic understanding of extracting and analysing vast quantities of data
Our Offer:
You'll start on a competitive reward package. Your package includes the chance to join benefits scheme and to choose from a range of protection, healthcare or lifestyle extras.
Prosimy o aplikowanie poprzez przycisk znajdujący się po prawej stronie ogłoszenia.
