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4 дня назад

Specialist in Risk Model Validation (Financial Risk)

Формат работы
hybrid
Тип работы
fulltime
Английский
b2
Страна
Poland
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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TL;DR
Specialist in Risk Model Validation (Financial Risk): Performing independent validation of market and counterparty credit risk models with an accent on quantitative analysis, challenger models, and analytical tooling in R, Python, and SQL. Focus on analyzing model assumptions and performance, developing independent assessment models, and preparing validation reports and presentations.

Location: Hybrid in Łódź or Wrocław, Poland; remote and in-person work

Company

hirify.global is an international commercial bank operating through branches and offices in almost 50 countries and advancing its digital enterprise transformation.

What you will do

  • Perform quantitative validation of market and counterparty credit risk models.
  • Analyze model assumptions, methodologies, performance, and results.
  • Support the development of challenger models for independent assessment of existing models.
  • Prepare validation documentation, management reports, and presentations of results.
  • Develop and maintain analytical tools and solutions in R, Python, and SQL.
  • Collaborate in an international, inter-locational team using agile methodologies.

Requirements

  • Experience or an academic background in mathematical, statistical, or econometric modelling.
  • Knowledge of statistics, quantitative methods, and data analysis.
  • Knowledge of R and/or Python, or another programming language used for statistical or data science purposes.
  • Basic knowledge of LaTeX and MS Office.
  • Strong analytical skills, attention to detail, and critical thinking.
  • Willingness to challenge existing approaches and ability to work independently while collaborating effectively within a team.
  • Very good English communication skills at B2 level.

Nice to have

  • Understanding of financial markets, financial products, or risk management.
  • Knowledge of options, swaps, futures, forwards, or repos.

Culture & Benefits

  • Hybrid work with locations in Łódź and Wrocław.
  • International and inter-locational teamwork in an agile environment.
  • Development plans, life insurance, flexible working hours, and integration events.

Hiring process

  • Add the specified personal-data consent clause to the CV or application.
  • The clause covers consent for the current recruitment process and future recruitment for six months and must include the required declarations concerning data accuracy, withdrawal rights, and acknowledgment of the information clause.

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