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4 дня назад

Risk Model Validation Specialist (Python/R)

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
Risk Model Validation Specialist (Python/R): Validating market and counterparty credit risk models through quantitative analysis, challenger model development, and analytical tooling with an accent on statistical modelling, financial risk, and model performance. Focus on analyzing assumptions and results, developing validation solutions in R, Python, and SQL, and preparing clear documentation and management reports.

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

Company

hirify.global is an international commercial bank developing digital banking services through inter-locational and international agile teamwork.

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 model assessment.
  • Develop and maintain analytical validation tools and solutions using R, Python, and SQL.
  • Prepare validation documentation, management reports, and presentations of results.

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, critical thinking, and willingness to challenge existing approaches.
  • Ability to work independently and collaborate 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

  • International, inter-locational teamwork using agile methodologies.
  • Development plans for employees.
  • Life insurance and flexible working hours.
  • Integration events and other employee benefits.

Hiring process

  • Add the required personal-data consent clause to the CV or application.
  • The consent covers the current recruitment process and future recruitment for six months and may be withdrawn at any time.

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