Senior Specialist Model Validation Financial Risk (Pricing and Valuation)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
TL;DR
Senior Specialist Model Validation Financial Risk (Pricing and Valuation): Conducting high-quality model validations for banking and trading book risks with an accent on mathematical rigor, regulatory compliance, and model risk management. Focus on challenging 1st line of defense models, preparing validation reports, and contributing to innovative validation frameworks.
Location: Warszawa (Pańska 97)
Salary: 10 000 - 18 000 PLN
Company
is a global financial services organization providing specialized risk management and banking solutions.
What you will do
- Conduct timely, high-quality model validations in accordance with external regulations and internal policies.
- Challenge 1st line of defense models regarding their level of model risk.
- Prepare validation reports and present findings to committees and stakeholders.
- Provide expert advice on model risk issues through thematic reviews.
- Support the development and implementation of innovative validation frameworks and automation initiatives.
- Collaborate with global teams to ensure consistency and share best practices.
Requirements
- MSc or PhD degree in Econometrics, Quantitative Finance, Mathematics, Statistics, or Physics.
- 3+ years of experience in financial risk modelling, model validation, or model risk management.
- Strong knowledge of financial engineering, statistics, and probability.
- Expertise in pricing models, market risk models (VaR, sVaR, FRTB), or counterparty credit risk (SIMM, CVA).
- Effective communication and stakeholder management skills.
- Ability to manage multiple priorities in a fast-changing environment.
Culture & Benefits
- Work within a dynamic, global environment alongside high-value specialists.
- Exposure to evolving regulatory requirements and strategic risk challenges.
- Commitment to continuous improvement and innovation in validation processes.
- Opportunity to work with a central risk team based in Amsterdam.
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