Model Validation Senior Analyst
$165,020–$280,980 year
HybridWarsaw, Mazovia, Poland
Job Summary
Conduct independent validation of models in Global Functions, critically reviewing model approaches against objectives and available data. Produce high-quality validation reports highlighting risks and limitations, and evaluate testing approaches and ongoing performance monitoring. Collaborate with Risk and Business teams to facilitate compliance, contribute to regulatory and audit responses, and assist senior management with reporting materials. Support the design and maintenance of best-in-class validation standards, guidance, and documentation. Perform this work within the Model Risk Management framework, producing findings that ensure models are used appropriately by the business.
Required Qualifications
- Minimum Bachelor's degree in Finance or Economics, or quantitative discipline (statistics, quantitative finance, econometrics)
- Demonstrate excellent partnership and teamwork skills
- Programming skills in languages like Python, MATLAB, C/C++/C#, VBA, R and SAS
- Ability to clearly and concisely formulate findings in a written form and good verbal communication skills
- Good analytic, creative thinking and problem solving abilities
- Adept and meticulous at analysis and documentation
- Ability to multi-task, work well under pressure and committed to deliver under tight deadlines
- Knowledge of financial markets and products
- Experienced user of Microsoft Office Suite, especially Excel, PowerPoint and Word
- Solid knowledge of, statistics, econometric, AI/Machine Learning and Finance
Desired Qualifications
- Masters' degree is preferable
- Ideally 3 years of experience / knowledge of Banking, Treasury, Finance / Risk management preferred
- Model validation experience is a plus
- Solid knowledge of, statistics, econometric, AI/Machine Learning and Finance would be highly advantageous
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