Senior Credit Risk Model Validator
ref nr: 181/4/2024/AH
In Antal we have been dealing with recruitment for over 20 years. Thanks to the fact that we operate in 10 specialised divisions, we have an excellent orientation in current industry trends. We precisely determine the specific nature of the job, classifying key skills and necessary qualifications. Our mission is not only to find a candidate whose competences fit the requirements of the given job advertisement, but first and foremost a position which meets the candidate’s expectations. Employment agency registration number: 496.
We are looking for a skilled Credit Risk Model Validator for an international client in the financial industry. This role promises an engaging and challenging environment, allowing you to contribute to a compelling initiative with global impact. If you are passionate about validation and possess the expertise to drive success in this sector, we invite you to be a key player in our innovative project.
Main responsibilities:
- Evaluation of credit risk models,
- Writing validation reports,
- Development of tools for automation of validation process,
- Monitoring the latest trends and events in the industry,
- Collaboration with model owners and other stakeholders.
Requirements:
- Completed higher education in econometrics/quantitative finance/quantitative methods/mathematics/statistics/physics,
- Min. 2 years of professional experience in modelling or validating credit risk models,
- Programming experience in SAS/ Python or similar language;
- Knowledge of IRB and/or IFRS9 models and regulations,
- Knowledge of underwriting models or early-warning systems,
- Fluent English and Polish,
- Team player with people-oriented focus.
Offer:
- Ability to work in the hybrid model,
- Stable employment,
- Flexible working hours,
- Daily work using English in an international environment,
- Participation in interesting, strategic projects,
- Opportunity to obtain additional professional training,
- An attractive package of benefits (medical care, insurance, use of the corporate gym, relaxation zone).
