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Chief Model Risk Evaluator

3 weeks ago

Kraków, Lesser Poland, Czech Republic beBeeRisk Full time 800,000 - 1,600,000
About Our Role

We are seeking a highly skilled professional to join our team as an Independent Model Validator. As part of the Model Risk Management function, you will be responsible for ensuring the accuracy and reliability of our models.

Our team is based in various regions around the world, providing local subject matter expertise and guidance. This enables us to operate consistently and efficiently globally, while taking into account additional local regulatory requirements.

The role involves carrying out independent validations of our model landscape, identifying and communicating model limitations and issues. You will work closely with stakeholders to ensure that our models are fit for purpose and meet regulatory requirements.

Key Responsibilities:
  • Undertake model validation and testing activities, including the assessment of model inputs, calculations, reporting outputs, conceptual soundness of the underlying theory, and suitability of use for its intended purpose.
  • Provide written reports detailing the results of validations, highlighting issues identified during the validation process.
  • Validate remediation activities completed by internal teams to ensure appropriate resolution of identified issues.
  • Work with relevant stakeholders to support the embedding of new global model risk policies and procedures.
  • Provide coaching and guidance to new starters and junior colleagues.
Requirements:
  • A PhD or degree in a quantitative discipline, such as Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics, Engineering, or Physics.
  • Comprehensive knowledge of Stochastic Calculus, Probability Theory, Statistics, and Financial Modelling techniques.
  • Expert knowledge of derivatives products and main models used for pricing and assessing risk in one or more asset classes.
  • Experience with statistical modelling software/programming languages, such as Python, R, MATLAB, C++.
  • Experience in model validation, model development, and/or quantitative research.
  • Excellent communication and interpersonal skills.
Benefits:
  • Training budget to enhance your skills and knowledge.
  • Private healthcare to support your well-being.
  • Flat structure allowing for direct communication and collaboration.
  • International projects offering diverse experiences and challenges.
  • Multisport card promoting a healthy lifestyle.
  • Monthly remote work subsidy for flexibility.
  • Psychological support for mental health and wellbeing.
  • Conferences and workshops for professional growth.
  • PPK option for career advancement.
  • Annual performance-based bonus for outstanding performance.
  • Integration budget for team-building activities.
  • International environment fostering diversity and inclusivity.
  • Small teams promoting collaboration and innovation.
  • Employee referral bonus for successful recommendations.
  • Mentoring opportunities for personal and professional growth.
  • Workstation reimbursement for a comfortable working environment.
  • Company share purchase plan for long-term financial goals.
  • Childcare support programme for work-life balance.
  • Bike parking and shower facilities for convenience.
  • Playroom and canteen for relaxation and socialisation.
  • Free coffee and beverages for a welcoming atmosphere.
  • Free parking for ease of access.
  • In-house trainings and hack days for skill enhancement.
  • No dress code for comfort and professionalism.
  • Modern office environment for productivity and innovation.
  • Knowledge sharing and collaboration opportunities.
  • Garden and massage chairs for relaxation and wellbeing.
  • Kitchen facilities for convenience.