Statistical Modeling Professional

3 days ago


Kraków, Lesser Poland, Czech Republic beBeeRiskManagement Full time 720,000 - 1,095,000
Model Risk Management Expert

We are seeking a highly skilled Model Risk Management expert to join our team.

The successful candidate will be responsible for carrying out independent validations of our model landscape, identifying and communicating model limitations and issues.

This is a specialist quantitative role within the Model Risk Management team that requires a deep understanding of statistical models and scorecard development techniques.

The ideal candidate will have significant experience in developing or reviewing Wholesale IRB models and extensive knowledge of applicable regulations from ECB or PRA or HKMA.

Key responsibilities include conducting independent model validation of Wholesale IRB models, discussing identified model risk issues with model developers, audit, and regulators, and leading validations involving less experienced reviewers.

Required Skills and Qualifications
  • Significant experience in developing or reviewing Wholesale IRB models.
  • Extensive knowledge of statistical model and scorecard development techniques.
  • Comprehensive knowledge of Risk models, performance metrics, and risks associated issues.
  • Very good programming skills (e.g. SAS, Python).
  • Ability to present complex statistical concepts and results to non-technical audiences in a persuasive and compelling manner.
Benefits

Our company offers a range of benefits, including:

  • Training budget.
  • Private healthcare.
  • Flat structure.
  • International projects.
  • Multisport card.
  • Monthly remote work subsidy.
  • Psychological support.
  • Conferences.
  • PPK option.
  • Annual performance-based bonus.
  • Integration budget.
  • International environment.
  • Small teams.
  • Employee referral bonus.
  • Mentoring.
  • Workstation reimbursement.
  • Company share purchase plan.
  • Childcare support programme.
  • Bike parking.
  • Playroom.
  • Shower.
  • Canteen.
  • Free coffee.
  • Free beverages.
  • Free parking.
  • In-house trainings.
  • In-house hack days.
  • No dress code.
  • Modern office.
  • Kitchen.
Others

We offer a dynamic and supportive work environment, with opportunities for career growth and development.



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