About work in our team
The world is changing, becoming digital, and so are we. We are leaving the traditional bank behind us and are choosing to move forward as a digital enterprise. This is exactly why we need talented people who will join us on this journey.
You will have an opportunity to work with a broad spectrum of sophisticated risk models developed at one of Europe’s largest banks.
from the very
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- Independently performing complete validations according to the validation concept and supervising junior validators,
- Preparation of validation and management reports,
- Presentation of validation results to the Validation Committee,
- Presentation of validation approach and results to internal and external auditors,
- Contribution to further development of risk model validation methods and approaches with regard to content as well as for implementation of new regulatory required standards, corresponding adjustments to validation concepts,
- Contribution to consultation of new regulatory requirements.
- A team of 20+ quantitative analysts is looking for someone like you to join!
- High knowledge of statistical / mathematical methods applied in the area of credit risk models (PD, LGD, EAD, IFRS 9, CVaR, stress) supported by extensive experience in this area
- Very good knowledge of R, SQL with experience in analysis of huge data sets,
- Fluent written and spoken English (C1 level),
- Experience in writing high quality validation reports and other documentation,
- Writing high quality validation codes with SAS (migration to R).
- Strong analytical skills and attention to details,
- Proactively driving projects and tasks to deliver results.
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