Model Risk Manger @ Mindbox S.A.
(práce v Polsku)

Model Risk Manger @ Mindbox S.A.

Polsko

• Experience with at least one of statistical modelling software / programming language, preferably: Python, R, Matlab, C++, VBA
• Experience of developing models and/or conducting independent model validations
• Experience with handling requests from internal/external audit and regulators would be beneficial for more senior roles (Lead AVP /Senior AVP)
• Knowledge in Traded Risk (Market Risk), Stress Testing, and Pricing modelling areas
• Knowledge of statistical and financial modelling techniques
• Knowledge of Market Risk models and performance metrics (e.g. VaR, Stressed VaR, Incremental Risk Charge, Expected Shortfall, Default Risk Charge)
• Awareness of Market Risk regulations, e.g. Basel 2.5 and Fundamental Review of the Trading Book (FRTB) frameworks as well as associated capital requirements in local jurisdictions 
  Some knowledge of internal banking procedures related to risk management in banking would be an advantage
• Very good written and verbal communication skills
• Team-oriented mentality combined with ability to complete tasks independently to a high-quality standard
• Ability to provide support for junior team members and peer-reviewing their work

Creating an inspiring place to thrive for the talented, we use their expertise and courage to introduce the technology of the future into your business. - This is the foundation of Mindbox and the goal of our business and technology journey. We operate and develop in four areas:

? Autonomous Enterprise - automation of business processes using RPA, OCR, and AI.

?Business Managment Systems ERP - we implement, adapt, optimize, and maintain flexible, safe, and open ERP of production and distribution companies worldwide.

?Talent Network - we provide access to the best specialists.

☁ Modern Architecture - we build integrated, sustainable, and open CI / CD environments based on containers enabling safe and more frequent delivery of proven changes in the application code.

We treat technology as a tool to achieve a goal. Thanks to our consultants reliability and proactive approach, initial projects usually become long-term cooperation. For over 16 years, it has provided various services to support clients in digital transformation.

#LI-Hybrid

We offer:

• We are open to the employment form according to your preferences
• Work with experienced and engaged team, willing to learn, share knowledge and open for growth and new ideas
• Hybrid working system - 1 day / week from office in Kraków
• Mindbox is a dynamically growing IT company, but still not a large one – everybody can have a real impact on where we are going next
• We invest in developing skills and abilities of our employees
• We have attractive benefits and provide all the tools required for work f.e. computer
• Interpolska Health Care, Multisport, Warta Insurance, training platform (Sages)

,[We are looking for someone covering specifically Treasury models e.g. Prepayment Risk, Liquidity Risk, IRRBB (Interest Rate Risk on Banking Book), NII (Net Interest Income), EVE (Economic Value of Equity), Behaviouralisation, ALCM (Asset Liability and Capital Management). , , What you’ll do:, Perform independent model validations as part of a specialist quantitative team within Model Risk Management department, called Independent Model Review., Assess the risks associated with model input data quality, model performance and usage. Review back-testing, sensitivity analysis, and stress testing to evaluate model performance., Ensure models comply with regulatory requirements, such as Basel III and OCC guidelines, and internal risk management policies., Assess quantitative or expert-based models to identify risks associated with their assumptions and limitations. Formulate opinions about conceptual soundness of models’ design and their adequacy for intended usage. This includes quantification of model risk drivers and assessment of their impact on the model credibility., , Work closely with model developers, treasury, and risk management teams to understand and mitigate model risk.] Requirements: Traded Risk, Treasury models , Python, VaR, Market Risk Regulations, R, Audit, MATLAB, Statistical methods, Statistical Tools, Stakeholder management, Stress Tesing, Model Risk regulations, Communication skills, VBA, C++, Basel, FRTB Additionally: Sport subscription, Training budget, Private healthcare, International projects.

Kategorie

finance

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