Senior Model Validator @ Antal
(práce v Polsku)

Senior Model Validator @ Antal

Polsko

REQUIREMENTS:

• Familiarity with Traded Risk (Market Risk), Stress Testing, and valuation modelling areas.
• Proficient in 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 financial market regulations, including Basel 2.5, the Fundamental Review of the Trading Book (FRTB), and local capital requirements.
• Knowledge of internal banking procedures related to risk management would be an asset.
• Experience with at least one statistical programming language/software such as Python, R, Matlab, C++, or VBA.
• Experience in developing or validating models.

Length: 01/09/2025 - 31/08/2026
The client is a leading global financial institution with a strong international presence, offering a wide range of banking and financial services. With a focus on innovation, compliance, and sustainable finance, the organization supports millions of customers worldwide. It fosters a diverse and inclusive work culture and provides employees with opportunities to develop their careers in a dynamic and globally connected environment.

What is Antal?  

Recruitment company!    

We are the leader in the recruitment of specialists and managers, as well as in HR consulting. The brand is present in 35 countries and has been operating in Poland since 1996. During this time we built many candidates careers, thanks to our flexible and comprehensive approach to all recruitment processes.  Our specialists, completely free of charge, will help you find and get the best job for you!    

What will you gain by applying for Antal job offer?  

Free career support!   

By applying for Antal offers, you will receive support from our Consultant, who will keep in touch with you via e-mail or phone, help you prepare for the interview, and take care of the quality of the recruitment process.  

,[Conducted independent model validations as a member of the Independent Model Review team within the Model Risk Management department., Validated Treasury models, including: Prepayment Risk, Liquidity Risk, IRRBB (Interest Rate Risk on Banking Book), NII (Net Interest Income), EVE (Economic Value of Equity), Behaviouralisation, and ALCM (Asset Liability and Capital Management)., Assessed input data quality, model performance, and model usage through back-testing, sensitivity analysis, and stress testing., Ensured model compliance with regulatory requirements (e.g., Basel III, OCC guidelines) and internal risk management policies., Identified risks arising from model assumptions and limitations, and evaluated their impact on overall model credibility., Collaborated with model development teams, Treasury, and risk management functions to mitigate model risk.] Requirements: Testing, Python, MATLAB, C++, VBA

Kategorie

finance

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