What will you be doing?

• Completing independent validation and review of models.
• Identifying model weaknesses and assessing soundness of the key assumptions influencing the function and output of models.
• Contribution to Innovation in field of model risk.
• Propose the models improvements, building challenger models.
• Working with big data, programming (SAS, R, SQL, Python).
• Producing high quality validation reports, clearly communicating all the above.

What we expect

• Graduate degree in a subject such as Mathematics, Statistics, Economics.
• Mathematical thinking and ability to apply mathematical models to real-life situations.
• Experience in either modelling or model validation, with a proven ability to understand modelling approaches and their strengths and weaknesses.
• Experience with some statistical software (e.g. SAS, R, Python) and with databases (SQL) is an advantage.
• Creativity, people skills and professional working attitude.

What we offer

• Great opportunities for professional development in modelling and validation area.
• Opportunity to employ analytical skills in real life problems.
• Very various work on a wide range of the models (no routine).
• Personal development through wide range of the hard-skills and soft-skills trainings.
• Friendly and mutually supportive team of mathematicians, statisticians and data enthusiasts.
• Healthy work/life balance.
• Stable working environment in one of the largest banking groups in the region.
• Home office up to 10 days monthly.