Senior Model Validator

Title: Senior Model Validator

Location: Kraków

We work: Hybrid (4 days from home)

Contract of employment: UoP/B2B

Length: 01/09/2025 - 31/08/2026

Level: Senior

Recruitment process: online

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.

RESPONSIBILITIES:

• 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:

• 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.

What is Antal?  

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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!    

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