Model Validation Specialist (Liquidity Risk)

📢 Join our team as a Model Validation Specialist! 📢

A successful candidate will have an opportunity to work with a broad spectrum of sophisticated risk models and instrument pricing models developed at one of Europe’s largest banks.

What you will be doing? 👇

• Performing validation tasks,
• 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,
• Maintenance and development of analysis tool to support the validation process, in particular development and maintenance of software solutions (C, C++, C#, R, SQL, Python) supporting validation activities and development of challenger models.

Which technology & skills are important for us? 👌

• Experience in building mathematical or statistical/econometric models,
• Good understanding of liquidity risk management in a bank and/or of financial products (options, swaps, futures, forwards, repos, etc.).
• Knowledge of R and / or other programming languages (C, C++, C#) with experience in numerical analysis,
• Experience with front-office pricing systems and libraries (desired but not required).

How?

📌 Remotely or hybrid in Łódź or/and Wrocław

What we offer? 🥳

Of course, we offer Development Plans for employees flexible working hours, integration events and much more 😎