sharing the costs of sports activities
Model Validation Specialist
- Wrocław, Lower Silesia
- offer expired 2 months ago
- contract of employment
- specialist (Mid / Regular)
- hybrid work
- remote recruitment
As a full-time employee, you will organize and contribute to the improvement and management of model risk control in a Crédit Agricole subsidiary undergoing strong internal and external development.
You will be responsible for the independent review work within the Credit Agricole Leasing&Factoring Model Validation team.
You will implement analysis and evaluation of statistical models according to the announced objectives and development constraints, whether operational, regulatory, or normative within the Crédit Agricole Group.
You will communicate on the results of the analysis and the restitution of this information to an audience ranging from the technical expert to a representative of the General Management.
You will have the opportunity to work on different modeling techniques (“classic” statistics, valuation, Data Science) applied to a variety of scopes under various constraints (regulatory, operational) in an expert financial services subsidiary of the Crédit Agricole Group.
You will be a driving force in the maintenance of local and adapted standards for model validation.
You will be also a model risk referent in order to contribute to the Crédit Agricole SA Group management.
The initial validation of a new model (missions of approximately 3 months).
Validation of performance monitoring (backtesting) of existing models.
Professional experience: 3 years or more.
Experience in the area: Mathematics, Statistics, Data Science or Computer Science.
Data Science project management, IRB models, IFRS9, granting technical expertise.
Mastery of advanced modelling techniques (regressions, time series, machine learning).
Autonomy, rigour, curiosity.
Ability to analyse and synthesize, initiative and sense of the collective.
Ability to build relationships.
Good programming knowledge: SAS, R, Python (pandas, scikit learn), SQL Server.
Knowledge in MS Office package (Excel, Word, Powerpoint).
Languages: Polish and English (level C1 required). Knowledge of French will be an additional advantage.
What we offer
Possibility of hybrid work – remotely or in modern and well located office in Wroclaw.
Possibility of development.
Benefits: private health care, sport card, well-being program, life insurance, etc.
Professional trainings and qualification support.
Friendly and respectful workplace.
Opportunity to exchange experiences within the international Credit Agricole Group.
private medical care
sharing the costs of professional training & courses
remote work opportunities
corporate products and services at discounted prices
corporate sports team
video games at work
parking space for employees
extra social benefits
sharing the costs of tickets to the movies, theater
employee referral program
buisness casual dress-code
psychological support platform
Responsible and autonomous, you want to supervise and contribute on technical subjects (applied maths, statistics, machine learning) with a high level of rigor. You like technical discussion, while keeping in mind the use, and supporting your assertions with demonstrations. If you recognized yourself, you could join a young, multicultural team (Polish / French) in our welcoming Risk Department.
We kindly ask you for a CV prepared in English.