Logo Pracuj.pl

Model Validation Specialist


  • Wrocław, Lower Silesia
  • offer expired 2 months ago
  • contract of employment
  • full-time
  • specialist (Mid / Regular)
  • hybrid work
  • remote recruitment


Legnicka 48 C-D



Your responsibilities

  • 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.

Our requirements

  • 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

  • Employment contract.

  • 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.


  • sharing the costs of sports activities

  • private medical care

  • sharing the costs of professional training & courses

  • life insurance

  • remote work opportunities

  • corporate products and services at discounted prices

  • integration events

  • corporate sports team

  • preferential loans

  • video games at work

  • parking space for employees

  • leisure zone

  • extra social benefits

  • sharing the costs of tickets to the movies, theater

  • holiday funds

  • employee referral program

  • charity initiatives

  • buisness casual dress-code

  • Wellbeing program

  • psychological support platform

The opportunity:

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.