Oferta pracy

Specialist - Model Validation

ING Bank Śląski S.A.

  • Lower Silesia

    Lower Silesia
  • offer expired 25 days ago
  • contract of employment
  • full-time
  • specialist (Mid / Regular)
  • hybrid work
  • remote recruitment

Technologies we use

Expected

  • Python

  • SAS

  • SQL

  • R

  • MATLAB

  • C++

About the project

Our main goal is to ensure that the models used at the Bank are correctly constructed, based on solid foundations, conceptually consistent and of high quality. Our dynamically increasing scope covers models from various fields, including market risk models, IRRBB, ALM, liquidity, valuation, financial models, KYC models (including supporting AML and TM processes) and operational risk models. From technology perspective, the models in our scope range from expert-based, through statistical and rule-based to machine-learning models. Therefore, our newly formed team offers a lot of diverse opportunities for professional development.

For our team, we are looking for a skilled model validation specialist, most desirably with financial risk background, who is open to new challenges.

Your responsibilities

  • perform independent model validations

  • perform quantitative and qualitative research with focus on data quality, model design, performance and implementation quality

  • assess quantitative, expert, and algorithmic models to identify their assumptions and limitations

  • formulate value-adding opinions on the conceptual correctness of the design of models and their adequacy for the intended use -this includes quantifying the model risk drivers and assessing their impact on the credibility of the model

  • support continuous substantive and technical development of validation methods and processes

Our requirements

  • you have some experience with model validation and/or model development and/or quantitative research (also academic) and /or have experience in risk management area (including credit risk)

  • you have MSc or PhD in mathematics, statistics, econometrics, data science, quantitative finance or related fields

  • you demonstrate good programming skills -- preferably: Python, SAS, SQL. Also welcome: R, Matlab, C++.

  • you have fluency in English (written and verbal, C1)

  • you have an independent, creative and pro-active mind-set

  • you have organisational skills to work in a structured way and maintain focus on the broader picture

  • you can quickly and independently search for information

  • you are assertive and know how to defend your opinion

Optional

  • experience in the banking sector

  • familiarity with machine learning techniques

  • professional qualifications eg. PRM, FRM, CFA, ACAMS/ICA

  • Benefits

  • sharing the costs of sports activities

  • private medical care

  • life insurance

  • retirement pension plan

  • extra social benefits

  • christmas gifts

  • charity initiatives

Masz pytania? Napisz do nas!

Kandydaci często kontaktują się z nami bezpośrednio. Jeśli chcesz o coś zapytać w związku z tą lub inną rekrutacją, napisz do nas na: [email protected]

ING Bank Śląski S.A.

W ING Banku Śląskim łatwiej robić swoje. Z myślą o naszych klientach sprawiamy, że bankowość staje się bezpieczna, przyjazna i bliska. Na wiele sposobów dbamy o well-being i komfort naszych pracowników. Tworzymy otwarte miejsce pracy, w którym każdy jest mile widziany – bez względu na wiek, płeć, pochodzenie, stopień sprawności czy inne przesłanki. Dołącz do nas. Mamy tytuł najlepszego pracodawcy, a w naszych procesach rekrutacji wszyscy kandydaci są traktowani z szacunkiem i mają równe szanse.

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