About work in our team
The world is changing, becoming digital, and so are we. We are leaving the traditional bank behind us and are choosing to move forward as a digital enterprise. This is exactly why we need talented people who will join us on this journey.
Join our team as a Model Validation Specialist (Counterparty Credit Risk)
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.
Online
recruitment
Benefits
and multicultural
environment
trainings
and German
courses
from the very
beginning
and health insurance
Pension
Scheme
Benefits
- Friendly and multicultural environment
- Professional trainings
- English and German courses
- 26 days of holiday from the very beginning
- Medical and health insurance
- Multisport
- Employee Pension Scheme
- Lunch card
Main tasks
What you will be doing?
- Performing validation tasks,
- Preparation of validation and managements 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.
Expectations
Which technology & skills are important for us?
- High knowledge of R and / or other programming languages (C, C++, C#) with experience in numerical analysis,
- Experience in building mathematical or statistical/econometric models,
- Good understanding of financial products (options, swaps, futures, forwards, repos, etc.).
- Experience with front-office pricing systems and libraries (desired but not required).
How?
- Remotely or hybrid in Łódź or/and Wrocław
Please add the following disclaimer to your application:
2. I have read the content of the information clause, including information about the purpose and methods of processing personal data and the right to access to my personal data and about the right to correct, rectify and delete it.