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Consumer Risk Analyst

Region Warszawa
Branża Finance & Accounting
Nr referencyjny FA/AC/CRA/04/2018
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Consumer Risk Modelling Analyst will support the process of Model Risk of Consumer Valuation for global Consumer portfolios. This involves reviewing model assumptions, verifying the mathematical formulation, independently implementing the business/desk model when needed, developing benchmark models to conduct effective challenge, and assessing and quantifying model limitations to inform stakeholders of model risk to determine compensating controls.

 

Job responsibilities:

  • Model Risk Supervisor backing in order to review and validate new and existing Consumer Valuation marketing models across global consumer portfolios.
  • Aid in managing model risk across the model lifecycle including model validation, performance evaluation and annual model reviews.
  • Testing and improving Model Risk Management Guidance on modeling approaches and model performance testing.
  • Contribution to key, cross-functional initiatives in Model Risk Management organization.

 

Desired Skills:

  • A Master’s Degree  in mathematics, finance, statistics, econometrics, engineering or similar.
  • Knowledge of stochastic, econometrics, mathematical, and statistical modelling techniques.
  • Good understanding of Model Risk and the capacity to manage projects in all aspects of model risk through the model lifecycle.
  • Earlier project management experience is a plus.
  • Good written and oral communication skills, important for senior interaction.
  • Advanced or fluent English.
  • Minimum 2 years of experience in model development and/or model risk management.

 

We offer:

  • Chance of professional development in the global and well-established company.
  • Challenging assignments providing learning opportunities in which you can apply your knowledge.
  • Competitive social benefits (medical care, sports card, life insurance and other).
  • Chance for a career evolution within global institution’s business structures.
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Prosimy o umieszczenie w CV następującej klauzuli: „Wyrażam zgodę na przetwarzanie moich danych osobowych dla potrzeb niezbędnych do realizacji procesu rekrutacji (zgodnie z Ustawą z dnia 29.08.1997 roku o Ochronie Danych Osobowych; tekst jednolity: Dz.U.z 2014r., poz.1182 ze zm.).”

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