HAYS Poland
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Jesteśmy międzynarodową Agencją Doradztwa Personalnego oferującą usługi w zakresie rekrutacji specjalistycznej.
Cechą, która wyróżnia HAYS jest unikalny system rekrutacji w oparciu o podział na wyspecjalizowane dywizje obsługujące poszczególne sektory rynku pracy.
Numer w rejestrze agencji zatrudnienia: 361

Stanowisko:

Group Manager Model Risk

Miejsce pracy: Polska, dolnośląskie, Wrocław

Opis stanowiska:

Within Model Risk Management we are looking for Model Risk Group Manager who will be in charge of managing a corporate validation function, dedicated to a specific area of the business. The models make estimates that are a key input to management decisions and are reported to Senior Management and the Board of Directors on a regular basis. The role will be to oversee execution of the enterprise standards for model validation. The incumbent will be responsible for identifying and evaluating model risk and engaging model owners and business users to agree on possible controls. The incumbent will manage validation and review schedules and issue tracking through the entire model lifecycle. Incumbent must be able to provide intellectual leadership in terms of conducting cutting-edge research, identifying latest trends and developments in modeling, and recommending alternative solutions to analytically challenging problems.
The incumbent may lead the work of analysts in one of five areas, each area responsible for a different type of modeling:
  • Credit Risk Modeling
  • Treasury Modeling
  • Market Risk Modeling
  • Pricing Modeling
  • Forecasting

  • Responsibilities:
    • For a modeling area, creates validation and review schedules and ensure analyst resources are assigned to the project
    • Executes enterprise standards for model validation, by setting the scope of a validation effort for models across a modeling area. This entails designing the tests and review activities necessary to evaluate a model or suite of models.
    • Evaluates the strengths and weaknesses of a model's conceptual framework to identify situations where a model may become less useful.
    • Reviews accuracy of reports and calculations performed by less experienced colleagues.
    • Engages model owners and business users of models to agree on possible controls that have been identified as part of a validation effort by analysts.
    • Has authority to approve changes to existing models and initiations of new models.
    • Manages of a team of analysts to include performance management and coaching. May manage financial resources/ budget for unit

    Qualifications
    • Master's Degree/PhD in a quantitative discipline, including engineering, mathematics, physics, statistics, econometrics.
    • The candidate must have a superb quantitative and analytical background with a solid theoretical foundation coupled with strong programming, documentation and communications skills.
    • 5 years with Masters or 3-years with PhD required.
    • Must have experience with complex quantitative modeling, numerical analysis, and computational methods using programming languages (such as C/C++, C#, Java, FORTRAN, MATLAB, SAS) as well as mathematical/statistical software packages.
    • Must be extremely focused, detail oriented, results oriented and highly productive.
    • Must have a proven track record of being able to efficiently and effectively conduct independent research, analyze problems, formulate and implement solutions, and produce quality results on time.
    • The candidate must have excellent scientific and technical documentation and presentation skills, assertiveness & influencing skills, and the skills to explain abstract theoretical concepts to a non-expert audience in easy-to-understand language

    Pozostałe informacje:

    • • Rodzaj pracy:inne
    • • Forma zatrudnienia:pełny etat
    • • Branża:Finanse, Księgowość, Bankowość
    • • Nr Ref.:1105875
    • • Data aktualizacji:20-06-2018
    • • Data zamieszczenia:02-05-2018

    Aplikuj na to stanowisko

    Prosimy o dopisanie klauzuli: "Wyrażam zgodę na przetwarzanie moich danych osobowych niezbędnych dla potrzeb procesu rekrutacji, zgodnie z ustawą z dnia 27 sierpnia 1997r. o Ochronie Danych Osobowych, Dz. U. z 2002 r. Nr 101, poz. 926 z późniejszymi zmianami"

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