Model Risk Analyst - Senior
What will you be doing? * Completing independent validation and review of models. * Identifying model weaknesses and assessing soundness of the key assumptions influencing the function and output of models. * Contribution to Innovation in field of model risk. * Propose the models improvements, building challenger models. * Working with big data, programming (SAS, R, SQL, Python). * Producing high quality validation reports, clearly communicating all the above.What we expect * Graduate degree in a subject such as Mathematics, Statistics, Economics. * Mathematical thinking and ability to apply mathematical models to real-life situations. * Experience in either modelling or model validation, with a proven ability to understand modelling approaches and their strengths and weaknesses. * Experience with some statistical software (e.g. SAS, R, Python) and with databases (SQL) is an advantage. * Creativity, people skills and professional working attitude.What we offer * Great opportunities for professional development in modelling and validation area. * Opportunity to employ analytical skills in real life problems. * Very various work on a wide range of the models (no routine). * Personal development through wide range of the hard-skills and soft-skills trainings. * Friendly and mutually supportive team of mathematicians, statisticians and data enthusiasts. * Healthy work/life balance. * Stable working environment in one of the largest banking groups in the region. * Home office up to 10 days monthly.
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Zajímavé nabídky práce v okolí:
Práce Model Risk Analyst - Senior: Často kladené otázky
👉 V jakém městě se nabízí nabídka práce Model Risk Analyst - Senior?
Práce je nabízena v lokalitě Praha.
👉 Jaká firma nabírá na tuto pozici?
Tato nabídka práce je do firmy Česká spořitelna.