Model Validation Senior Specialist

Ümumi məlumat

We are seeking a highly skilled and motivated Model Validation Senior Specialist to join our dynamic team. As a Model Validation Senior Specialist you will be responsible for validating different risk models and providing input to improve those risk models within Kapital Bank. You will be able to use your expertise in analyzing and critically challenging a variety of risk types. You will have the opportunity to learn techniques in assessing big data sets, effectively challenge quantitative models and innovate Model Risk Management.

Öhdəliklər

• Creation of high-quality validation reports
• Collaboration with model owners and other stakeholders
• Leading validation projects and teams
• Acting as a mentor for junior team members
• Improvement of tools and methodology
• Assessment of various models

Tələblər

• A degree (MSc or PhD) in a quantitative/numerical field
• Minimum 5 years’ of experience with various models
• Minimum 2-3 years’ of experience with model validation
• Knowledge of IRB and/or IFRS9 models and regulations
• Knowledge of statistical tools and modelling techniques
• Programming experience in SAS/ Python or similar language
• English level – B2/C1
• Knowledge of underwriting models or early-warning systems
• Experience in statistical modelling of other areas
• Experience in managing project teams
• Strong influencing skills
• Ability to work independently and to make decisions
• Ability to work on multiple projects
• Positive & constructive mindset

Kapital Bank-da iş mühiti ilə daha yaxından tanış olmaq üçün keçid edin - https://urlgeni.us/linkedin/mblbnnr