Model Risk Manager
Mindbox Sp. z o.o.
Status
Hexjobs Insights
Model Risk Manager responsible for validating Market Risk models, assessing data quality, stress testing, and ensuring compliance with Basel III. Requires expertise in statistical modelling.
Słowa kluczowe
Benefity
- sharing the costs of sports activities
- private medical care
- sharing the costs of professional training & courses
- life insurance
Wymagania
Market Risk (Traded Risk), Stress Testing, Pricing Modelling., Statistical and financial modelling techniques., Market Risk models and performance metrics (VaR, Stressed VaR, IRC, Expected Shortfall, DRC)., Basel 2.5, FRTB frameworks, and capital requirements., Internal banking procedures related to risk management (advantage)., Proficiency in at least one statistical modelling language: Python, R, Matlab, C++, VBA., Experience in model development and/or independent model validation., Handling requests from internal/external audit and regulators (beneficial)., Excellent written and verbal communication., Strong team player with ability to work independently., Ability to mentor junior team members and peer-review work.
Benefity
sharing the costs of sports activities, private medical care, sharing the costs of professional training & courses, life insurance
| Opublikowana | 20 dni temu |
| Wygasa | za 11 dni |
| Źródło |    |
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