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