HRO Recruitment is a specialist traditional recruitment business. HRO Recruitment is a brand of HRO Personnel Sp. z o. o. HRO Personnel is a Human Resources service provider operating under number 6696.
We are working as a recruitment provider searching on our Client's behalf for a person in the following role:
Senior Ongoing Monitoring Reviewer
Location: Cracow
Job Description:
The ongoing monitoring reviewer will report to the Poland lead of model validation, and will be responsible of supporting the US team to conduct model validation activities. The Poland team will cover the models used at Company to make business and operating decisions---most notably regulatory and economic capital models, as well as insuring the implementation of Model Risk Governance Program guidelines and requirements. These models are in areas including wholesale credit risk (e.g., probability of default, loss given default, exposure measurement, and loan loss reserving); market risk (e.g., daily value at risk pricing models, counterparty credit risk, Asset Liability Management risk, and terms structure models); and operational risk.
Job qualifications:
Help the Poland lead to support the US team to conduct model monitoring activities and ensure model risks are correctly identified, assessed, and captured:
- Evaluating monitoring results provided by the business to ensure alignment with the ongoing monitoring guidelines (performance, data quality, change control, escalation and reporting)
- Reviewing monitoring results to ensure alignment with the plan approved by the MRM validation team; identify performance and data quality breaches
- Reviewing evidence of model controls to ensure controls are well defined and business team is adhering to the control procedures.
- Communicate with onsite validation team, ongoing monitoring reviewers, model developers and business to relay the issues and feedback and capture the action plans.
Job requirements:
Basic qualifications:
- Experience in independent model validation of risk/financial models in banking industry.
- Experience in performance and controls monitoring of risk/financial models in the banking industry.
- PhD in related disciplines or Master degree with extensive business knowledge and strong technical skills (e.g. Statistics, Econometrics, Mathematics, Computer Science or Engineering).
- Minimum 3 years of experience in risk management in banking/finance industry.
- Good communication skills (verbal and written in English).
- Ability to execute on competing priorities in a timely manner.
Desired Qualifications:
- Hands on experience in model development and/or model validation.
We offer:
- Stable job in professional team,
- Interesting path of career in an international organization,
- Private health care, employees' benefits,
- Courses & training for employees,
- Modern office buildings near the city center of Kraków and possibility of remote working.
Please add the following clause to the end of your submitted CV: "I hereby consent for HRO Recruitment, a brand of HRO Personnel Sp. z o.o. with their head office in Warsaw at Puławska 182, to use my personal details hereby submitted for their recruitment process (documenting and processing personal information and forwarding said information to their clients within the structure of the client's recruitment projects) in accordance with the Law on Protection of Personal Data (Dz. U. 2002 r. Nr 101 poz. 926) until I submit a written withdrawal of consent. I confirm that I was informed of the right to modify, access and protect my personal information."
