kandydatów
Model Risk Auditor Supervisor / Manager [rekrutacja online]
Firma: ING Tech Poland miejsce pracy: Warszawa
- You have managed teams, either directly or indirectly, and can influence, and support a team.
- You have proven communication, presentation, convincing and advisory skills with the ability to work at all levels in the organization
- You are accurate and describe yourself as a team player who is very capable of working in international teams, as well as independently when the task at hand requires.
- Have a university degree (MSc or PhD) in econometrics, mathematics, physics or other quantitative topic.
- You have more than 4 years of relevant work experience within a financial institution / university
- You have good programming skills in Python/ R/ Matlab/ SAS/Machine Learning
- You are fluent in English (fluency in other languages is much appreciated).
- You are keen in exploring many aspects of financial modelling.
- You are willing and free to travel, dependent on the assignments (approximately 6 weeks per year, once possible due to pandemic)
- Being organisationally sensitive and effective in conflict management.
- Being persuasive; having the ability to ‘get people on board’ and ensure necessary buy-in from stakeholders.
As a Models Audit Supervisor / Audit Manager you will be challenging the models and assessing the model design, development, validation, implementation, monitoring, together with a project team of auditors and risk specialists. Your tasks will consist of well-known validation and test techniques for both regulatory (e.g. AIRB, VAR/Expected Shortfall, IMM) and non-regulatory models (amongst others: credit application, Pricing/Valuation, IFRS models). Machine Learning models is part of non-regulatory models. You will report your audit findings, including suggestions for improvement and concrete recommendations, and presented them to senior management. Your counterparts in the ING organization are working in model development, global analytics, risk measurement and model validation departments. You will challenge them towards developing industry best practice and new modelling techniques.
- contract of employment
type of contract - Start 7:00 - 9:00 Koniec 15:00 - 17:00
work hours - Zajęcza 4, Warszawa
this is the location of our office
- professional development
- certificates and knowledge development
- training budget
- access to the newest technologies
- international projects
- free English courses
- provate medical care
- 50% funded Multisport Card
- bicycle parking
- chillout rooms
- integration events and Stay Fit program
- stability of employement
- fully equipped workstations
- kitchen
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Wyświetleń: 121