Senior Model Validator

Model Risk Management and Model Validation team is responsible for:

• Independent Validation of the models;

• Maintenance of the Model Risk Management Framework and Model Validation Framework;

• Oversight of the process of Model (Risk) Management across the Bank;

• Model Risk Management and Reporting.

The Bank develops and uses a wide range of internally and externally developed models in its various processes including Credit Risk, Market and Liquidity Risk, Underwriting and Pricing, Fraud Detection, Stress Testing and Economic Capital.

In order to manage the risk stemming from reliance on those models, we’re dependent on knowledgeable and motivated people like you, who:

• Build relationships within the team in order to effectively perform the validation work and foster cooperation and growth;

• Connect with Model Owners, Model Developers and Model Implementers, with the goal of effectively challenging the processes of model development, implementation and usage;

• Rely on their strong statistical background, combine it with the understanding of how banks work, do their numbers and summarise them into concise and risk-based reports;

• Organise and steer the activities in the Model Validation and Model Risk domains;

• Coach junior colleagues and help them achieve their full potential;

• Deliver actionable information to the management, enabling well-informed decisions with a positive impact on the Bank;

• Interact successfully with the Group colleagues, Internal and External Audit and Supervisory Authorities.