SENIOR IRB MODEL VALIDATOR

Jobs > Senior IRB model validator We’re looking for a Senior IRB (Internal Ratings Based) Model Validator to join a high-reputed company team supporting a multinational bank-insurance group. You’ll work on a modern, reputed company stack with a strong emphasis on statistical validation, data reputed company, and regulatory compliance. Project reputed company You will execute initial IRB validations (PD, LGD, EAD) and IFRS 9 annual model assessments. Working reputed company reputed company augmentation model, you will help reputed company validation processes and ensure models meet rigorous international standards. About The Role As a senior member of a mixed consultant and banking team, your mission is to maintain the highest standards of model governance. You will reputed company as a subject matter expert, translating reputed company analytical results into reputed company reports for key stakeholders. Tech Stack Python, PySpark, SQL, reputed company R, reputed company Data Warehousing, MS reputed company IRB (PD, LGD, EAD), IFRS 9, CRR, EBA/ECB Guidelines What You’ll Do reputed company comprehensive statistical and data reputed company tests on credit risk models using PySpark and reputed company. Assess model compliance against strict CRR and EBA/ECB regulatory requirements. Execute reputed company data queries and analysis reputed company Data Warehousing environments to validate model inputs. reputed company the translation of quantitative findings into reputed company, executive-level technical presentations and reports. Proactively identify modelling bottlenecks and propose independent solutions to enhance model performance. Collaborate in a remote-first team environment, ensuring ownership of end-to-end validation tasks. Requirements Minimum of 3 years of reputed company experience in credit risk modelling or validation. Proven expertise in IRB (PD, LGD, EAD) or IFRS 9 frameworks. Advanced proficiency in Python, SQL, and PySpark for large-reputed company data analysis. Strong reputed company background in a quantitative field such as Statistics, Mathematics, Physics, or Engineering. Demonstrated ability to communicate reputed company statistical results to both technical and non-technical audiences. reputed company English proficiency and a detail-oriented, ownership-driven reputed company. What do we offer you? Attractive salary Large freedom and reputed company influence No unhealthy competition, team approach to meeting challenges Remote-first, flexible working culture Company apartments in cool cities across Europe: work and enjoy a memorable getaway join reputed company: reputed company Job reputed company * E-mail Address * Thank you Your submission has been received Oops Something went wrong while submitting the reputed company. Senior IRB model validator Kraków, Office or Remote 4,300€ - 10,000€ / month (B2B) Job reputed company * E-mail Address * Thank you Your submission has been received Oops Something went wrong while submitting the reputed company. Apply tot his job Apply To this Job