Senior AVP - Model Risk Management

at  Belvedere Recruitment

Only apply if you have a work permit or a right to work in Poland.

• Opportunity to perform independent model validations within a globally respected financial services provider.
• Engage with quantitative and qualitative model research, impacting diverse financial streams.
• Enjoy competitive remuneration with performance-based rewards and a suite of benefits including private medical care and educational support.
• Work in a multicultural environment that fosters growth, innovation, and work-life balance through flexible hours and remote working options.

Are you a highly-qualified expert in quantitative finance seeking a role that leverages your academic background and your experience in model validation? Our client in Kraków is looking for a Senior Associate Vice President to join their Model Risk Management Team. This is an opportunity to shape the financial industry within a supportive, forward-thinking working environment.

POSITION OVERVIEW

The successful candidate will be a driving force within the Model Risk Management department, critically assessing and validating financial models used across the company. This role is pivotal in ensuring the integrity and efficacy of models which support key financial decisions, offering an inspiring opportunity for professional growth in the world of finance.

Responsibilities

• Conduct a thorough independent validation of financial models, including credit risk and stress testing.
• Lead in-depth quantitative and qualitative analysis.
• Collaborate across functions, delivering insights and strategic recommendations.
• Maintain and enhance model validation frameworks and methodologies.
• Communicate complex model behaviours to stakeholders.

Requirements

• Advanced degree (MSc or PhD) in Statistics, Mathematics, Physics, Econometrics, Quantitative Finance, or related subject.
• Proficient in analytical tools such as R, Python, SAS, Matlab, C++, or SQL.
• Fluent in English, with exceptional written and verbal communication skills.
• Proven experience in model validation, construction, or quantitative analysis.
• Preferred: professional qualifications such as PRM, FRM, or CQF.

• Conduct a thorough independent validation of financial models, including credit risk and stress testing.
• Lead in-depth quantitative and qualitative analysis.
• Collaborate across functions, delivering insights and strategic recommendations.
• Maintain and enhance model validation frameworks and methodologies.
• Communicate complex model behaviours to stakeholders