PKO Bank Polski SA is seeking a Model Validation Specialist to oversee the quantitative and qualitative validation of models used in key decision-making processes. The ideal candidate should have a background in mathematics or statistics, programming skills, and several years of experience in model validation
Job Summary
You will be responsible for the quantitative and qualitative validation of models used in key decision-making processes within the Bank.
You will assess risk models using classical statistical methods and selected machine learning techniques, and analyze large datasets to identify non-standard dependencies and potential model risks.
You will verify the correctness of model implementation, recommend actions to improve model quality, efficiency, and resilience over time, and actively participate in the model risk management process.
Matching Summary
Match Score: 85
PKO Bank Polski SA is seeking a Model Validation Specialist to oversee the quantitative and qualitative validation of models used in key decision-making processes. The ideal candidate should have a background in mathematics or statistics, programming skills, and several years of experience in model validation.
Skills & Requirements
Must-have
quantitative and qualitative model validation
risk models using statistical methods
machine learning techniques
large data set analysis
Python, R, or SQL programming
Nice-to-have
developing validation methods and tools
model risk management process
Key Requirements
Higher education in Mathematics, Statistics, Econometrics, or related fields
Several years of experience in model building or validation
Interest in practical application of statistical methods