Senior Risk Model Validator

Senior Risk Model Validator Miejsce pracy: Kraków Your responsibilities Assess the performance and validity of risk models to ensure they accurately represent the variables, markets, or risks under consideration Working closely with models’ developers to improve code quality Design and implement a set of tests to detect the limitation and misbehaviors of the models Learn various approaches to Stress-Testing, Sensitivity Analysis, VaR & Expected Shortfall used across the industry and compare the…