Senior Model Development and/or Validation Officer

We are strengthening our model development and validation teams!

We are looking for professionals to join our teams focused on the development and evaluation of advanced models in the field of risk management. If you have experience working with search algorithms, natural language processing, machine learning, or model performance evaluation, we invite you to apply!

Senior Model Development and/or Validation Officer

(Risk management department)

Head-office, Belgrade

What you’ll be doing:

• Developing and improving model management framework:
• Drafting and maintaining methodological standards
• Monitoring model coverage
• Maintaining model inventory
• Reporting on model risk
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• Managing development, maintenance and validation process in line with the Bank’s methodology:
• Maintaining existing models
• Planning and executing validation activities
• Ensuring models are properly validated and calibrated
• Providing recommendations how to mitigate model weaknesses i.e. generating validation reports with grades, findings and recommendations for model improvement
• Tracking the status of validation findings
• Participating in management and regulatory reporting

What we’re looking for:

• Self-driven knowledge seeker
• Experienced in predictive modeling and validation
• With strong quantitative skills (math and stats), university degree
• Knowledge of finance, banking, and accounting
• Proficient with at least one programming language i.e. comfortable with SQL / Python / R 

With What we’re offering:

• Challenging position and opportunity for learning and development
• Dynamic business environment
• Working with a professional and motivated team
• Challenging projects

If that's you, we would like to meet you!

Please submit your CV in Serbian and English. Shortlisted candidates will be contacted.