Senior Model Validation Officer

HALKBANK a.d. Belgrade is constantly improving its team. If you are ready to join the Bank's experienced team, we invite you to become part of our team and apply for the following position:

Senior Model 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
• Reference: rEZy73_iNDrlFXEiCZb_k0tGZMmyMKGhq34VH_1iApI.
• Managing validation process in line with the Bank’s methodology:
• Planning validation activities
• Ensuring models are properly validated
• 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
• Cooperating with other organizational units involved in model development, implementation, usage and monitoring
• 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 / R / Python

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.