EFL – Model Validation Specialist

The opportunity:

Responsible and autonomous, you want to supervise and contribute on technical subjects (applied maths, statistics, machine learning) with a high level of rigor. You like technical discussion, while keeping in mind the use, and supporting your assertions with demonstrations. If you recognized yourself, you could join a young, multicultural team (Polish/French) in our welcoming Risk Department.

Your key responsibilities:

• As a full-time employee, you will organize and contribute to the improvement and management of model risk control in a Crédit Agricole subsidiary undergoing strong internal and external development.
• You will be responsible for the independent review work within the Credit Agricole Leasing&Factoring Model Validation team.
• You will implement analysis and evaluation of statistical models according to the announced objectives and development constraints, whether operational, regulatory, or normative within the Crédit Agricole Group.
• You will communicate on the results of the analysis and the restitution of this information to an audience ranging from the technical expert to a representative of the General Management.
• You will have the opportunity to work on different modeling techniques (“classic” statistics, valuation, Data Science) applied to a variety of scopes under various constraints (regulatory, operational) in an expert financial services subsidiary of the Crédit Agricole Group.
• You will be a driving force in the maintenance of local and adapted standards for model validation.
• You will be also a model risk referent in order to contribute to the Crédit Agricole SA Group management.
• Validation of performance monitoring (backtesting) of existing models.

Our requirements:

• Professional experience: 3 years or more.
• Experience in the area: Mathematics, Statistics, Data Science or Computer Science.
• Experience in statistical models (linear regression, GLM, random forests etc.).
• Autonomy, rigour, curiosity.
• Ability to analyse and synthesize, initiative and sense of the collective.
• Ability to build relationships.
• Good programming knowledge: R/Python, SQL Server.
• Knowledge in MS Office package (Excel, Word, Powerpoint).
• Languages: Polish and English (level C1 required). Knowledge of French will be an additional advantage.

What we offer:

• Employment contract.
• Possibility of hybrid work – remotely or in modern and well located office in Wroclaw.
• Possibility of development.
• Benefits: private health care, sport card, well-being program, life insurance, etc.
• Professional trainings and qualification support.
• Friendly and respectful workplace.
• Opportunity to exchange experiences within the international Credit Agricole Group.

If you are interested in participating in the recruitment, please send your CV in English via the on-line application.