Risk Management Model Validation - Assistant Manager

QNB Türkiye; Fatih; On-site; TRY 400,000 - 650,000; Full time

Job summary

QNB Türkiye is seeking a Risk Management Model Validation - Assistant Manager to independently validate risk models including Scorecards, IRB and IFRS 9. You will translate complex quantitative findings for executive leaders and drive improvements across validation practices.

The role requires at least 5 years in quantitative risk management, an advanced quantitative degree, and strong Python or SQL skills with a preference for FRM certification. English communication must be excellent.

Qualifications

• Minimum 5 years of professional experience in quantitative risk management or model validation within finance.
• Advanced degree in a highly quantitative discipline.
• Strong proficiency in Python or SQL; experience with automated reporting and data visualization is preferred.
• Excellent English communication to convey complex concepts to technical and non-technical stakeholders.
• FRM certification is strongly preferred.
• Experience applying machine learning in credit risk is advantageous.

Responsibilities

• Conduct independent validation of risk models (Scorecards, IRB, IFRS 9, VaR, IRRBB, Stress Testing).
• Translate quantitative findings into executive-level insights for risk governance.
• Collaborate with model developers, risk teams, and business units to improve modeling standards.
• Monitor regulatory developments and academic advancements to keep validation practices current.
• Serve as an assurance function to ensure models are fit for purpose and resilient.

Skills

Python

SQL

English communication

Data visualization

Education

Advanced degree in Mathematics/Physics/Engineering/Quantitative Finance

Tools

Automated reporting

Model diagnostics

Job description

Are you a machine learning expert looking to apply your skills in a dynamic and impactful environment? QNB Bank is seeking a talented professional to jo in our Risk Management Model Validation Team.

Our position where we invite you to join us: Risk Management Model Validation - Assistant Manager

Role Overview

• Conduct independent, rigorous validation of risk models including Scorecards,IRB, IFRS 9, VaR,IRRBB, and Stress Testing frameworks to ensure conceptual soundness, mathematical integrity, and operational reliability.
• Translate complex quantitative findings into clear, executive-level insights that support strategic decision-making and risk governance.
• Collaborate closely with model developers, risk teams, and business units to drive continuous improvement in modeling standards and validation practices.
• Monitor evolving global regulatory requirements and academic advancements to ensure validation methodologies remain aligned with industry best practices.
• Serve as a critical assurance function, ensuring models are fit for purpose and resilient under real-world financial conditions.

What We're Looking For

• Minimum of 5 years of professional experience in quantitative risk management or model validation within a financial services environment.
• Advanced degree in a highly quantitative discipline such as Mathematics, Physics, Engineering, or Quantitative Finance.
• Strong proficiency in Python, or SQL; experience with automated reporting, data visualization, and model diagnostics is highly preferred.
• Exceptional command of English, with the ability to communicate complex technical concepts clearly and effectively to both technical and non-technical stakeholders.
• FRM (Financial Risk Manager) certification is strongly preferred.
• Prior experience applying machine learning techniques in credit risk is considered a significant advantage.

If you are passionate about machine learning and want to make an impact in risk management, we'd love to hear from you!