Credit Risk Model Validation Specialist

We are looking for you, if you have:A degree (MSc or PhD) in a quantitative/numerical field,Minimum 3 years’ of experience with credit risk models,Knowledge of statistical tools and modelling techniquesProgramming experience in SAS/ Python or similar languageEnglish level – B2/C1 You'll get extra points for:Knowledge of IRB and/or IFRS9 models and...

We are looking for you, if you:Have (Financial) Econometrics, Financial Mathematics, Quantitative Financial Economics, Mathematics, Statistics, Physics,Possess sound knowledge of IRB and IFRS9 models,Previously spent at least 3 years working with IFRS9/IRB models, including development, monitoring, or validation. Proficiency in programming languages like SAS...

We are looking for you, if you:Have (Financial) Econometrics, Financial Mathematics, Quantitative Financial Economics, Mathematics, Statistics, Physics,Possess sound knowledge of IRB and IFRS9 models,Previously spent at least 3 years working with IFRS9/IRB models, including development, monitoring, or validation. Proficiency in programming languages like SAS...

We are looking for you, if you have:an advanced degree (PhD or Masters) in a quantitative discipline, such as Computer Science, Data Science, Statistics, Mathematics, Physics, Econometrics, Quantitative Finance or related field,excellent knowledge of classic machine learning methods: supervised and unsupervised learning, classification, regression,...

We are looking for you, if you have:an advanced degree (PhD or Masters) in a quantitative discipline, such as Computer Science, Data Science, Statistics, Mathematics, Physics, Econometrics, Quantitative Finance or related field,excellent knowledge of classic machine learning methods: supervised and unsupervised learning, classification, regression,...

We are looking for you, if you haveA degree (MSc or PhD) in a quantitative/numerical fieldMinimum 5 years' of experience with credit risk modelsKnowledge of IRB and/or IFRS9 models and regulationsKnowledge of statistical tools and modelling techniquesProgramming experience in SAS/ Python or similar languageEnglish level – B2/C1You will score extra points...

We are looking for you if you:have MSc in mathematics, econometrics, statistics or a similar quantitative field,have sound knowledge of statistical inference and econometric methods,have extensive knowledge of IRB and IFRS 9 models,have at least 5 years of experience with: development or monitoring or validation of IFRS9/IRB models, with programming (e.g....

We are looking for you, if you have:at least 6 years of experience in Asset Liability Management (ALM), Interest Rate Risk in the Banking Book (IRRBB), Economic Capital (EC), or generic Market Risk or Liquidity Risk. At least part of your experience should be in quantitative model validation or model development,good knowledge of financial engineering,...

We are looking for you if you:have MSc in mathematics, econometrics, statistics or a similar quantitative field,have sound knowledge of statistical inference and econometric methods,have extensive knowledge of IRB and IFRS 9 models,have at least 5 years of experience with: development or monitoring or validation of IFRS9/IRB models, with programming (e.g....

We are looking for you, if you:are eager to learn the best practices of the Credit Risk Economic Capital model development,are willing to take part in a challenging project, which focuses on developing the Credit Risk Economic Capital for ING’s credit portfolios,have academic degree in quantitative field,have sound knowledge of statistical inference and...

We are looking for you, if have: An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field, Sound knowledge of interest rate risk measures (BPV, VaR, NII, EVE) and sources Experience in modelling of interest rate risk in the banking book (e.g. NMDs, interest rate dynamics,...

We are looking for you, if you are:product oriented leader and person who gets energized by creating business value and delivery,an inspiring people manager with at least 5 years’ experience, who like to work with end to end responsibility for both product delivery and team building and long-term development,a leader with high agency and focus on getting...

We are looking for you if:You have some experience with IFRS9/IRB models’ development/maintenance/validation,You have experience with databases, data preparation and data quality control,You have sound knowledge of statistical inference and econometric methods,You have academic degree in quantitative field,You code in SAS/Python,You have independent,...

We are looking for you, if have:An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field,Sound knowledge of interest rate risk measures (BPV, VaR, NII, EVE) and sourcesExperience in modelling of interest rate risk in the banking book (e.g. NMDs, interest rate dynamics, interest...

We are looking for you, if you are:product oriented leader and person who gets energized by creating business value and delivery,an inspiring people manager with at least 5 years' experience, who like to work with end to end responsibility for both product delivery and team building and long-term development,a leader with high agency and focus on getting...

We are looking for you if:You have some experience with IFRS9/IRB models' development/maintenance/validation,You have experience with databases, data preparation and data quality control,You have sound knowledge of statistical inference and econometric methods,You have academic degree in quantitative field,You code in SAS/Python,You have independent,...

Credit Risk AnalystWarszawaNR REF.: 1180970Dla naszego klienta w Warszawie prowadzimy rekrutację na stanowisko Credit Risk Analyst.Credit Risk AnalystMiejsce pracy: Warszawa (praca hybrydowa)Do najważniejszych zadań zatrudnionej osoby należeć będzie: Przeprowadzanie analizy ryzyka kredytowego dla klientów korporacyjnych, Zarządzanie przypisanym...

We are looking for you, if you:have an academic degree (BSc or MSc) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field,have sound knowledge of interest rate risk measures and sources,have experience in modelling of interest rate risk in the banking book (e.g. NMDs, interest rate dynamics),have sound...

We are looking for you, if you:have a quantitative degree and are interested in Data Analytics,are a Risk professional with hands-on Risk Reporting experience in SAS MRM tool, Python coding or equivalent custom tools/products,have automation experience in Python/VBAhave experience in quantitative analysis, report design and execution,you are design thinking...

We are looking for you, if you:have experience in team management,have experience in Stakeholders Management, and you are able to build strong relationship with Customers based on trust,are able to support internal and external customers to meet and understand their needs and expectations,have experience in building, updating and maintaining credit risk...