Medior/Senior Quantitative Analyst
2 tygodni temu
Are you looking forward to the next step in your model validation career? Then we have good news... we are hiring into the new team that is being established in Warsaw
We hire smart people like you for your potential. Our biggest expectation is that you'll stay curious and have "take it on and make it happen" mindset. Keep learning. Take on responsibility and initiative to make things better. In return, we'll back you to professionally develop and provide various opportunities to advance your career in ING.
We are looking for you, if you have:
quantitative background (MSc or PhD degree) in e.g., Econometrics, Quantitative Methods, Quantitative Finance, Mathematics, Statistics, Physics, or similar field.good knowledge of financial engineering, statistics, mathematics, econometrics, probability theory and/or stochastic calculusgood knowledge of linear and non-linear financial derivatives (e.g., forward, swaps, swaptions), fixed income products (e.g., bonds), investment products (e.g., MBS, ABS) and their pricing using stochastic modelsat least 3 years of experience in quantitative model validation or model development with solid knowledge in the area of Pricing, Trading Risk or generic Market Risk,the ability to clearly, concisely, and confidently express complex ideas, facts, and opinions. You can communicate them fluently, logically, and structurally in the English language, both in speaking and writing, and defend them in front of your validation colleagues, model stakeholders, and senior management,the ability to identify hidden problems, analyze key information, and form logical connections to find appropriate solutions,the ability to work well independently on your tasks as well as with others within the team to reach a common goal,the skills and experience in coaching others from content perspective and in giving specific and constructive feedback,the interest in your team's success as much as in your own.English level: C1You'll get extra points for:
a research mindset,knowledge of Python and/or C++,certificates: FRM, PRM or CQF.Your responsibilities:Perform validation of pricing models, where you critically look at the proposed model, analyze model suitability and its shortcomings, quantify missing risk, develop challenger models, and make final judgement on the quality of the model.Lead the relevant validation projects, supervise and coach junior quants, and review their work and reports.Communicate and align with the model stakeholders – model owners, developers, and implementors.Develop and maintain tools for automation of validation process such as the programming library, which is used for analysis of the models and for asserting of the accuracy of the implementation.Write high quality validation reports, discuss your findings with colleagues, front office quants and traders, and higher management. Present your reports at the corresponding committees.Perform ad-hoc analyses for acute business needs.Learn about the latest developments in pricing models domain.Information about the team:The Trading Risk Model Validation Tribe has 40 experts and specialists of various backgrounds split into 3 chapters in Amsterdam and 2 chapters in Warsaw. The Warsaw chapters have 14 validators, which constitute independent teams closely cooperating with all chapters across the whole Tribe.
Our team is part of ING's global Model Risk Management department, and we are responsible for validating market risk, counterparty credit risk and valuation models for trading books used by ING Group worldwide. Our core mandate is to address whether a particular model is fit for its designated purpose, based on mathematical assumptions, appropriate business contexts, academic theories, and empirical evidence, and is properly adherent to regulations, best practices, and the latest technological innovations. We foster a work environment of trust, cooperation, open communications, diversity & inclusion.
-
Medior/Senior Quantitative Analyst
2 tygodni temu
Warszawa, Mazovia, Polska ING Bank N.V. Pełny etatAre you looking forward to the next step in your model validation career? Then we have good news... we are hiring into the new team that is being established in WarsawWe hire smart people like you for your potential. Our biggest expectation is that you'll stay curious and have "take it on and make it happen" mindset. Keep learning. Take on responsibility and...
-
Medior/Senior Quantitative Analyst
2 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatAre you ready to take the next step in your career within model validation? We have exciting news! Join our new team in Warsaw.At our company, we value curious individuals with a proactive mindset. We encourage continuous learning, taking initiative, and improving processes. In return, we offer opportunities for professional development and career...
-
Senior Quantitative Risk Model Analyst
2 tygodni temu
Warszawa, Mazovia, Polska Citigroup Inc. Pełny etatThe Market and Counterparty Credit Risk Analytics team is looking for a Senior Quantitative Risk Model Analyst to join their Warsaw based Team.Team:The group is responsible for developing and maintaining the methodologies to calculate counterparty credit risk exposures of OTC derivatives, exchanged-traded derivatives, security financing transactions, and...
-
Quantitative Analyst
2 tygodni temu
Warszawa, Mazovia, Polska Citi Pełny etatAbout DART: DART stands out as the top risk modeling and data analytics team at Citi. Through advanced mathematical modeling and cutting-edge technologies, we analyze risk for Citi's largest portfolios. Utilizing visualizations and dashboards, we effectively communicate risk to senior stakeholders. Our models and analytics play a crucial role in ensuring...
-
Senior Quantitative Risk Model Analyst
2 tygodni temu
Warszawa, Mazovia, Polska Citi Pełny etatTeam:The group is responsible for developing and maintaining the methodologies to calculate counterparty credit risk exposures of OTC derivatives, exchanged-traded derivatives, security financing transactions, and margined loans. The models are used for advanced Basel regulatory capital calculations, CCAR/Internal Capital Adequacy Assessment Process (ICAAP)...
-
Quantitative Analyst
2 tygodni temu
Warszawa, Mazovia, Polska Citigroup Inc. Pełny etatAbout DART:DART is the leading risk modeling and data analytics team in Citi. We use mathematical modeling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis.About...
-
Risk Quantitative Analyst
2 tygodni temu
Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etatAbout DART: DART is the leading risk modelling and data analytics team in Citi. We use mathematical modelling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis. ...
-
Risk Quantitative Analyst
2 tygodni temu
Warszawa, Mazovia, Polska Citigroup Inc. Pełny etatAbout DART:DART is the leading risk modelling and data analytics team in Citi. We use mathematical modelling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis.About...
-
Risk Quantitative Analyst
2 tygodni temu
Warszawa, Mazovia, Polska Citigroup Inc. Pełny etatAbout DART:DART is the leading risk modeling and data analytics team in Citi. We use mathematical modeling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis.About...
-
GFCP Senior Data Analyst
2 tygodni temu
Warszawa, Mazovia, Polska Nordea Bank Pełny etatJob Title: Senior Data Analyst at NordeaWe are seeking a senior data analyst to be part of the team responsible for designing, reviewing, and optimizing transaction monitoring controls at Nordea. This role offers an exciting opportunity to contribute to Nordea's Anti-Money Laundering Controls and be involved in the ongoing efforts to combat financial crime...
-
Quantitative Modeller
2 tygodni temu
Warszawa, Mazovia, Polska Goldman Sachs Pełny etatRISK ENGINEERING The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. Risk Engineering ("RE"), which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-driven...
-
Senior Procurement Analyst
2 tygodni temu
Warszawa, Mazovia, Polska Rayonier Advanced Materials Pełny etatRayonier Advanced Materials Senior Procurement Analyst (Hybrid) Jacksonville , Florida Apply Now RYAM is a global leader of cellulose-based technologies, including high purity cellulose specialties, a natural polymer commonly found in filters, food, pharmaceuticals and other industrial applications. The Company also manufactures products for paper and...
-
Senior Product Analyst
2 tygodni temu
Warszawa, Mazovia, Polska Cornerstone onDemand Pełny etatLocation field must contain 'city, state' or a zip code to perform a radius search (e.g., Denver, CO or City and state must be separated by a comma followed by a space (e.g., Houston, TX ) Cornerstone onDemand Senior Product Analyst in Jacksonville , Florida Position Overview:We are seeking a talented Senior Product Analyst to join the Product Strategy &...
-
Quantitative Analyst
2 tygodni temu
Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etatQRL (Quant Risk Libraries) implements risk models to ensure that the bank's lending portfolios have adequate capital during crisis. We use mathematical modeling and the latest technologies to build loss forecasting and stress testing pipelines. Our systems are responsible for calculating risk on some of the largest portfolios in Citi. We are a diverse...
-
Quantitative Analyst
2 tygodni temu
Warszawa, Mazovia, Polska Citigroup Inc. Pełny etatQRL (Quant Risk Libraries) implements risk models to ensure that the bank's lending portfolios have adequate capital during crisis. We use mathematical modeling and the latest technologies to build loss forecasting and stress testing pipelines. Our systems are responsible for calculating risk on some of the largest portfolios in Citi.We are a diverse group...
-
Junior Quantitative Analyst
1 dzień temu
Warszawa, Mazovia, Polska ING Pełny etatAre you looking forward to kickstart your career in Model Risk Management? Then we have good news... we are hiring into the new team that is being established in WarsawWe hire smart people like you for your potential. Our biggest expectation is that you'll stay curious and have "take it on and make it happen" mindset. Keep learning. Take on responsibility...
-
Junior Quantitative Analyst
2 tygodni temu
Warszawa, Mazovia, Polska ING Bank N.V. Pełny etatAre you looking forward to kickstart your career in Model Risk Management? Then we have good news... we are hiring into the new team that is being established in WarsawWe hire smart people like you for your potential. Our biggest expectation is that you'll stay curious and have "take it on and make it happen" mindset. Keep learning. Take on responsibility...
-
Junior Quantitative Analyst
2 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatAre you looking forward to kickstart your career in Model Risk Management? Then we have good news... we are hiring into the new team that is being established in Warsaw We hire smart people like you for your potential. Our biggest expectation is that you'll stay curious and have "take it on and make it happen" mindset. Keep learning. Take on responsibility...
-
Business Analyst
2 tygodni temu
Warszawa, Mazovia, Polska Algoteque Pełny etatBusiness Analyst - Senior Warsaw, Masovian Voivodeship Business Analyst - Senior Warszawa Warsaw, Masovian Voivodeship, Polska ALGOTEQUE is an IT consultancy firm that helps startups, mid-sized and large corporations to create and deliver innovative technologies. Our team has a successful track record in designing, developing, implementing, and integrating...
-
Quant Analyst
2 tygodni temu
Warszawa, Mazovia, Polska Mint Selection Pełny etatQuantitative Analyst – Clean Energy Independent Power ProducerExperienced electricity market oriented Quantitative Analyst sought to join fast-growth Energy developer pioneering a portfolio of Battery Energy Storage, Solar PV and Onshore Wind generation assets. Working at the intersection of the organisations Strategy and Investment functions you will...
