Credit Risk Models Quantitative Developer

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...

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 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 seeking candidates with: A degree (MSc or PhD) in a quantitative/numerical field Minimum 5 years of experience with credit risk models Knowledge of IRB and/or IFRS9 models and regulations Knowledge of statistical tools and modelling techniques Programming experience in SAS/ Python or similar language English level – B2/C1 Desirable skills that...

We are seeking candidates with: A degree (MSc or PhD) in a quantitative/numerical field Minimum 5 years of experience with credit risk models Knowledge of IRB and/or IFRS9 models and regulations Knowledge of statistical tools and modelling techniques Programming experience in SAS/ Python or similar language English level – B2/C1 Desirable skills that...

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,...

Senior Machine Learning Credit Risk Model Developer page is loaded Senior Machine Learning Credit Risk Model Developer Apply locations Warszawa (Zajęcza 4) time type Full time posted on Posted 30+ Days Ago job requisition id REQ We are looking for you, if you have:an advanced degree (PhD or Masters) in a quantitative discipline, such as Computer Science,...

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:areeager to learnthe 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 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...

We are looking for you, if you:have a university degree in mathematics or economics with a strong focus on statistics/math's,have experience in statistical modelling, data processing, data quality control,are proficient in English,have an analytical mind, geared towards problem solving and able of critical thinking,have good communication and team player...

RISK 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...

Risk EngineeringThe 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...

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 margined loans. The models are used for advanced Basel regulatory capital calculations, CCAR/Internal Capital Adequacy Assessment Process (ICAAP)...

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

We are looking for you, if you:have higher education (preferred: econometrics, quantitative methods, mathematics, physics, computer science, economics),have experience working with SAS (4GL/SAS DI/SAS EG/SAS EM),know SQL well,understand credit risk and IRB/AIRB models,can work in a team,can independently interpret requirements based on the collected...

We are looking for you, if you:have higher education (preferred: econometrics, quantitative methods, mathematics, physics, computer science, economics),have experience working with SAS (4GL/SAS DI/SAS EG/SAS EM),know SQL well,understand credit risk and IRB/AIRB models,can work in a team,can independently interpret requirements based on the collected...

We are looking for you, if you:have higher education (preferred: econometrics, quantitative methods, mathematics, physics, computer science, economics),have experience working with SAS (4GL/SAS DI/SAS EG/SAS EM),know SQL well,understand credit risk and IRB/AIRB models,can work in a team,can independently interpret requirements based on the collected...

RISK 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...