Expert Model Developer

2 tygodni temu

Warszawa, Mazovia, Polska ING Pełny etat

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 (. NMDs, interest rate dynamics, interest rate curves, stochastic interest rate models) Understanding banking and financial market products . options, interest rate swaps Sound knowledge of statistical modelling and econometric methods, Experience with statistical programming (. Python, R)

You'll get extra points for:

Experience in the development and/or validation of behavioural models such as prepayment models Replication (hedging) models Knowledge of and experience with advanced statistical techniques such as, Monte Carlo, numerical methods, stochastic interest rates, etc. Experience with databases, data modelling, data preparation and data quality control Experience with Azure Pipelines & Repos Design patterns, SOLID principles

Your responsibilities:

Leading quantitative analysis Contributing to project planning Improving model methodology Model implementation and development of tools (Python) Assessing model performance - backtesting, monitoring, benchmarking Technical reporting - model documentation

Information about the squad:

The Financial Risk Model Development department is an international team of highly qualified professionals. Our expertise lies in the development and management of credit, market and operational risk models. The Risk Hub Warsaw model development team will be performing model development activities for models throughout ING, working closely together on international projects with the teams in Amsterdam.

The developed ALM models are core to the success of ING and include behavioural (. prepayment), replication (hedging) and stress testing models. The models are used by all local Risk Management units within ING.

As a specialist in ALM modelling, you will be given the opportunity to gain further experience in ALM modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies.

  • Expert Credit Risk Model Developer

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    We are looking for you, if you: have a Bachelor's or Master's degree in Finance, Statistics, Mathematics, Data Science, or a related field, possess proven experience in credit risk model development, are proficient in programming tools such as SAS or Python, and familiar with statistical software and data analysis tools, have an in-depth understanding...

  • Senior IRB/IFRS9 Model Developer

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Hubs B.V. sp. z o.o. Oddział w Polsce Pełny etat

    Senior IRB/IFRS9 Model Developer page is loaded Senior IRB/IFRS9 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 at least 3 years of experience with expert-based and statistical IFRS9/IRB models' development/maintenance/validation, You have...

  • Expert Model Developer

    2 miesięcy temu

    Warszawa, Mazovia, Polska ING Pełny etat

    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,...

  • Expert Model Developer

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Bank N.V. Pełny etat

    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,...

  • Stress Testing and Model Risk Expert

    2 tygodni temu

    Warszawa, Mazovia, Polska Citigroup Inc. Pełny etat

    The successful candidate will join the Model Support Services (MSS) team in Warsaw. The mandate of the MSS team is to provide risk analytics and model governance services to Risk Management and other partners across various Citi Legal Entities, spanning Citi's global footprint.The services that the team provides relate to internal and external stress testing...

  • Senior Developer Expert

    2 tygodni temu

    Warszawa, Mazovia, Polska Primaris Pełny etat

    Senior Developer (Expert) Warszawa Warszawa, Województwo mazowieckie, Polska Forma zatrudnienia: kontrakt B2BTryb pracy: praca zdalnaAktualnie do jednego z zespołów poszukujemy osoby na stanowisko Senior Java Developer (Expert), która posiada min. 8 lat komercyjnego doświadczenia.Dlatego jeśli szukasz pracy z technologiami Java, Spring, Hibernate,...

  • Senior Expert Fullstack Developer

    2 tygodni temu

    Warszawa, Mazovia, Polska Rentals United Pełny etat

    Senior Expert Fullstack Developer Warsaw, Masovian Voivodeship Is it you we are looking for?We are expanding our IT Team based in Warsaw, and we are looking for an experienced Full Stack Developer to join us to reel off Rentals United Channel Manager.Among other tasks, our new Developer will design, develop, test and deploy state-of-the-art tools. We are...

  • Lead/Expert Java Developer

    4 tygodni temu

    Warszawa, Mazovia, Polska Nordea Bank Pełny etat

    Job ID: 20333 As an Expert Java Developer (Payments) you'll engage with many different stakeholders, so the person we are looking for, is an outgoing individual who is self-motivated and contributes to a good team spirit. You are an experienced and passionate developer always seeking the best solution.At Nordea, we know our customers' needs are changing –...

  • Lead/Expert Java Developer

    1 miesiąc temu

    Warszawa, Mazovia, Polska Nordea Bank Pełny etat

    Job ID: 20333 As an Expert Java Developer (Payments) you'll engage with many different stakeholders, so the person we are looking for, is an outgoing individual who is self-motivated and contributes to a good team spirit. You are an experienced and passionate developer always seeking the best solution.At Nordea, we know our customers' needs are changing –...

  • Credit Risk Model Monitoring Expert

    4 tygodni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    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....

  • Credit Risk Model Monitoring Expert

    2 miesięcy temu

    Warszawa, Mazovia, Polska ING Pełny etat

    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....

  • Senior Specialist/Expert in GenAI and Machine Learning Model Validation

    2 tygodni temu

    Warszawa, Mazovia, Polska Antal Sp. z o.o. Pełny etat

    Senior Specialist/Expert in GenAI and Machine Learning Model Validation Warszawa Main responsibilities:Perform an in-depth technical review of models, evaluating aspects such as conceptual soundness, appropriateness of model methodologies, data quality, and model implementation;Conduct independent validation and testing of a range of GenAI and other models...

  • Senior Java Developer – remote working model

    2 tygodni temu

    Warszawa, Mazovia, Polska Lastminute Group Pełny etat

    Senior Java Developer – remote working model Share this job: Senior Java Developer – remote working model Senior Java Developer – remote working model The Company is the European Travel Tech leader in Dynamic Holiday Packages. It operates a portfolio of well-known brands such as , Volagratis, Rumbo, , Bravofly, Jetcost and Hotelscan.Our mission is to...

  • Senior Specialist/Expert in GenAI and Machine Learning Model Validation

    2 tygodni temu

    Warszawa, Mazovia, Polska Antal Sp. z o.o. Pełny etat

    Antal jest liderem rekrutacji specjalistów i menedżerów oraz doradztwa HR. Marka obecna jest w 35 krajach, w Polsce działa od 1996 roku. Biura w Warszawie, Wrocławiu, Krakowie, Poznaniu oraz Gdańsku prowadzą projekty w Polsce i za granicą, dla największych globalnych oraz lokalnych przedsiębiorstw z wszystkich sektorów gospodarki.Senior...

  • Senior IRB/IFRS9 Model Developer

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    We are looking for you if:You have at least 3 years of experience with expert-based and statistical IFRS9/IRB models' development/maintenance/validation,You have the sound knowledge of IFRS 9 standard and/or EBA AIRB regulations,You have experience with databases, data preparation and data quality control,You have sound knowledge of statistical inference and...

  • Senior IRB/IFRS9 Model Developer

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    We are looking for you if:You have at least 3 years of experience with expert-based and statistical IFRS9/IRB models' development/maintenance/validation,You have the sound knowledge of IFRS 9 standard and/or EBA AIRB regulations,You have experience with databases, data preparation and data quality control,You have sound knowledge of statistical inference and...

  • Senior Machine Learning Credit Risk Model Developer

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Hubs B.V. sp. z o.o. Oddział w Polsce Pełny etat

    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,...

  • Senior IRB/IFRS9 Model Developer

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Bank N.V. Pełny etat

    We are looking for you if:You have at least 3 years of experience with expert-based and statistical IFRS9/IRB models' development/maintenance/validation,You have the sound knowledge of IFRS 9 standard and/or EBA AIRB regulations,You have experience with databases, data preparation and data quality control,You have sound knowledge of statistical inference and...

  • Expert / Senior C+ Software Developer (Remote) - 45k pln per month

    2 tygodni temu

    Warszawa, Mazovia, Polska YourCode Recruitment Pełny etat

    Expert / Senior C++ Software DeveloperFully Remote45k PLN per monthAre you looking for a new challenge?YourCode Recruitment Group have recently partnered with a disruptor in the market who are looking for several highly skilled C++ Software Engineers to join their team. They work fully remote throughout the world, with the goal of hiring the strongest C++...

  • GenAI Model Risk Specialist/Senior Specialist– Model Risk Oversight

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    ING is looking for an innovative and curious Model Risk Manager to support oversight of Generative AI and Advanced Analytics models portfolio We are looking for you if you: Have an academic degree and at least 2-5 years of related work experience in risk or compliance related department. Are familiar with GenAI /AI models in terms of techniques...