Senior Specialist in Credit Risk Models
3 miesięcy temu
We are looking for you, if you:
- have high analytical skills and can ‘connect the dots’,
- graduated in Econometrics, Financial Mathematics, Quantitative Financial Economics, Mathematics, Statistics, Physics,
- have at least 3 years of experience in IFRS9/IRB models’ development, monitoring, or validation,
- are proficient in programming languages like SAS and/or Python/R,
- are keen on working in English speaking environment (C1 level or higher),
- are a team player, well-organized and focused on quality and effective solutions.
You’ll get extra points for:
- risk modelling experience within IRB/IFRS9 domains,
- experience with databases, data preparation and data quality control,
- advanced statistical techniques knowledge,
- presentation skills,
- independent, creative and pro-active mind-set.
Your responsibilities:
- monitoring existing credit risk models across all parameters (PD, LGD and EAD) within both AIRB and IFRS9 landscapes,
- sharing your knowledge and expertise,
- communicating with stakeholders to achieve the best outcomes,
- writing insightful reports for stakeholders and documenting important information,
- taking part in activities related to introducing changes to the models or performing additional analysis.
Information about the squad:
We are an international team of people, who feel well working together. We are monitoring the biggest ING portfolio and collaborating closely with model development. Our goal is to make sure that our stakeholders work with the best state-of-the art models.
The role naming convention in the global ING job architecture will be “Model Developer III”.
-
Senior Specialist
5 miesięcy temu
Warszawa, mazowieckie, Polska ING Hubs Poland Pełny etatWe 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 techniques,Programming experience in SAS/ Python or similar language,English level – B2/C1. You'll get extra points for:Knowledge of IRB and/or IFRS9 models and...
-
Credit Risk Models Lead Validator/Expert
5 miesięcy temu
Warszawa, mazowieckie, Polska ING Hubs Poland Pełny etatWe are looking for you, if you have: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.You will score extra...
-
Senior Credit Risk Officer
1 miesiąc temu
Warszawa, mazowieckie, mazowieckie, Polska Societe Generale Branch in Poland Pełny etatSenior Credit Risk OfficerMiejsce pracy: WarszawaYour responsibilitiesWe are looking for an experienced Senior Credit Risk Officer to join our newly created team, responsible for migrating key credit risk processes from France to Poland. This is a unique opportunity to be part of an exciting project, driving operational transformation and strengthening our...
-
Credit Decision Modeller
3 tygodni temu
Warszawa, mazowieckie, Polska ING Hubs Poland Pełny etatWe 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...
-
Risk Modeller for ALM Models
3 tygodni temu
Warszawa, mazowieckie, Polska ING Hubs Poland Pełny etatWe are looking for you, if you 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,...
-
Risk Modeller for ALM Models
6 dni temu
Warszawa, mazowieckie, mazowieckie, Polska ING Hubs Poland Pełny etatRisk Modeller for ALM ModelsMiejsce pracy: WarszawaTechnologies we useExpectedPythonRYour responsibilitiesAn academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field,Minimum 3 years of experience in IRRBB,Sound knowledge of interest rate risk measures (BPV, VaR, NII, EVE) and...
-
Machine Learning Senior Credit Model Developer
3 tygodni temu
Warszawa, mazowieckie, Polska ING Hubs Poland Pełny etatWe 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,...
-
Credit Risk Model Monitoring Expert
5 miesięcy temu
Warszawa, mazowieckie, Polska ING Hubs Poland Pełny etatWe 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 Consultant
1 miesiąc temu
Warszawa, mazowieckie, Polska KPMG Pełny etatOpis firmyZespół Credit Risk w dziale Financial Services zajmuje się doradztwem w zakresie zarządzania ryzykiem kredytowym, m.in. tworzy i weryfikuje poprawność modeli stosowanych w tym obszarze. Zespół składa się głównie z quantów, osób fascynujących się eksploracją danych, modelowaniem statystycznym oraz automatyzacją zadań z...
-
Model Developer III Senior/ IRRBB
3 tygodni temu
Warszawa, mazowieckie, Polska ING Hubs Poland Pełny etatWe are looking for you, if you have:an academic degree (BSc or MSc) in econometrics, quantitative methods, statistics, IT, 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,...
-
Credit Controller
4 tygodni temu
Warszawa, mazowieckie, mazowieckie, Polska Ecco Pełny etatCredit ControllerMiejsce pracy: WarszawaYour responsibilitiesAnalysis of the credit worthiness of each customer; Set the credit limit and payment terms in relation to the Credit PolicyMaintain the age profile of own portfolio per agreed KPI’s through use of available platforms and resourcesBuild and enhance internal relationships with Customer Services,...
-
Model Risk Reporting Specialist – Model Risk Oversight
4 tygodni temu
Warszawa, mazowieckie, Polska ING Hubs Poland Pełny etatWe 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...
-
Accounts Receivable Specialist with German
1 miesiąc temu
Warszawa, mazowieckie, mazowieckie, Polska Diebold Nixdorf Pełny etatAccounts Receivable Specialist with GermanMiejsce pracy: WarszawaYour responsibilitiesAccounts Receivable Specialist with German (AR Specialist) minimizes financial risk to the organization by assessing and advising on creditworthiness of prospective and existing clients. Investigates credit applications and approves applications within established...
-
Senior Consultant
1 miesiąc temu
Warszawa, mazowieckie, mazowieckie, Polska KPMG Pełny etatSenior Consultant - Financial Services Credit RiskMiejsce pracy: WarszawaTwój zakres obowiązkówwspółtworzenie i walidacja modeli ryzyka kredytowego (scoringi, parametry ryzyka PD/LGD/CCF, modele spełniające wymogi regulacyjne oraz modele zupełnie autorskie, wspierające działania biznesowe)udział w realizacji projektów z zakresu zarządzania...
-
Senior Consultant
2 tygodni temu
Warszawa, mazowieckie, mazowieckie, Polska KPMG Pełny etatSenior Consultant - Financial Services Credit RiskMiejsce pracy: WarszawaTwój zakres obowiązkówwspółtworzenie i walidacja modeli ryzyka kredytowego (scoringi, parametry ryzyka PD/LGD/CCF, modele spełniające wymogi regulacyjne oraz modele zupełnie autorskie, wspierające działania biznesowe)udział w realizacji projektów z zakresu zarządzania...
-
Senior Credit Risk Model Developer
1 miesiąc temu
Warszawa, mazowieckie, mazowieckie, Polska VeloBank S.A. Pełny etatSenior Credit Risk Model Developer Miejsce pracy: WarszawaTechnologie, których używamyWymaganeSQLRPythonTwój zakres obowiązkówbudowa i rozwijanie modeli ryzyka kredytowego (m. in. modele skoringowe, IFRS9, modele windykacyjne),analiza jakości działania modeli, wskazywanie kierunku ich rozwoju i poprawy,analiza danych, wydobywanie z nich wartości...
-
Credit and Collection Specialist with French
1 miesiąc temu
Warszawa, mazowieckie, mazowieckie, Polska Manpower Pełny etatCredit and Collection Specialist with FrenchMiejsce pracy: WarszawaYour responsibilitiesConducting collections activities (mainly phone calls) and resolving payments issues for the assigned country or regionCoordinating 3rd party legal activities and managing customers who are in financial difficultiesMaking credit decisions based on external credit...
-
Credit and Collection Specialist with German
4 tygodni temu
Warszawa, mazowieckie, mazowieckie, Polska Manpower Pełny etatCredit and Collection Specialist with GermanMiejsce pracy: WarszawaYour responsibilitiesConducting collections activities (mainly phone calls) and resolving payments issues for the assigned country or regionCoordinating 3rd party legal activities and managing customers who are in financial difficultiesMaking credit decisions based on external credit...
-
Credit and Collections Specialist with Hungarian
1 miesiąc temu
Warszawa, mazowieckie, mazowieckie, Polska Manpower Pełny etatCredit and Collections Specialist with HungarianMiejsce pracy: WarszawaYour responsibilitiesConducting collections activities (mainly phone calls) and resolving payments issues for the assigned country or regionCoordinating 3rd party legal activities and managing customers who are in financial difficultiesMaking credit decisions based on external credit...
-
Warszawa, mazowieckie, Polska Antal Sp. z o.o. Pełny etatMain 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 across various global business lines and locations to identify vulnerabilities and...