Senior Specialist in Credit Risk Models

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 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...

We are looking for you if:You have a degree (MSc or BSc) in a quantitative/numerical field,You have experience with credit risk models,You have knowledge of IRB and/or IFRS9 models and regulations,You have knowledge of statistical tools and modelling techniques,You have extensive programming experience in SAS or similar languagesAdditionally, you will score...

We 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...

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,Have the sound knowledge of IFRS 9 standard and/or EBA AIRB regulations,Have experience with databases, data preparation and data quality control,Have sound knowledge of statistical inference and...

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: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 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 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: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,...

We are looking for you, if you have:quantitative background, (MSc or PhD degree) in e.g. Econometrics, Quantitative Methods, Quantitative Finance, Mathematics, Statistics, or Physics,good knowledge of financial engineering, statistics, mathematics, econometrics, and/or probability,good knowledge of market risk models e.g. VaR, Expected Shortfall, FRTB and/...

Opis 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...

We are looking for you, if you:Have a quantitative background, i.e., a MSc or PhD degree in e.g. Econometrics, Data Science, Business Analytics, Mathematics, Statistics, Physics etc. preferably with 3-5 years of relevant experience.Are familiar with Model Risk Management framework, including Model Lifecycle processes.Are familiar with at least some of the...

About UsERGO Technology & Services S.A. (ET&S S.A.) was established in January 2021 following the integration of ERGO Digital IT and Atena into one entity, leveraging both companies’ strengths and best practices. As a part of ERGO Technology & Services Management AG, the technology holding of ERGO Group AG, we support millions of internal and external...

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,...

Actuarial Consultant (Quantitative Risk Manager in Life & Health Insurance) | Aktuariat Miejsce pracy: WarszawaYour responsibilitiesdeveloping and implementing tools and processes for the company with a focus on quantitative methodsconducting analyses and improving the risk calculation processespreparing risk reports and analyses for management and senior...

About UsERGO Technology & Services S.A. (ET&S S.A.) was established in January 2021 following the integration of ERGO Digital IT and Atena into one entity, leveraging both companies’ strengths and best practices. As a part of ERGO Technology & Services Management AG, the technology holding of ERGO Group AG, we support millions of internal and external...

We are looking for you, if you:have a minimum of 3-year relevant experience within IT Risk management for SaaS,are a senior and proven expert in the field of IT Risk, possessing in-depth knowledge of IT Risk Management and processes. You can deal with and advise on highly complex and difficult matters, including AI,are able to transfer IT security...

Senior Actuarial Consultant (Non-Life Quantitative Risks)Miejsce pracy: WarszawaYour responsibilitiesdeveloping and deploying of internal risk models for ERGO Group for non-life insurance with the help of Igloo modelling softwarecarrying out the parameterization and validation of the internal models for non-life entities in ERGO Group, providing the basis...

About UsERGO Technology & Services S.A. (ET&S S.A.) was established in January 2021 following the integration of ERGO Digital IT and Atena into one entity, leveraging both companies’ strengths and best practices. As a part of ERGO Technology & Services Management AG, the technology holding of ERGO Group AG, we support millions of internal and external...

Actuarial Consultant (Risk Modelling) | AktuariatMiejsce pracy: WarszawaYour responsibilitiesdeveloping and maintaining various technical solutions for ERGO Group Risk Management (IDP - "individual data processing"): a technical solution for the coordination of model changes in the Munich Re Group Internal Model and Technical Provisions, and a technical...