Credit Risk Model Validation Specialist

We are looking for you, if you:Have (Financial) Econometrics, Financial Mathematics, Quantitative Financial Economics, Mathematics, Statistics, Physics,Possess sound knowledge of IRB and IFRS9 models,Previously spent at least 3 years working with IFRS9/IRB models, including development, monitoring, or validation. Proficiency in programming languages like SAS...

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 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 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 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 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 are:product oriented leader and person who gets energized by creating business value and delivery,an inspiring people manager with at least 5 years' experience, who like to work with end to end responsibility for both product delivery and team building and long-term development,a leader with high agency and focus on getting...

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,...

We are looking for you, if you:are passionate about working with people and developing talents of others make you fulfilled,have experience in team and project management,have experience in Stakeholders Management, and you are able to build strong relationship with Customers based on trust,are able to support internal and external customers to meet and...

We are looking for you, if you are:product oriented leader and person who gets energized by creating business value and delivery,an inspiring people manager with at least 2 years' experience, who like to work with end to end responsibility for both product delivery and team building and long-term development,a leader with high agency and focus on getting...

We are looking for you, if you:have Bachelor's or Master's degree in Information Management, Econometrics, Computer Sciences, or alike, and/or equivalenthave at least 5 years of professional experience within data analysishave working experience in a bank or financial institutionhave broad knowledge of data management, relation databases, data modellinghave...

We are looking for you, if you:love to deep dive technology, searching for root causes of issues and come up with structural solutions,have a knowledge of LINUX (RHEL),have experience with Azure pipelines,have knowledge on Business Intelligence/Analytics Solutions,have experience with scripting languages and automation of manual activities (testing,...

Job Description You are experienced, innovative, proactive and independent person who can navigate complex issues, drive impactful change and communicate with a senior audience. That would be the role for you. As a Senior Associate for Securitized Products and Credit in our Valuation Control Group (VSG), you will play a pivotal role in our Warsaw-based...

We are looking for you, if you: have experience as a SAS programmer and can interpret requirements and specifications, have experience in preparing technical documentation and user manuals, are able to design and implement data structures (working with metadata), are able to write advanced SQL queries and use them for data analysis and transformation, ...

Job Description You are experienced, innovative, proactive, and independent person who can navigate complex issues, drive impactful change, and communicate with a senior audience. That would be the role for you. As a Senior Associate in the Valuation Control Group team, you will gain an in-depth understanding and knowledge of the valuation control function...

Hi, we're glad you're here We are hiring to our Aviva Services Excellence Centre Take a look at our job description - maybe it suits you or one of your friends?Our Investment Reporting team is expanding and we're looking for a Senior Investment Reporting Specialist to join us in this venture. The role would be suitable for someone who has experience in the...

Hi, we're glad you're here We are hiring to our Aviva Services Excellence Centre Take a look at our job description - maybe it suits you or one of your friends?Our Investment Reporting team is expanding and we're looking for a Senior Investment Change Specialist to join us in this venture. The role would be suitable for someone who has experience in the...

We are looking for you, if you:are eager to learn about Climate/ESG risk applications in different kinds of financial risks,are keen on researching various methods, acquiring knowledge from scientific papers and articles,are pro-active, enjoy proposing new solutions,are willing to take part in challenging projects which focus on developing innovative methods...

Job Description You are passionate about data management, enjoy implementing solutions, interested in driving data governance and policy, this role is for you. As a Chief Data Office – Data Risk Management Vice President in the Firmwide Finance Business Architecture team (FFBA) you will be part of a high performing team of data management professionals...

Job Description The team is a multi-cultural team based in Frankfurt, Luxembourg, Mumbai and Warsaw, working as one to deliver best in class regulatory reporting to Deutsche Bundesbank & European Central Bank, under a strong and effective control framework. Capital monitoring and regulatory reporting activities are crucial from bank's perspective to run...