(Senior) Quantitative Risk Analyst, Model Monitoring and Performance

Job ID: 25561  Model Development, Quantitative Finance Are you good at pricing derivatives and would you like to develop the state of the art models for estimating future financial risks? We are now looking for a Senior Quantitative Risk Analyst to improve our assessment of the credit risk in Nordea's derivative transaction business. At...

Job ID: 26007  Quantitative analyst, Data, Analyst, Controller, Climate, ESG, Credit risk, Stress testing. Would you like to take an active role in executing credit and climate risk stress test exercises, analysing the impact from stress test results on Nordea’s credit portfolios and customers, and ensuring proper related control and review...

Job ID: 23534  Senior Quantitative Risk Analyst, Gdansk/Warsaw/Copenhagen  Are you a motivated, collaborative, proven market risk professional? We are looking for an experienced market risk professional with a strong analytical mind and excellent stakeholder management skills to join Nordea’s Group Risk function. At Nordea, we’re committed...

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...

About DART: DART is the leading risk modeling and data analytics team in Citi. We use mathematical modeling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis. ...

Job SummaryWe are seeking a highly skilled Quantitative Risk Model Validator to join our team at Standard Chartered Bank. As a key member of our Traded Risk Model Validation group, you will be responsible for providing fungible validation resources across valuation, market, and counterparty risk models with the TRMV model universe.Key Responsibilities:Work...

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...

We 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/VBA have experience in quantitative analysis, report design and execution, you are...

Are you looking forward to the next step in your model validation career? Then we have good news… we are hiring into the new team that is being established in Warsaw! We hire smart people like you for your potential. Our biggest expectation is that you'll stay curious and have “take it on and make it happen” mindset. Keep learning. Take on...

Job ID: 26717  Group Risk is looking for a Senior/Lead Quantitative Analyst in the Counterparty Credit Risk (CCR) team with strong industry experience. This is an opportunity for you to work with a team of highly skilled colleagues, enabling it to deliver on the Counterparty Credit Risk agenda, and continuously improve risk management capabilities. ...

Are you looking forward to kickstart your career in Model Risk Management? Then we have good news… we are hiring into the new team that is being established in Warsaw! We hire smart people like you for your potential. Our biggest expectation is that you'll stay curious and have “take it on and make it happen” mindset. Keep learning. Take on...

JOB DESCRIPTION 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...

RISK Our Risk teams develop comprehensive processes to monitor, assess, and manage the risk of expected and unexpected events that may have an adverse impact on the firm. Risk professionals execute critical day-to-day risk management activities, lead projects, and contribute to the ongoing advancement of a robust risk management program. Effective...

Job ID: 26532  Do you want to play an important role in one of the largest model development programmes in Nordics? We are now looking for a Quantitative Risk Analyst to develop LGD/EAD models in Nordea. The job provides an exciting mix of challenges such as developing advanced statistical models, designing internal software libraries, working with...

RAP (Risk Analytics Products) implements risk models to ensure that the bank’s lending portfolios have adequate capital during crisis. We use mathematical modeling and the latest technologies to build loss forecasting and stress testing pipelines. Our systems are responsible for calculating risk on some of the largest portfolios in Citi. We are a...

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: 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...

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your modelling, problem solving and programming skills to Citi’s Counterparty Credit Risk Quantitative Analysis team in Warsaw. By Joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our...

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...

About DART: DART is the leading risk modeling and data analytics team in Citi. We use mathematical modeling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis. ...