![ING](https://media.trabajo.org/img/noimg.jpg)
Specialist - Risk Modeller for Credit Risk Economic Capital
4 tygodni temu
are eager to learn the best practices of the Credit Risk Economic Capital model development,
are willing to take part in a challenging project, which focuses on developing the Credit Risk Economic Capital for ING’s credit portfolios,
have academic degree in quantitative field,
have sound knowledge of statistical inference and econometric methods,
code in SAS/R/Python,
have experience with databases, data preparation and data quality control.
English level: B2/C1
You'll get extra points for:
Experience with Economic Capital
Experience with developing statistical IFRS9/IRB models
Experience with statistical multi factor models
Sound knowledge of IFRS 9 standard and/or EBA AIRB regulations
Professional certification FRM/PRM/CFA or CQF
Ability to use version control systems
Familiarity with Agile/Scrum
Your responsibilities:
You will perform the analyses for the development and maintenance of Credit Risk Economic Capital model for global ING portfolios,
You will document the performed analyses and interpret their results,
You will interact with stakeholders from different locations, departments and all seniority levels.
Information about the team:
The Model Development department is responsible for the development of risk models at ING. We develop all credit risk, operational risk, IRRBB, trading and economic capital models for ING in cooperation with global and local ING offices.
In our daily activities we follow the Agile approach and mindset, we use Scrum. The broad autonomy our employees stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners.
The role naming convention in the global ING job architecture will be "Model Developer"
-
Specialist - Risk Modeller for Credit Risk Economic Capital
2 miesięcy temu
Warsaw, Polska ING Pełny etatWe are looking for you, if you: are eager to learn the best practices of the Credit Risk Economic Capital model development, are willing to take part in a challenging project, which focuses on developing the Credit Risk Economic Capital for ING’s credit portfolios, have academic degree in quantitative field, ...
-
Senior Credit Risk Modeller
6 dni temu
Warsaw, Polska ING Hubs Poland Pełny etattechnologies-expected : SAS Python about-project : We are seeking experienced Senior Credit Risk Modeller to join our global team. The successful candidate will play a pivotal role in developing and maintaining our credit risk models, specifically focusing on IRB and IFRS 9 domains. This is a unique opportunity to collaborate with our global office and/or...
-
Quantitative Modeller – Risk Engineering – Associate – Warsaw
2 miesięcy temu
Warsaw, Polska Goldman Sachs Pełny etatRISK 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...
-
Warsaw, Polska Goldman Sachs Pełny etatRISK 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...
-
Quantitative Modeller
5 dni temu
Warsaw, Polska Goldman Sachs Pełny etatJOB 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...
-
Credit Risk Modeller for Non-Regulatory Models
2 tygodni temu
Warsaw, Polska ING Pełny etatWe are looking for you, if you: have a university degree in mathematics or economics with a strong focus on statistics/math's, have experience in statistical modelling, data processing, data quality control, are proficient in English, have an analytical mind, geared towards problem solving and able of critical thinking, have good communication and...
-
Risk, Credit Risk
3 miesięcy temu
Warsaw, Polska Goldman Sachs Pełny etatRISK The Risk Division is a team of specialists charged with managing the firm’s credit, market, liquidity, operational and capital risk. Whether assessing the creditworthiness of the firm’s counterparties, monitoring market risks associated with trading activities, or offering analytical and regulatory compliance support, our work contributes...
-
Basel Retail Credit Risk- Associate
2 miesięcy temu
Warsaw, Polska JPMorgan Chase & Co. Pełny etatBe the forefront of delivering Capital RWA Reporting for Credit Risk Capital Firmwide and find the role for yourself. As a Risk-Weighted Assets Associate in the Capital Management team you will be responsible for end-to-end oversight of the firm’s capital management framework to ensure the firm is compliant with regulatory capital requirements and...
-
Credit Risk | Analyst | Warsaw
3 miesięcy temu
Warsaw, Polska Goldman Sachs Pełny etatYOUR IMPACT How would you like to be involved in a central part of Goldman Sachs' risk management framework? We are looking for a highly motivated individual who is able to deliver credit risk analysis, on the basis of a thorough understanding of credit fundamentals and risks associated with lending and derivatives products. You will play a key role in...
-
Credit Risk | Associate | Warsaw
3 miesięcy temu
Warsaw, Polska Goldman Sachs Pełny etatYOUR IMPACT How would you like to be involved in a central part of Goldman Sachs' risk management framework? We are looking for a highly motivated individual who is able to deliver credit risk analysis, on the basis of a thorough understanding of credit fundamentals and risks associated with lending and derivatives products. You will play a key role in...
-
Credit Risk | Associate | Warsaw
4 tygodni temu
Warsaw, Polska Goldman Sachs Pełny etatYOUR IMPACT How would you like to be involved in a central part of Goldman Sachs' risk management framework? We are looking for a highly motivated individual who is able to deliver credit risk analysis, on the basis of a thorough understanding of credit fundamentals and risks associated with lending and derivatives products. You will play a key role in...
-
Risk, Credit Risk
2 miesięcy temu
Warsaw, Polska Goldman Sachs Pełny etatRISK The Risk Division is a team of specialists charged with managing the firm’s credit, market, liquidity, operational and capital risk. Whether assessing the creditworthiness of the firm’s counterparties, monitoring market risks associated with trading activities, or offering analytical and regulatory compliance support, our work contributes...
-
Risk, Credit Risk
4 tygodni temu
Warsaw, Polska Goldman Sachs Pełny etatRISK The Risk Division is a team of specialists charged with managing the firm’s credit, market, liquidity, operational and capital risk. Whether assessing the creditworthiness of the firm’s counterparties, monitoring market risks associated with trading activities, or offering analytical and regulatory compliance support, our work contributes...
-
Credit Risk Strategy Analyst
3 tygodni temu
Warsaw, Polska Uncapped Pełny etatHybrid role based in WarsawRole Overview We want to hire a highly technical Credit Risk Strategy Analyst to take responsibility for developing credit risk strategies that balance customer growth targets (volume) with credit risk while optimising profitability. The role will involve using data and analytics to solve a variety of different business problems...
-
Credit Risk Senior Specialist in Data Delivery
1 miesiąc temu
Warsaw, Polska ING Pełny etatWe are looking for you, if you: have higher education (preferred: econometrics, quantitative methods, mathematics, physics, computer science, economics), have about 3 years of experience in working with credit risk reports in the area of provision (IFRS9) and capital (SA/AIRB/ICAP), know SQL well, know the basics of programming in SAS (4GL/SAS DI/SAS...
-
Credit Risk Senior Specialist in Data Delivery
4 tygodni temu
Warsaw, Polska ING Pełny etatWe are looking for you, if you: have higher education (preferred: econometrics, quantitative methods, mathematics, physics, computer science, economics), have about 3 years of experience in working with credit risk reports in the area of provision (IFRS9) and capital (SA/AIRB/ICAP), know SQL well, know the basics of programming in SAS (4GL/SAS DI/SAS...
-
Risk, Credit Risk
2 miesięcy temu
Warsaw, Polska Goldman Sachs Pełny etatRISK The Risk Division is a team of specialists charged with managing the firm’s credit, market, liquidity, operational and capital risk. Whether assessing the creditworthiness of the firm’s counterparties, monitoring market risks associated with trading activities, or offering analytical and regulatory compliance support, our work contributes...
-
Risk, Credit Risk
4 tygodni temu
Warsaw, Polska Goldman Sachs Pełny etatRISK The Risk Division is a team of specialists charged with managing the firm’s credit, market, liquidity, operational and capital risk. Whether assessing the creditworthiness of the firm’s counterparties, monitoring market risks associated with trading activities, or offering analytical and regulatory compliance support, our work contributes...
-
Credit Risk Models Quantitative Developer
2 miesięcy temu
Warsaw, Polska ING Pełny etatWe 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...
-
Credit Risk Models Quantitative Developer
4 tygodni temu
Warsaw, Polska ING Pełny etatWe 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...