Credit Risk Model Monitoring Senior Specialist

2 tygodni temu


Warsaw, Polska ING Pełny etat

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 and/or Python/R, along with data modeling, preparation, and quality control, Can express ideas, facts, and opinions clearly and concisely in English (C1 level or higher), Are demonstrably skilled at identifying issues, analyzing key information, and making connections to find effective solutions, Consistently achieve results efficiently, with a strong emphasis on meeting targets and KPIs.

You’ll get extra points for:

Aptitude in providing strategic insight and advice to senior management, Advanced statistical techniques knowledge, Risk modelling experience within IRB/IFRS9 domains, Professional certifications (. FRM/CFA/PRM or CQF), Experience with source/version control tools (GIT, Azure , Experience with databases, data preparation and data quality control.

Your responsibilities:

Monitoring existing credit risk model 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.

Information about the squad:

This squad comprises a diverse team of experts with data science, statistical, finance and coding skills. Monitoring is integral to ongoing model development, and our stakeholders want to know they are using state-of-the-art models. Our squad collaborates with model development and validation to ensure best-of-breed models are in use.
  • Senior Specialist

    1 miesiąc temu


    Warsaw, Polska ING Pełny etat

    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: ...


  • Warsaw, Polska ING Pełny etat

    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...


  • Warsaw, Polska ING Pełny etat

    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 languages ...


  • Warsaw, Polska ING Pełny etat

    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,...

  • Risk, Credit Risk

    4 tygodni temu


    Warsaw, Polska Goldman Sachs Pełny etat

    RISK 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...


  • Warsaw, Polska Goldman Sachs Pełny etat

    The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. Risk Division, Corporate Credit Research Group The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. Corporate...


  • Warsaw, Polska ING Pełny etat

    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...


  • Warsaw, Polska ING Pełny etat

    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...

  • Risk, Credit Risk

    4 tygodni temu


    Warsaw, Polska Goldman Sachs Pełny etat

    RISK 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 Analyst

    4 tygodni temu


    Warsaw, Polska Worldline Pełny etat

    The Opportunity Our global credit risk team is a part of the 1st line risk & compliance and has an end-to-end credit management responsibility for the verticals Key Accounts (e-retail, wholesale, entertainment, event ticketing, gaming, payment facilitators, etc.) and Travel & Hospitality (airlines, cruise lines, hotels chains, online travel agencies)....

  • Risk, Credit Risk

    3 tygodni temu


    Warsaw, Polska Goldman Sachs Pełny etat

    RISK 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...


  • Warsaw, Polska ING Pełny etat

    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...

  • Credit Risk Data Analyst

    2 tygodni temu


    Warsaw, Polska Worldline Pełny etat

    The Opportunity Our global Credit Risk department is part of Merchant Services Risk Management & Operations and we manage international merchants in various industries. Our primary focus is on reviewing new and existing merchants, monitoring non-delivery exposure and credit quality on merchant and portfolio level.  The Credit Risk department is...


  • Warsaw, Polska ING Pełny etat

    We 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, ...


  • Warsaw, Polska Goldman Sachs Pełny etat

    YOUR 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...


  • Warsaw, Polska Goldman Sachs Pełny etat

    YOUR 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...


  • Warsaw, Polska JPMorgan Chase & Co. Pełny etat

    Be 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...

  • Area Lead

    2 dni temu


    Warsaw, Polska ING Pełny etat

    We are looking for you, if you are: an inspiring people manager who thrives on shaping sustainable, future-proof organizational structures. You should have substantial experience leading others in a hierarchical role, a manager with at least 5 to 10 years of working experience in risk management and banking business related to modelling and/or...


  • Warsaw, Polska ING Pełny etat

    We are looking for you, if you: have experience in team 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 understand their needs and expectations, have experience in building, updating and...

  • O2C Credit

    4 tygodni temu


    Warsaw, Polska Zoetis Pełny etat

    O2C Credit & Risk Associate Responsibilities: Perform and support credit related activities such as managing risk classes and customer limits, maintaining watch list of highest risk customers, monitoring existing customer credit and making recommendation for bad debt reserves for delinquent accounts as required Solve credit related queries Analyze...