Credit Risk IRB Senior Model Developer

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: ...

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...

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 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 ...

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...

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

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, ...

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...

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...

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...

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...

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...

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...

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 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...

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...

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...

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...

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...