Quantitative Modeller – Risk Engineering – Associate – Warsaw

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...

In Corporate Treasury (CT) Engineering, you’ll find an exciting confluence of computer science, finance and mathematics being used to solve for what our shareholders would like from us – a high return for the right risk taken. Corporate Treasury lies at the heart of Goldman Sachs, ensuring all the businesses have the appropriate level of funding to...

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 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...

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...

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...

The Risk Division identifies, anticipates, measures and mitigates – whenever appropriate - the diverse array of risks that the firm faces in serving clients and operating its global businesses. Risk professionals focus on giving the firm clarity on the risk profile of our activities and devise strategies to protect the firm’s ability to serve our...

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...

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 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...

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...

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...

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: 26623  Are you a quantitative analyst with a knack for navigating complex databases and producing clear analysis? Do you have knowledge of, interest in or even experience with IRB or similar models? Then this opportunity may be for you! We’re looking for a Quantitative Analyst to join the Model Monitoring and Performance team within Risk...

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. ...

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...

Build your great potential with Treasury Team and start using your knowledge of credit risk products. As a Credit Risk Associate in the Basel Measurement & Analytics (BM&A) group within Treasury & CIO (Chief Information Officer) you will be responsible for calculating, analyzing and reporting firm-wide RWA for credit risk and the related capital ratios.  ...

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...

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...

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...