Senior IRB/IFRS9 Model Developer
6 miesięcy temu
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 sound knowledge of statistical inference and econometric methods, You have academic degree in quantitative field, You code in SAS/Python, You communicate efficiently in English (B2/C1).You'll get extra points for:
Experience with developing models for low default portfolios Experience in banking regulatory inspections (ECB IMI) Professional certification FRM/PRM/CFA or CQF Ability to use version control systems Familiarity with Agile/ScrumYour responsibilities:
You will play a crucial role in development and maintenance of IFRS9/AIRB models for ING portfolios You will interact with stakeholders from different locations, departments and all seniority levels. You will share your knowledge and expertise with more junior colleaguesInformation 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.
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Credit Risk Model Monitoring Senior Specialist
6 miesięcy temu
Warsaw, Polska ING Pełny etatWe 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...
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Credit Risk Model Monitoring Expert
6 miesięcy temu
Warsaw, Polska ING Pełny etatWe 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...
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Team Lead IRB Model Development
6 miesięcy temu
Warsaw, Polska ING Pełny etatWe 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...
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Senior Machine Learning Credit Risk Model Developer
6 miesięcy temu
Warsaw, Polska ING Pełny etatWe 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,...
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Warsaw, Polska Nordea Bank Pełny etatJob 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...
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Senior Specialist
6 miesięcy temu
Warsaw, Polska ING Pełny etatWe 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...
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Senior Credit Risk Modeller
6 miesięcy temu
Warsaw, Polska ING Pełny etatWe are looking for you if: You have at least 3 years of experience with IFRS9/IRB models’ development/maintenance/validation (PD/EAD/LGD), You are willing to take substantial part in a challenging project, which focuses on developing IFRS9/AIRB models (PD/LGD/EAD/ECL) for retail and SME portfolios of ING Group, You have sound knowledge of statistical...
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Expert Credit Risk Model Developer
6 miesięcy temu
Warsaw, Polska ING Pełny etatWe are looking for you, if you: have a Bachelor’s or Master’s degree in Finance, Statistics, Mathematics, Data Science, or a related field, possess proven experience in credit risk model development, are proficient in programming tools such as SAS or Python, and familiar with statistical software and data analysis tools, have an in-depth...
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Warsaw, Polska ING Pełny etatWe 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...
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Credit Risk Model Validation Specialist
6 miesięcy temu
Warsaw, Polska ING Pełny etatWe 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 ...
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Manager - Product Lead Wholesale Bank Credit Risk Model Data
6 miesięcy temu
Warsaw, Polska ING Pełny etatWe 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...
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Model Risk Auditor
5 miesięcy temu
Warsaw, Polska ING Pełny etatWe are looking for you, if you: have strong analytical skills with the drive to challenge models, algorithms and corresponding processes in a complex international financial institution, have an academic degree in a quantitative field, . econometrics, statistics, mathematics or physics, have at least 4 years of modelling experience in model risk,...
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Credit Risk Models Quantitative Developer
6 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...
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Credit Risk Portfolio Expert
2 miesięcy temu
Warsaw, Polska kempuri Pełny etatYou will be responsible for data and portfolio related topics in one of the squads in Wholesale Bank Model Data Team. The Risk Data Tribe is responsible for E2E data solutions for various IRB and IFRS9 projects, covering entire model life cycle needs. Being the main point of contact for data delivery projects for Wholesale Bank portfolios will allow you to...
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Ekspert ds. Modeli Ryzyka
6 miesięcy temu
Warsaw, Polska Alior Bank Pełny etatMamy dla Ciebie pracę, która polega na: budowie modeli parametrów ryzyka kredytowego dla poszczególnych klas ekspozycji oraz rozwoju istniejących w oparciu o nowe źródła danych i metody modelowania, konstrukcji metodyk parametrów ryzyka w sposób zapewniający ich zgodność z wymogami metody IRB, współtworzeniu procesu efektywnego...
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Starszy Analityk ds. Modeli Ryzyka
6 miesięcy temu
Warsaw, Polska Alior Bank Pełny etatJeśli jesteś osobą, która: ukończyła studia wyższe o charakterze ilościowym (preferowane kierunki: matematyka, metody ilościowe, informatyka, ekonomia); budowała rozwiązania analityczne i modele w ryzyku kredytowym w instytucji finansowej, zna praktykę działalności jednostek analitycznych w banku poprzez pryzmat wymogów IRB i/lub MSSF9),...
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Starszy Specjalista ds. zarządzania ryzykiem modeli
6 miesięcy temu
Warsaw, Polska Alior Bank Pełny etatJeżeli jesteś osobą, która: ukończyła studia wyższe (preferowane kierunki: matematyka, metody ilościowe, informatyka, ekonomia); posiada co najmniej trzyletnie doświadczenie w zakresie budowy i testowania bądź walidacji modeli (modele pomiaru poszczególnych rodzajów ryzyka w bankowości, inne modele stanowiące podstawę podejmowanych...
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Automation Lead for Wholesale Bank Credit Risk Modelling Data
6 miesięcy temu
Warsaw, Polska ING Pełny etatWe 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...
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Specialist - Risk Modeller for Credit Risk Economic Capital
6 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, have sound knowledge of...
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Wholesale Bank Portfolio Expert
6 miesięcy temu
Warsaw, Polska ING Pełny etatWe are looking for you, if you: would like to support Wholesale Bank Data Collection Team with insight about data and data processing skills, would like to work with other Analysts from all over the world on understanding the data and portfolio specifics, have min. 3 years of experience working in the area of financial risk or credit risk, have...