Assistant Quantitative Risk Analyst in IRB models

Job ID: 25704  Do you want to play an important role in one of the largest model development programmes in Nordics? We are now looking for a Quantitative Risk Analyst to develop LGD models in Nordea. The job provides an exciting mix of challenges such as developing advanced statistical models, designing internal software libraries, working with big...

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...

Job ID: 23980  We are looking for a Quantitative Risk Analysts to join Risk Models at Nordea. At Nordea, we’re committed to being a partner our customers and society can count on. Compliance and integrity go hand in hand. Joining us means you’ll have an impact on how we do banking – today and tomorrow. So bring your ideas, skills and unique...

Job ID: 25561  Model Development, Quantitative Finance 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 Nordea, we know our customers’ needs are...

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...

technologies-expected : SQL about-project : Our Client is a leading entity in the banking sector, committed to maintaining the highest standards of excellence and integrity. Foster a culture of continuous improvement, innovation, and professional growth. Core values emphasize teamwork, accountability, and customer-centricity, ensuring to deliver exceptional...

We are looking for you, if you have: A degree (MSc or PhD) in a quantitative/numerical field, Minimum 5 years’ of experience with credit risk models, Knowledge of IRB and/or IFRS9 models and regulations, Knowledge of statistical tools and modelling techniques, Programming experience in SAS/ Python or similar language, English level – B2/C1. You will...

Job ID: 25766    Would you like to be a part of a team with experienced and talented colleagues, and to make a difference for Nordea’s credit risk models? We are currently looking for an experienced Lead Quantitative Risk Analysts to strengthen Nordea's independent model validation function.  At Nordea, we’re committed to being a partner our...

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. ...

Role DescriptionWe are seeking a highly skilled and experienced Senior Risk Analyst to join our esteemed banking institution. In this role, you will be responsible for the following tasks and responsibilities:analysis of requirements for credit risk models’ implementation,preparation of mappings for data used in credit risk models,preparation of...

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...

We 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...

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: Knowledge of IRB and/or IFRS9...

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...

technologies-expected : Python R about-project : The Financial Risk Model Development department is an international team of highly qualified professionals. Our expertise lies in the development and management of credit, market and operational risk models. The Risk Hub Warsaw model development team will be performing model development activities for models...

Job ID: 24729  We are looking for a Senior Risk Expert to join a high performing unit that is recognized or its professionalism, competence and capacity. The job provides a chance to work with highly skilled professionals on an exciting mix of regulatory and governance tasks pertaining to the IRB Approach of the largest bank in the Nordics. At...

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: Knowledge of IRB...

technologies-expected : SAS Python responsibilities : Monitoring of existing credit risk models, Share knowledge and expertise, Interact with stakeholders, Write reports/documentation. requirements-expected : have MSc in mathematics, econometrics, statistics or a similar quantitative field, have sound knowledge of statistical inference and econometric...

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...

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 ...