Expert Model Developer

8 miesięcy temu


Warsaw, Polska ING Pełny etat

We are looking for you, if have:

An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field,

Sound knowledge of interest rate risk measures (BPV, VaR, NII, EVE) and sources

Experience in modelling of interest rate risk in the banking book (. NMDs, interest rate dynamics, interest rate curves, stochastic interest rate models)

Understanding banking and financial market products . options, interest rate swaps

Sound knowledge of statistical modelling and econometric methods,

Experience with statistical programming (. Python, R)

You'll get extra points for:

Experience in the development and/or validation of behavioural models such as prepayment models

Replication (hedging) models

Knowledge of and experience with advanced statistical techniques such as, Monte Carlo, numerical methods, stochastic interest rates, etc.

Experience with databases, data modelling, data preparation and data quality control

Experience with Azure Pipelines & Repos

Design patterns, SOLID principles

Your responsibilities:

Leading quantitative analysis

Contributing to project planning

Improving model methodology

Model implementation and development of tools (Python)

Assessing model performance - backtesting, monitoring, benchmarking

Technical reporting - model documentation

Information about the squad:

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 throughout ING, working closely together on international projects with the teams in Amsterdam.

The developed ALM models are core to the success of ING and include behavioural (. prepayment), replication (hedging) and stress testing models. The models are used by all local Risk Management units within ING.

As a specialist in ALM modelling, you will be given the opportunity to gain further experience in ALM modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies.



  • Warsaw, Polska ING Pełny etat

    We 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...


  • Warsaw, Polska Nordea Bank Pełny etat

    Job ID: 26208  Would you like to Lead and start a new model risk practice ? We are now looking for a Lead Risk Expert, Model Risk Regulation to lead Model Risk team’s role in interpreting and applying regulations related to models used in Nordea. The role holders will also be responsible to manage engagement with regulators on model risk matters on...

  • Senior Model Developer

    7 miesięcy temu


    Warsaw, Polska 00002 Citibank, N.A. Pełny etat

    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. ...


  • Warsaw, Polska Nordea Bank Pełny etat

    Job ID: 20666    As an Expert Java Developer (Payments), you’ll engage with many different stakeholders, so the person we are looking for, is an outgoing individual who is self-motivated and contributes to a good team spirit. You are an experienced and passionate developer always seeking the best solution. At Nordea, we know our customers’ needs...


  • 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...

  • Market Risk Quant

    7 miesięcy temu


    Warsaw, Polska ING Pełny etat

    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...


  • Warsaw, Polska ING Pełny etat

    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...


  • 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,...


  • Warsaw, Polska ING Pełny etat

    ING is looking for an innovative and curious Model Risk Manager to support oversight of Generative AI and Advanced Analytics models portfolio We are looking for you if you: Have an academic degree and at least 2-5 years of related work experience in risk or compliance related department. Are familiar with GenAI /AI models in terms of techniques...

  • Software Development Expert

    1 miesiąc temu


    Warsaw, Polska Playtika Pełny etat

    We are seeking a talented Software Development Expert - PHP Engineer to join our team at Playtika. As a key member of our technical team, you will be responsible for designing and developing scalable software solutions using cutting-edge technologies.Company Overview:Playtika is a leading developer of free-to-play mobile games that deliver immersive...

  • Expert Data Consultant

    7 miesięcy temu


    Warsaw, Polska ING Pełny etat

    We are looking for you, if you: Have 10+ years’ experience in Data Management and knowledge of Data Solutions (. Data Warehousing, Data Lakes, Streaming data and AI/ML) Have 5+ years’ risk (services) domain knowledge, including expertise at the intersection of banking business, risk and data management domains. Experience working in a large...


  • 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,...

  • PowerBI Developer

    4 miesięcy temu


    Warsaw, Polska STRIVE Sp. z o.o. Pełny etat

    Dla naszego klienta - jednej z największych firm na polskim rynku ubezpieczeniowym - szukamy PowerBI Developera, który chciałby rozwijać się w zespole pracującym nad wdrożeniem w firmie PowerBI w wersji Cloud.ZAKRES OBOWIĄZKÓW: • Migracja modeli i raportów z aktualnie używanych narzędzi raportujących (SAS) do Microsoft • • Power BI w...


  • Warsaw, Polska Lingaro Pełny etat

    Job DescriptionWe are seeking an experienced Enterprise Backend Developer to join our team at Lingaro. As a key member of our development team, you will be responsible for designing and implementing scalable architectures and APIs to support business needs.

  • Data Platform Expert

    2 miesięcy temu


    Warsaw, Polska SCALO Sp. z o.o. Pełny etat

    W Scalo zajmujemy się dostarczaniem projektów software"owych i wspieraniem naszych partnerów w rozwijaniu ich biznesu. Tworzymy oprogramowanie, które umożliwia ludziom dokonywanie zmian, działanie w szybszym tempie oraz osiąganie lepszych rezultatów. Jesteśmy firmą, która wykorzystuje szerokie spektrum usług IT, żeby pomagać klientom. Obszary...

  • Power BI Developer

    4 miesięcy temu


    Warsaw, Polska STRIVE Sp. z o.o. Pełny etat

    Dla naszego klienta - jednej z największych firm na polskim rynku ubezpieczeniowym - szukamy Power BI Developera, który chciałby rozwijać się w zespole pracującym nad wdrożeniem w firmie Power BI w wersji Cloud.ZAKRES OBOWIĄZKÓW: • Migracja modeli i raportów z aktualnie używanych narzędzi raportujących (SAS) do Microsoft • • Power BI w...

  • Wholesale Credit Risk Expert

    2 miesięcy temu


    Warsaw, Polska Cypher Consulting Europe Pełny etat

    This role is primarily responsible for developing credit risk methodologies within the Wholesale Credit Risk GRA team, with a primary focus on supporting stress-testing (ST) and IFRS 9 methodology development. The position may also involve work in other related areas as needed.The role requires building a strong understanding of risk data flows, from...


  • Warsaw, Polska emagine Consulting Pełny etat

    Industry: Finance / Banking Location: Gdańsk / Warsaw (Hybrid Work Model) Project Languages: English and Polish Rate: -zł/h net+VAT Duration: Long term Join dynamic team in the Finance/Banking industry! We are currently seeking a skilled Expert IT Security Specialist to contribute to our data protection and information security initiatives....

  • Mindshare | Strategy Expert

    7 miesięcy temu


    Warsaw, Polska Mindshare Pełny etat

    Strategy Expert Miejsce pracy: Warszawa Twoim zadaniem będzie: Tworzenie strategii mediowych i strategiczna wiedza mediowa na wysokim poziomie (flightingu, taktyk buyingowych itp) Umiejętność myślenia insightowego i konsekwetne budowanie wokół tego implementacji Analizy grup celowych na zaawansowanym poziomie (wyznaczanie segmentów, grup...

  • Web Developer

    2 miesięcy temu


    Warsaw, Polska EAGERDEVS Pełny etat

    Web Developer (Rendering 3D)Szukamy specjalistów z doświadczeniem w obsłudze rozległych modeli 3D i renderowaniu dużych ilości danych w aplikacjach webowych. Mamy ciekawy projekt na horyzoncie i chcemy porozmawiać z osobami, które wiedzą, jak radzić sobie z zaawansowaną grafiką i wydajnością w przeglądarkach. Czego oczekujemy? Doświadczenie w...