Credit Risk Modeller for Non-Regulatory Models

Role and ResponsibilitiesThe successful candidate will work as a Quantitative Modeller in the Credit Risk Strats team, where they will develop, implement, and maintain quantitative measures used in the Counterparty Credit Risk area.Responsibilities include:Implementing models in production using advanced softwareCoordinating with cross-functional teams to...

Risk Management at Goldman SachsWe are a global leader in risk management, with a team that works tirelessly to develop and maintain robust metrics, data-driven insights, and effective technologies for risk management. Our Risk Engineering group provides critical support to our business units by helping them manage risk effectively.As a Quantitative Modeller...

Join to apply for the Credit Risk Models Lead Validator/Expert role at ING Hubs PolandBe among the first 25 applicantsMinimum 5 years' of experience with credit risk modelsKnowledge of IRB and/or IFRS9 models and regulationsKnowledge of statistical tools and modelling techniquesProgramming experience in SAS/Python or similar languageYou will score extra...

Social network you want to login/join with:Senior Machine Learning Credit Risk Model Developer, WarsawClient: INGLocation: Warsaw, PolandJob Category: OtherEU work permit required: YesJob Reference: e13e13ed3539Job Views: 2Posted: 15.03.2025Expiry Date: 29.04.2025Job Description:We are looking for you, if you have:an advanced degree (PhD or Masters) in a...

Quantitative Modeller - Risk Engineering - Analyst/Associate - Warsaw location_on Warsaw, Mazowieckie, PolandRISK ENGINEERINGThe 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...

About the Role">We are seeking a highly skilled Credit Risk Modeller to join our team in Warsaw, Poland.In this role, you will develop and implement predictive risk models to evaluate credit risk parameters at the bank.Key Responsibilities">Your key responsibilities will include:developing and monitoring predictive risk models;collecting data required for...

Key ResponsibilitiesThe ideal candidate for this role will have 3+ years of experience as a quantitative analyst or risk analyst in the financial industry.Responsibilities and ExpectationsDevelop and maintain counterparty credit risk models used for advanced Basel regulatory capital calculations, CCAR/ICAAP estimations, and internal risk measures.Collaborate...

Join to apply for the Credit Risk Model Developer role at Kempuri.Credit Risk Model Development is an international, global team (more than 400 risk experts) located in different locations in Europe (e.g., Amsterdam, Milan, Warsaw). The key responsibility is development of robust credit risk models firmly embedded in the regulatory...

Join to apply for the Senior Specialist in Credit Risk Models role at ING Hubs Poland.Your responsibilities:Monitoring, development and recalibration of credit risk models across all parameters (PD, LGD and EAD) within both AIRB and IFRS9 landscapes.Sharing your knowledge and expertise.Communicating with stakeholders to achieve the best outcomes.Writing...

Join to apply for the Credit Risk Model Developer Expert role at ING Hubs Poland.6 days ago Be among the first 25 applicants.We Are Looking For You, If Youhave 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...

Job Description: Quantitative ModellerThis role is part of the Goldman Sachs Risk Division, specifically within the Credit Risk Strats team. As a Quantitative Modeller, you will be working on creating and implementing quantitative measures of risk used in Counterparty Credit Risk, such as Expected Exposure and Credit Valuation Adjustment. You will also be...

About the TeamThe 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, using Scrum. The broad autonomy our...

Job Summary:We are seeking a highly skilled Credit Risk Analytics Professional to join our team and contribute to the development of advanced risk models.The successful candidate will have expertise in statistical analysis, machine learning, and data visualization. He/She will work closely with cross-functional teams to design and implement solutions that...

Company:Join one of the world's largest banking and financial services organisations Our Client's global businesses serve more than 40 million customers worldwide through a network that covers 64 countries and territories.About:This role will be responsible for credit risk methodology development within Wholesale Credit Risk GRA team. The focus will be...

Job DescriptionWe are seeking a highly skilled Quantitative Risk Modelling Expert to join our team at DCG.Responsibilities:Develop, maintain and enhance counterparty credit risk models, particularly for constructing and calibrating risk covariance matricesCalibrate and manage simulation models for counterparty credit risk assessmentOversee the production and...

About the Job:We are looking for a highly skilled Quantitative Modeler to join our team at ING Poland. The successful candidate will be responsible for developing and implementing quantitative models to support credit risk analysis.About the Role:This is an exciting opportunity to work with a leading financial institution and contribute to the development of...

Aion Bank is a cutting-edge European bank and credit institution that combines Vodeno's proprietary, private blockchain-based platform with its ECB banking license, balance sheet, and regulatory expertise to offer a comprehensive suite of embedded banking products. We have a proven track record of delivering fully compliant embedded banking solutions to...

At Goldman Sachs Bank AG, we are seeking a highly skilled Quantitative Modeller to join our Risk Division.Job Description:We are responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. Our team is part of the Goldman Sachs risk management framework, with primary responsibility to provide...

Company Overview">We are ING, a global leader in the financial services industry. At ING Hubs Poland and ING group we follow the Agile approach and mindset.We use flexible frameworks like Scrum and Kanban at our everyday work. We are innovative and we trust people we work with.The broad autonomy our employees have stimulates motivation and creativity,...

As a recruitment company, DCG understands that every business is powered by experienced professionals. Our management style and partnership approach enable us to meet your needs and provide continuous support. Due to our ongoing growth and the large number of recruitment projects we undertake for our partners, we are currently looking...