Risk Modeller for ALM Models

3 tygodni temu


Warszawa, Mazovia, Polska Inghubspoland Pełny etat

Join to apply for the Risk Modeller for ALM Models role at ING Hubs Poland.

We Are Looking For You, If You Have
  • An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field.
  • Minimum 3 years of experience in IRRBB.
  • Sound knowledge of interest rate risk measures (BPV, VaR, NII, EVE) and sources.
  • Experience in modelling of interest rate risk in the banking book (e.g. NMDs, interest rate dynamics, interest rate curves, stochastic interest rate models).
  • Banking and financial market products understanding e.g. options, interest rate swaps.
  • Sound knowledge of statistical modelling and econometric methods.
  • Experience with statistical programming (e.g. 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 (e.g. 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.

The role naming convention in the global ING job architecture will be "Model Developer IV".

Seniority level
  • Mid-Senior level
Employment type
  • Full-time
Job function
  • Design, Art/Creative, and Information Technology
  • Banking
#J-18808-Ljbffr

  • Warszawa, Mazovia, Polska TN Poland Pełny etat

    About the Role:We are seeking a skilled Senior Data Analyst to join our team as a Senior Data Analyst for Risk Models. In this role, you will be responsible for analyzing data requirements and preparing documentation for credit risk models.Key Responsibilities:Analyzing data requirements in the process of feeding tables related to credit risk modelsPreparing...

  • Risk Modeler

    3 dni temu


    Warszawa, Mazovia, Polska Goldman Sachs Pełny etat

    Job DescriptionThe Risk division is a key part of Goldman Sachs' risk management framework, with primary responsibility to provide robust metrics, data-driven insights, and effective technologies for risk management. As a Quantitative Modeller, you will be part of a team of quantitative modellers charged with managing the firm's capital and risk management...


  • Warszawa, Mazovia, Polska TN Poland Pełny etat

    Quantitative Developer for Credit Risk ModelsJob DescriptionDevelop and maintain IFRS9/AIRB models for ING portfolios using SAS/Python.Collaborate with stakeholders from various locations, departments, and seniority levels to deliver high-quality results.Maintain databases, prepare data, and ensure data quality control.Apply statistical inference and...


  • Warszawa, Mazovia, Polska TN Poland Pełny etat

    Job Summary:We are seeking an experienced professional to join our Model Development department. The ideal candidate will have a strong background in IFRS9/IRB models development, maintenance, and validation.Responsibilities:Develop and maintain IFRS9/AIRB models for retail and SME portfolios of ING Group.Interact with stakeholders from different locations,...


  • Warszawa, Mazovia, Polska TN Poland Pełny etat

    Job Title: Credit Risk Models Quantitative DeveloperClient: INGKey Responsibilities:Develop and maintain IFRS9/AIRB models for ING portfolios.Interact with stakeholders from different locations, departments, and seniority levels.Requirements:Experience with IFRS9/IRB models' development/maintenance/validation.Database knowledge, data preparation, and data...


  • Warszawa, Mazovia, Polska ITDS Business Consultants Pełny etat

    Job DescriptionWe are seeking a highly skilled Data Scientist for Financial Risk to join our team at ITDS Business Consultants. As a Quantitative Market Risk Analyst, you will be responsible for developing and maintaining complex market risk models related to Value at Risk (VaR) and regulatory requirements.Main Responsibilities:Conduct analyses related to...


  • Warszawa, Mazovia, Polska TN Poland Pełny etat

    Social Network Login:We're seeking a talented Market Risk Specialist to help us build and improve our SOT reporting solution for IRRBB measures as part of our Global ALM Team.You will:Analyze complex ALM data to identify trends and insights,Develop and maintain Python-based data pipelines and reporting tools,Collaborate with various stakeholders to...


  • Warszawa, Mazovia, Polska Goldman Sachs Bank AG Pełny etat

    In this challenging role as a Quantitative Engineer, you will be working in Corporate Treasury (CT) Engineering, where computer science, finance and mathematics come together to solve complex problems. You will be responsible for developing quantitative models for Asset Liability Management to optimize, analyze and manage the Firm's interest rate income...


  • Warszawa, Mazovia, Polska Cross ALM Praca zdalna Freelance Pełny etat

    We are looking for an Atlassian Consultant to join our team at Cross ALM GmbH.Company OverviewCross ALM is a leading company in the field of IT and process consulting. We support medium-sized and enterprise companies in optimizing their IT processes and improving collaboration between business and IT departments.Job DescriptionYou will advise and support...


  • Warszawa, Mazovia, Polska Cross ALM Praca zdalna Freelance Pełny etat

    Cross ALM GmbH is a trusted partner for companies seeking to optimize their IT processes and improve collaboration between business and IT departments. Our team of experts provides consulting services and software solutions that help our customers achieve their goals.About the JobWe are currently looking for an Atlassian Consultant to join our team. The...


  • Warszawa, Mazovia, Polska TN Poland Pełny etat

    About the RoleThis is an exciting opportunity for a Senior ALM Professional to join our Risk Hub Data, Tools and Reporting department. As a key member of the team, you will be responsible for leading the development and implementation of data solutions, ensuring high-quality service delivery, and collaborating with international stakeholders.The successful...


  • Warszawa, Mazovia, Polska RISK Pełny etat

    About UsRISK inc is a pioneering iGaming company driving innovation in entertainment. With a presence in 10 countries and 20+ locations, we're passionate about fostering high-potential markets and delivering exceptional customer experiences.We're committed to staying ahead of the curve, investing in cutting-edge technology and analytics to inform our...


  • Warszawa, Mazovia, Polska TN Poland Pełny etat

    Role DescriptionThe Credit Risk Expert in Data Delivery position involves working with credit risk reports, analyzing data requirements, and preparing documentation for data usage in credit risk models. The ideal candidate will have strong analytical skills and experience with SAS programming and SQL.ResponsibilitiesAnalyze data requirements for feeding...

  • Risk Model Expert

    1 dzień temu


    Warszawa, Mazovia, Polska Inghubspoland Pełny etat

    At Inghubspoland, we are seeking a highly skilled Risk Model Expert to join our global team of over 400 risk experts. The role will focus on the development of robust credit risk models firmly embedded in the regulatory environment.The successful candidate will be responsible for the development of PD, EAD, LGD IRB / IFRS9 models in Retail / Wholesale bank....


  • Warszawa, Mazovia, Polska TN Poland Pełny etat

    Credit Risk Specialist Position:We are seeking a skilled Credit Risk Specialist to join our team. As a Credit Risk Specialist, you will be responsible for analyzing data requirements and preparing documentation for credit risk models.Your Key Responsibilities:Preparing mappings for data used in credit risk modelsPreparing documentation describing the process...


  • Warszawa, Mazovia, Polska Goldman Sachs Pełny etat

    Model Risk ManagementGoldman Sachs Model Risk Management (MRM) is a multidisciplinary group of quantitative experts located in New York, London, Warsaw, Hong Kong, and Bangalore. MRM is responsible for independent oversight and approval of all the firm's quantitative models, ensuring compliance with both internal and supervisory standards.We develop a wide...


  • Warszawa, Mazovia, Polska TN Poland Pełny etat

    Job RequirementsAs a Risk Modeling Specialist, you will analyze data requirements and develop mappings for data used in credit risk models. You should have experience with credit risk reports, including provision (IFRS9) and capital (SA/AIRB/ICAP). Knowledge of SQL and SAS programming is essential.ResponsibilitiesData requirement analysis for credit risk...


  • Warszawa, Mazovia, Polska TN Poland Pełny etat

    Data Delivery Expert Wanted:We are looking for a highly skilled Data Delivery Expert to join our team. As a Data Delivery Expert, you will be responsible for analyzing data requirements and preparing documentation for credit risk models.Your Key Responsibilities Will Be:Analyzing data requirements in the process of feeding tables related to credit risk...

  • BI Data Modeller

    3 tygodni temu


    Warszawa, Mazovia, Polska Kingfisher Pełny etat

    OverviewBI Data ModellerWho we are and what we create?We're Kingfisher, a team made up of over 82,000 passionate people who bring Kingfisher - and all our other brands: Castorama, B&Q, Screwfix, Brico Dépôt and Koçtaş - to life. That's right, we're big, but we have ambitions to become even bigger and even better. We want to become the leading home...


  • Warszawa, Mazovia, Polska ITDS Business Consultants Pełny etat

    About the RoleThis is an exciting opportunity to work as a Quantitative Risk Management Specialist with one of the most prestigious investment banks in the world. You will be responsible for developing and maintaining complex market risk models related to Value at Risk (VaR) and regulatory requirements.Your Key Responsibilities:Develop and maintain advanced...