Senior IRB/IFRS9 Model Developer, Warsaw
3 tygodni temu
Senior IRB/IFRS9 Model Developer Position at ING in Warsaw, Poland
Job Summary:We are seeking a highly experienced Senior IRB/IFRS9 Model Developer to join our team in Warsaw, Poland. The successful candidate will have expertise in developing and maintaining complex IFRS9/AIRB models for low default portfolios.
Key Responsibilities:- Develop and maintain IFRS9/AIRB models for ING portfolios.
- Collaborate with stakeholders across different locations, departments, and seniority levels.
- Share knowledge and expertise with junior colleagues.
The Model Development department is responsible for creating risk models at ING. We develop credit risk, operational risk, IRRBB, trading, and economic capital models in collaboration with global and local ING offices. Our team follows an Agile approach and uses Scrum methodology. Employees have broad autonomy, which stimulates motivation and creativity, allowing us to adapt to changing business requirements.
Requirements:- At least 3 years of experience in expert-based and statistical IFRS9/IRB models' development/maintenance/validation.
- In-depth knowledge of IFRS 9 standard and/or EBA AIRB regulations.
- Experience with databases, data preparation, and data quality control.
- Strong understanding of statistical inference and econometric methods.
- Academic degree in a quantitative field.
- Proficiency in coding languages SAS and Python.
- Excellent communication skills in English (B2/C1).
- Experience with banking regulatory inspections (ECB IMI).
- Professional certification FRM/PRM/CFA or CQF.
- Familiarity with version control systems.
- Knowledge of Agile/Scrum methodologies.
-
IFRS9 Model Specialist
4 dni temu
Warszawa, Mazovia, Polska TN Poland Pełny etatJob SummaryWe are seeking an experienced Senior IRB/IFRS9 Model Developer to join our Model Development team at TN Poland. As a key contributor to our risk modeling efforts, you will develop and maintain IFRS9/AIRB models for ING portfolios.Key RequirementsAdvanced degree in a quantitative fieldProven experience with IFRS9/IRB models'...
-
Senior Machine Learning Credit Risk Model Developer, Warsaw
3 tygodni temu
Warszawa, Mazovia, Polska TN Poland Pełny etatSenior Machine Learning Credit Risk Model Developer, WarsawClient: INGLocation: Warsaw, PolandAbout the Role:You must have an advanced degree in a quantitative discipline such as Computer Science, Data Science, Statistics, Mathematics, Physics, Econometrics, or Quantitative Finance.Excellent knowledge of classic machine learning methods is required including...
-
Credit Risk Model Developer
4 dni temu
Warszawa, Mazovia, Polska TN Poland Pełny etatJoin us as a Credit Risk Model Developer in Warsaw, Poland! We are seeking a highly skilled professional to develop and maintain IFRS9/AIRB models for retail and SME portfolios.The ideal candidate will have at least 3 years of experience with IFRS9/IRB models' development/maintenance/validation (PD/EAD/LGD) and a sound knowledge of statistical inference and...
-
Model Developer Lead
5 dni temu
Warszawa, Mazovia, Polska Inghubspoland Pełny etatAt Inghubspoland, we are seeking a skilled Senior Model Developer to play a crucial role in the development and maintenance of AIRB models. As a key member of our team, you will interact with stakeholders from different locations, departments, and all seniority levels.About the RoleThe successful candidate will have at least 3 years of experience with...
-
Warszawa, Mazovia, Polska TN Poland Pełny etatCompany OverviewWe are a forward-thinking organization that is passionate about using data science to drive business growth. Our team of experts works closely together to develop innovative solutions that ensure the sustainability and stability of our credit risk models.Job DescriptionWe are seeking a highly skilled Senior Machine Learning Credit Risk Model...
-
Expert Credit Risk Model Developer
3 tygodni temu
Warszawa, Mazovia, Polska TN Poland Pełny etatSUMMARYJob DescriptionWe are seeking a highly skilled professional to monitor and analyze the performance of SME IRB and IFRS9 models for PD, LGD, and EAD.The ideal candidate will have a strong background in Finance, Statistics, Mathematics, Data Science, or a related field, and proficiency in programming tools such as SAS or Python.The role involves...
-
Credit Risk Models Quantitative Developer, Warsaw
3 tygodni temu
Warszawa, Mazovia, Polska TN Poland Pełny etatJob 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...
-
Quantitative Model Auditor
7 dni temu
Warszawa, Mazovia, Polska Standard Chartered Bank Pełny etatJob DescriptionThe Quantitative Model Auditor will be responsible for participating in model risk-related audits, performing testing, concluding opinions in detailed workpapers, and supporting the drafting of audit issues. You will also support audit Team Leaders on assigned audit work involving model risk across the Group.Key Skills and ExperienceIn-depth...
-
Risk Model Expert
6 dni temu
Warszawa, Mazovia, Polska Inghubspoland Pełny etatAt 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....
-
Senior Quantitative Analyst
4 dni temu
Warszawa, Mazovia, Polska TN Poland Pełny etatWe are seeking a Senior Quantitative Analyst to join our team in Warsaw, Poland. The successful candidate will be responsible for developing and maintaining IFRS9/AIRB models for retail and SME portfolios.The ideal candidate will have at least 3 years of experience with IFRS9/IRB models' development/maintenance/validation (PD/EAD/LGD) and a sound knowledge...
-
Senior Credit Risk Modeller
3 tygodni temu
Warszawa, Mazovia, Polska TN Poland Pełny etatJob 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,...
-
AIRB Model Specialist
5 dni temu
Warszawa, Mazovia, Polska Inghubspoland Pełny etatWe are seeking a highly skilled Senior Quantitative Analyst to join our team at Inghubspoland. As a key member of our team, you will play a crucial role in the development and maintenance of AIRB models.About the RoleThe successful candidate will have at least 3 years of experience with PD/EAD/LGD IFRS9/IRB models development/maintenance/validation. You...
-
Credit Risk Models Quantitative Developer
3 tygodni temu
Warszawa, Mazovia, Polska TN Poland Pełny etatQuantitative 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...
-
Quantitative Risk Modeller
4 dni temu
Warszawa, Mazovia, Polska TN Poland Pełny etatAbout the TeamThe Model Development department follows an Agile approach and mindset, using Scrum. Our employees have broad autonomy, which stimulates motivation and creativity, allowing us to adapt to changing business requirements.Key ResponsibilitiesAs a member of the Model Development team, you will:Collaborate with stakeholders to develop and maintain...
-
Risk Modeling Expert
5 dni temu
Warszawa, Mazovia, Polska Inghubspoland Pełny etatAs a Risk Modeling Expert at Inghubs Poland, you will be part of our Model Development department, responsible for developing and maintaining IFRS9/AIRB models for ING portfolios.The successful candidate will have experience with IFRS9/IRB models' development/maintenance/validation and will be proficient in coding languages such as SAS and Python. A strong...
-
Economic Capital Modeller
4 dni temu
Warszawa, Mazovia, Polska TN Poland Pełny etatWe are looking for an experienced Economic Capital Modeller to join our team in Warsaw, Poland. As a key member of the Model Development department, you will be responsible for developing and maintaining economic capital models at ING.About the Role:You will work on challenging projects that focus on developing economic capital for ING's credit...
-
Financial Model Quality Assurance Specialist
4 dni temu
Warszawa, Mazovia, Polska TN Poland Pełny etatJob DescriptionWe are seeking an experienced professional to join our team as a Credit Risk Model Validation Specialist.ResponsibilitiesEvaluate credit risk models for accuracy and reliability.Create comprehensive validation reports to ensure model integrity.Collaborate with model owners and stakeholders to improve model performance.Develop and refine tools...
-
Risk Modelling Specialist
4 dni temu
Warszawa, Mazovia, Polska TN Poland Pełny etatJob Description:We are seeking a highly skilled Risk Modelling Specialist to join our team in Warsaw, Poland. The successful candidate will play a crucial role in the development and maintenance of IFRS9/AIRB models for retail and SME portfolios.The ideal candidate will have at least 3 years of experience with IFRS9/IRB models'...
-
Quantitative Risk Modeler
4 dni temu
Warszawa, Mazovia, Polska TN Poland Pełny etatAbout TN PolandAt TN Poland, we are dedicated to developing and maintaining advanced risk models for our bank portfolios. Our team of experts works closely with stakeholders from various locations, departments, and seniority levels to ensure the highest level of quality and accuracy.We are seeking a highly skilled Credit Risk Model Developer to join our...
-
Data Insights Specialist
4 dni temu
Warszawa, Mazovia, Polska TN Poland Pełny etatWe are seeking a highly skilled Data Analyst to join our Wholesale Bank Data Delivery Team in Warsaw. As a key member of our squad, you will be responsible for delivering high-quality data solutions that meet the needs of our stakeholders.About the Role:Data analysis and deliveryFind discrepancies in the data and propose solutions by conducting various...