Credit Risk Models Lead Validator/Expert

Expert / Senior Credit Risk Model Validator Miejsce pracy: Warszawa Your responsibilities Evaluation of credit risk models, Writing validation reports, Development of tools for automation of validation process, Monitoring the latest trends and events in the industry, Collaboration with model owners and other stakeholders. Employer requirements ...

Expert / Senior Credit Risk Model Validator Miejsce pracy: Warszawa Your responsibilities Evaluation of credit risk models,Writing validation reports,Development of tools for automation of validation process,Monitoring the latest trends and events in the industry,Collaboration with model owners and other stakeholders.Employer requirements Completed higher...

Job ID: 24510  Would you like to be part of a team with experienced and talented colleagues and make a difference for Nordea’s credit risk models? We are currently looking for skilled Analysts to strengthen Nordea's independent model validation function. At Nordea, we’re committed to being a partner our customers and society can count on....

We are looking for you, if you: have a university degree in mathematics or economics with a strong focus on statistics/math's, have experience in statistical modelling, data processing, data quality control, are proficient in English, have an analytical mind, geared towards problem solving and able of critical thinking, have good communication and...

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...

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: 24727  We are looking for a Senior/Lead 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...

technologies-expected : SAS Python about-project : We are seeking experienced Senior Credit Risk Modeller to join our global team. The successful candidate will play a pivotal role in developing and maintaining our credit risk models, specifically focusing on IRB and IFRS 9 domains. This is a unique opportunity to collaborate with our global office and/or...

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...

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...

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 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...

Model Validator - Risk models Miejsce pracy: Warszawa Your responsibilities The successful candidate will manage model risk in the areas of market and counterparty credit riskThe validation covers both technical and functional aspects, including model assumptions, conceptual soundness, mathematical formulation, model calibration, and model performance, as...

Job ID: 24509  Would you like to be part of a team with experienced and talented colleagues and make a difference for Nordea’s credit risk models? We are currently looking for a Senior/Lead Quantitative Risk Analyst to strengthen Nordea's independent model validation function. At Nordea, we’re committed to being a partner our customers and...

We are looking for you, if you: have higher education (preferred: econometrics, quantitative methods, mathematics, physics, computer science, economics), have about 3 years of experience in working with credit risk reports in the area of provision (IFRS9) and capital (SA/AIRB/ICAP), know SQL well, know the basics of programming in SAS (4GL/SAS DI/SAS...

We are looking for you, if you: have higher education (preferred: econometrics, quantitative methods, mathematics, physics, computer science, economics), have about 3 years of experience in working with credit risk reports in the area of provision (IFRS9) and capital (SA/AIRB/ICAP), know SQL well, know the basics of programming in SAS (4GL/SAS DI/SAS...

We are looking for you, if you: have higher education (preferred: econometrics, quantitative methods, mathematics, physics, computer science, economics), have experience working with SAS (4GL/SAS DI/SAS EG/SAS EM), know SQL well, understand credit risk and IRB/AIRB models, can work in a team, can independently interpret requirements based on the...

We are looking for you, if you: have higher education (preferred: econometrics, quantitative methods, mathematics, physics, computer science, economics), have experience working with SAS (4GL/SAS DI/SAS EG/SAS EM), know SQL well, understand credit risk and IRB/AIRB models, can work in a team, can independently interpret requirements based on the...

Job ID: 22733  Would you like to grab a challenging and exciting opportunity to shape the future of Nordea’s Credit Risk & Collateral Domain in Group Architecture? We are now looking for an Expert IT Architect to provide architectural support and direction across the enterprise. At Nordea, we know our customers’ needs are changing – and we’re...

Description & Requirements Who we are looking for 5+ years' experience in the financial sector or at a consultancy firm with experience in financial regulation and credit risk modeling; Very good knowledge of regulations in the Polish and European Market; Knowledge in the subjects such as CRR / CRDIV / EBA guidelines ; Strong interest in credit...