Risk Modeller for ALM Models

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: 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...

Opis roli:Jako Senior Credit Risk Modeller (IFRS9/AIRB models) będziesz odgrywać kluczową rolę w rozwoju i utrzymaniu modeli IFRS9/AIRB. Twoje codzienne obowiązki będą obejmować:Rozwój i utrzymanie modeli IFRS9/AIRB (PD/LGD/EAD/ECL) dla portfeli detalicznych i MŚP.Współpracę z interesariuszami z różnych lokalizacji, działów oraz na...

about-project : As a Development Manager, Market Risk Platform (ALM), you will be a key leader within global Risk Tribe, driving the development and maintenance of critical software solutions that support risk management operations. Your role will involve managing a team of talented professionals, setting strategic direction, and ensuring the delivery of...

We are looking for you, if you are: an inspiring people manager who thrives on shaping sustainable, future-proof organizational structures. You should have substantial experience leading others in a hierarchical role, a manager with at least 5 to 10 years of working experience in risk management and banking business related to modelling and/or...

RISK ENGINEERING The 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 Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-driven...

about-project : As a Data Development Manager, Market Risk (ALM), you will be a key leader within our global Risk Tribe, driving the development and maintenance of critical data solutions that support our risk management operations. Your role will involve managing a team of talented professionals, setting strategic direction, and ensuring the delivery of...

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...

JOB DESCRIPTION RISK ENGINEERING The 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 Goldman Sachs risk management framework, with primary responsibility to provide robust...

Your Role:As a Data Development Manager, Market Risk (ALM), you will be a key leader within our global Risk Tribe, driving the development and maintenance of critical data solutions that support our risk management operations. Your role will involve managing a team of talented professionals, setting strategic direction, and ensuring the delivery of...

We are looking for you, if you: are eager to learn the best practices of the Credit Risk Economic Capital model development, are willing to take part in a challenging project, which focuses on developing the Credit Risk Economic Capital for ING’s credit portfolios, have academic degree in quantitative field, have sound knowledge of...

technologies-expected : Python about-project : As an ALM Business Analyst, you'll be crucial in delivering innovative data solutions for Interest Rate Risk (IRRBB) reporting. You'll collaborate with a global team to develop and implement solutions that meet the needs of our business, comply with regulatory requirements, and support our overall ALM...

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: 25708 Are you passionate about finance and IT, and want to take the next step in your career? We are currently looking for a motivated and dynamic person to join our Capital Management Requirements & Analysis team at Nordea. In our team, we pride ourselves on engineering solutions and direct Nordea’s transformation by providing a holistic...

We are looking for you, if you: are eager to learn about Climate/ESG risk applications in different kinds of financial risks, are keen on researching various methods, acquiring knowledge from scientific papers and articles, are pro-active, enjoy proposing new solutions, are willing to take part in challenging projects which focus on developing...

About the RoleWe are seeking a highly skilled Treasury Data Modeller and Analyst to join our team at Standard Chartered Bank. As a key member of our agile squad, you will be responsible for creating and embedding in-house data-driven solutions for stakeholders globally.Key ResponsibilitiesTranslate business requirements into data requirements and data...

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,...

Job ID: 25758  This is an opportunity for you to join a highly professional and dedicated team and become part of a large organization and to gain a broad network across the bank. You will get a chance to impact Nordea’s risk management by engaging in an exciting job with excellent opportunities for personal and professional development. At Nordea,...

technologies-optional : Snowflake Data Cloud about-project : As a Data Modeller, you will be responsible for perform data analysis and data model transformation tasks. You will be working as an interface between business and IT to help translate the business requirements into IT mappings, as well as help understand data patterns. You will join a team...

Working as a ALM Business Analyst, you will:Rapidly grasp intricate data and ETL processes on the internal data platformTransform and load financial data flows into QRMAssist reporting teams in creating data marts and developing reporting solutions in Power BIManage relationships with stakeholders effectivelyAbout Chabre IT ServicesChabre IT Services is a...