Model Risk Experts

4 tygodni temu


Kraków, Polska Cypher Consulting Europe Pełny etat

Join our team of Model Risk Stewards, where you'll be part of Independent Model Review (IMR), a specialized quantitative group dedicated to validating models. Regardless of your experience level in quantitative model validation, from entry-level graduates to seasoned professionals, we encourage you to apply as we have roles suited to various levels.

ACCEPTING CANDIDATES THAT ARE WILLING TO RELOCATE

Tasks

- Perform independent model validations as part of a specialist quantitative team called Independent Model Review.

- Conduct quantitative and qualitative research with focus on model data, design, performance, and implementation for one of our functional streams. We cover various types of models including credit risk models (e.g., IRB, IFRS9, Stress Testing, Economic Capital, application and behavioural scorecards), climate risk models, as well as market risk models (e.g., VaR, IRC, RNIV, Exposure at Default, CCR RWA, pricing models, algorithmic trading models, ALCM models, Valuation models).

- Assess quantitative or expert-based models to identify their assumptions and limitations. Formulate opinions about conceptual soundness of models’ design and their adequacy for intended usage. This includes quantification of model risk drivers and assessment of their impact on the

Requirements

- Academic degree (MSc or PhD) -- good fits are: Statistics, Mathematics, Physics, Econometrics, Quantitative Finance, or related fields.

- Programming skills -- knowledge of one of the following: R, Python, SAS, Matlab, C++, or SQL.

- Good written and verbal communication skills in English.

- Experience in independent model validation, model building and/or quantitative research (for the more senior roles).

- Professional qualifications (e.g., PRM, FRM, CQF) are beneficial.

ACCEPTING CANDIDATES THAT ARE WILLING TO RELOCATE

Candidates must be able to relocate within 6 months

Candidates will receive a relocation package of one month's pay.

Candidates will be required to complete the visa application process on their own.


  • Model Risk Experts

    4 tygodni temu


    Kraków, Lesser Poland Cypher Consulting Europe Pełny etat

    Join our team of Model Risk Stewards, where you'll be part of Independent Model Review (IMR), a specialized quantitative group dedicated to validating models. Regardless of your experience level in quantitative model validation, from entry-level graduates to seasoned professionals, we encourage you to apply as we have roles suited to various levels.ACCEPTING...


  • Kraków, Lesser Poland HSBC Pełny etat

    HSBC Service Delivery (Polska) Sp. z o.o. is HSBC's global finance, operations, risk and technology centre. We use our unique expertise and capabilities to provide specialised services – our people range from technologists transforming the banking experience to operations professionals managing 1.7 trillion payments a year.Our Purpose – Opening up a...


  • Kraków, Lesser Poland HSBC Service Delivery (Polska) Sp. z o.o. Pełny etat

    OverviewHSBC Service Delivery (Polska) Sp. z o.o. is seeking a skilled professional to fill the role of Senior AVP. As a member of our team, you will play a crucial part in shaping our risk management strategies. The ideal candidate will have a strong background in credit risk analysis, with expertise in developing and maintaining complex risk models.Key...


  • Kapelanka, Kraków, Polska ITDS Pełny etat

    Quantitative Risk Model Developer CCRXVAJoin us, and master cutting-edge financial risk modelsKraków - based opportunity with hybrid work model (4 days/month in the office).As a Quantitative Risk Model Developer CCRXVA, you will be working for our client, a global leader in financial services dedicated to developing state-of-the-art risk models for...


  • Kraków, Lesser Poland HSBC Service Delivery Pełny etat

    Job Description:The MGOC team within GRA Traded and Operational Risks (TnO) provides support for all model governance activities. We are seeking a Model Governance Analyst to join our team, working closely with model owners and stakeholders to ensure models are developed, implemented, and managed in compliance with internal policies and regulatory...


  • Kraków, Lesser Poland ITDS Business Consultants Pełny etat

    Join us, and master cutting-edge financial risk modelsKraków – based opportunity with hybrid work model (1 day/week in the office).As a Quantitative Risk Model Developer (CCRXVA), you will be working for our client, a global leader in financial services dedicated to developing state-of-the-art risk models for financial and operational risks. You will be...


  • Kraków, Lesser Poland HSBC Service Delivery Pełny etat

    Company Overview">HSBC Service Delivery is a global organization responsible for delivering high-quality services to our customers. We are committed to innovation, excellence, and customer satisfaction.">Job Description">We are seeking an experienced Senior Risk Model Developer to join our Global Risk Analytics (GRA) team in Kraków. The GRA Traded and...


  • Kraków, Polska HSBC Service Delivery Pełny etat

    Job DescriptionWe are seeking a highly skilled Risk Model Development Lead to join our Global Risk Analytics team at HSBC Service Delivery.The successful candidate will be responsible for the development and maintenance of risk models and methodologies used for trading and operational risk measurement. This role is a senior position within our Krakow-based...

  • Traded Risk Quant

    4 tygodni temu


    Kraków, małopolskie, Polska HSBC Service Delivery Pełny etat

    Some careers shine brighter than others.If you’re looking for a career that will help you stand out, join HSBC, and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further.Your career opportunityThe MGOC team...


  • Kraków, Lesser Poland HSBC Service Delivery Pełny etat

    Drive success in model governance with HSBC Service Delivery.We're looking for a skilled Risk Governance Analyst to join our team, working closely with model owners and stakeholders to ensure models are developed, implemented, and managed in compliance with internal policies and regulatory requirements.Key Responsibilities:• Collaborate with model owners...


  • Kraków, Lesser Poland emagine Polska Pełny etat

    Location: fully remote or CracowType: Full-timeRate: depends on your expectationsLanguages: English, PolishKey Responsibilities: Risk Model Development & Enhancement:Design, implement, and maintain models for Counterparty Credit Risk (CCR) and Traded Risk, including VaR, Stressed VaR, RNIV, IRC, PFE, EPE, CVA, and Capital...


  • Kraków, Polska HSBC Service Delivery Pełny etat

    Company OverviewHSBC Service Delivery is a global company that provides innovative solutions to its clients. Our team is committed to delivering high-quality services and exceeding customer expectations.Job SummaryWe are seeking a highly skilled Risk Management Specialist to join our team. The successful candidate will be responsible for ensuring compliance...


  • Kraków, Polska Antal Sp. z o.o. Pełny etat

    Senior Risk Modelling AnalystLocation: CracowContract Type: B2BWork Model: Hybrid working model (One day from the office in Krakow)This role involves developing credit risk methodologies within the team responsible for credit risk analytics. The primary focus will be on supporting stress-testing (ST) and IFRS 9 methodology development, though other areas may...


  • Kraków, małopolskie, Polska Antal Sp. z o.o. Pełny etat

    Senior Risk Modelling Analyst Location: CracowContract Type: B2BWork Model: Hybrid working model (One day from the office in Krakow) This role involves developing credit risk methodologies within the team responsible for credit risk analytics. The primary focus will be on supporting stress-testing (ST) and IFRS 9 methodology development, though other areas...

  • Traded Risk Quant

    4 tygodni temu


    Kraków, Lesser Poland HSBC Service Delivery Pełny etat

    Some careers shine brighter than others.If you're looking for a career that will help you stand out, join HSBC, and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further.Your career opportunityThe MGOC team...

  • Traded Risk Quant

    4 tygodni temu


    Kraków, Polska HSBC Service Delivery Pełny etat

    Some careers shine brighter than others.If you're looking for a career that will help you stand out, join HSBC, and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further.Your career opportunityThe MGOC team...


  • Kraków, Lesser Poland HSBC Service Delivery (Polska) Sp. z o.o. Pełny etat

    Job DescriptionThe role of Senior AVP involves working with advanced risk models, focusing on the development, implementation, and maintenance of credit risk analysis frameworks. Key responsibilities include:Designing and implementing impact analyses for the calculation of Risk Weighted Asset (RWA), Expected Loss (EL), and other measures.Developing and...


  • Kapelanka, Kraków, Polska ITDS Pełny etat

    At ITDS, we are seeking a skilled Financial Model Development Specialist to join our team. This role offers an exciting opportunity to work on cutting-edge financial risk models.We are a global leader in the financial services industry, dedicated to developing innovative solutions for financial and operational risks. Our team is focused on creating robust...


  • Kraków, Polska HSBC Service Delivery Pełny etat

    Some careers shine brighter than others.If you're looking for a career that will help you stand out, join HSBC, and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further.Your career opportunityThe Quantitative...


  • Kraków, Lesser Poland emagine Polska Pełny etat

    Work mode – hybrid – 1 day per week in the office in Cracow.Assignment type - B2B. Contract length – 12 months with possibility of extensions. Start – ASAP/ 1 month. Language – English.Industry - banking.Introduction & Summary:emagine is seeking experienced Quant Developers with expertise in Climate Risk. The ideal candidate will possess strong...