Quantitative Risk Model Developer
2 tygodni temu
Risk Analytics Products at Citi Solutions Center Poland is responsible for developing and implementing risk models to ensure the bank's lending portfolios have adequate capital during crisis.
We use mathematical modelling and the latest technologies to build loss forecasting and stress testing pipelines. Our systems are responsible for calculating risk on some of the largest portfolios in the bank.
Key Responsibilities:
- Develop and implement models using sound numerical and computational techniques.
- Develop methodologies, algorithms and diagnostic tools for testing model stability and performance.
- Presentation of the model, technology platform and tools to business risk managers, clients and other partners.
- Participant in the analysis and interpretation of model results, incorporating partners' feedback as appropriate into the implementations.
Qualifications:
- A Master's degree in a quantitative field such as physics, engineering, mathematics or statistics.
- Solid programming skills and experience in modelling techniques and numerical implementations.
- Fluency in Python, Linux, numerical libraries and data processing experience.
- Experience in numerical and quantitative methods, monte carlo simulations and analyzing large and complex data sets.
- Interest in developing a career in finance, financial experience is not a requirement.
Benefits:
- Competitive base salary, annually reviewed.
- Private Medical Care Program.
- Life Insurance Program.
- Pension Plan contribution (PPE Program).
- Employee Assistance Program.
- Paid Parental Leave Program (maternity and paternity leave).
- Sport Card.
- Holidays Allowance.
- Sport and team recreation activities.
- Special offers and discounts for employees.
- Access to an array of learning and development resources.
- Discretionary annual performance-related bonus.
- A chance to make a difference with various affinity networks and charity initiatives.
Citi is an equal opportunity and affirmative action employer. Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
-
Quantitative Model Risk Analyst
3 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatAre you looking to advance your career in Model Risk Management? We are seeking a skilled Quantitative Model Risk Analyst to join our team at ING.We are looking for a highly motivated and detail-oriented individual with a strong background in quantitative finance and risk management. As a Quantitative Model Risk Analyst, you will be responsible for...
-
Quantitative Risk Model Specialist
3 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatWe are seeking a highly skilled Quantitative Risk Model Specialist to join our team at ING.About the role:Assess and validate credit risk models to ensure they meet regulatory requirements.Collaborate with model owners and stakeholders to improve model quality and methodology.Develop and maintain high-quality validation reports and documentation.About the...
-
Quantitative Model Risk Analyst
3 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatAbout the RoleWe are seeking a highly skilled Quantitative Model Risk Analyst to join our team in Warsaw.As a Quantitative Model Risk Analyst, you will be responsible for validating market risk, counterparty credit risk, and valuation models for trading books used by ING Group worldwide.Our core mandate is to ensure that models are fit for their designated...
-
Quantitative Trading Model Developer
3 tygodni temu
Warszawa, Mazovia, Polska Global Trading Systems Pełny etatOverviewAt Global Trading Systems, we're seeking a talented individual to join our Automated Volatility Trading group (AVT) as a Quantitative Trading Model Developer. This role involves creating, improving, and maintaining models related to options pricing, which are at the core of our business.Our high-throughput, distributed system constantly updates the...
-
Quantitative Risk Model Developer
4 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatKey Responsibilities:Develop and maintain IFRS9/AIRB models for ING portfolios.Interact with stakeholders from different locations, departments, and seniority levels.About the Team:The Model Development department is responsible for developing risk models at ING. We collaborate with global and local ING offices to create credit risk, operational risk, IRRBB,...
-
Quantitative Risk Modeler
3 tygodni temu
Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etatAt 11101 Citibank Europe plc Poland, we are seeking a skilled Quantitative Developer to join our Risk Analytics Products team. The successful candidate will be responsible for implementing risk models to ensure that the bank's lending portfolios have adequate capital during crisis.We use mathematical modeling and the latest technologies to build loss...
-
Risk Model Developer
2 tygodni temu
Warszawa, Mazovia, Polska Goldman Sachs Pełny etatRisk Engineering OverviewRisk Engineering is a central part of the Goldman Sachs risk management framework. Our team provides robust metrics, data-driven insights, and effective technologies for risk management across the firm. We are responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance.Quantitative...
-
Quantitative Model Risk Analyst
4 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatWe are seeking a highly skilled Quantitative Model Risk Analyst to join our Trading Risk Model Validation Tribe in Warsaw. As a key member of our team, you will be responsible for validating market risk, counterparty credit risk, and valuation models for trading books used by ING Group worldwide.Key responsibilities include:Performing validation of pricing...
-
Quantitative Model Risk Manager
2 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatWe're seeking a skilled Quantitative Model Risk Manager to join our team at ING. As a key member of our Trading Risk Model Validation Tribe, you will be responsible for validating market risk, counterparty credit risk, and valuation models for trading books used by ING Group worldwide.About the role:Perform validation of pricing models, critically analyzing...
-
Quantitative Credit Risk Model Validator
2 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatKey Responsibilities:Validate credit risk models to ensure compliance with regulatory requirements.Develop and maintain high-quality validation reports.Collaborate with model owners and stakeholders to improve model design and performance.About the Role:The Credit Risk Model Validation Specialist will be responsible for assessing the accuracy and reliability...
-
Quantitative Risk Model Evaluator
3 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatKey Responsibilities:We are seeking a highly skilled Credit Risk Model Validation Specialist to join our Risk Hub in Warsaw. As a key member of our team, you will be responsible for:Validating state-of-the-art credit risk models used for regulatory purposes, provisions, and innovative decision-makingConducting thorough assessments of model design,...
-
Quantitative Risk Analyst
1 tydzień temu
Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etatCiti Solutions Center Poland seeks a skilled Quantitative Developer to implement risk models ensuring the bank's lending portfolios have adequate capital during crisis. You will work alongside experienced colleagues to further develop your analytical and quantitative skills, building skills in building products from the ground up for solving real-life...
-
Quantitative Risk Model Expert
2 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatKey Responsibilities:As a Senior Specialist in Credit Risk Modeling, you will be responsible for assessing the validity of credit risk models used by ING. This will involve creating high-quality validation reports, collaborating with model owners and other stakeholders, and improving tools and methodologies.Requirements:Master's degree in a quantitative...
-
Quantitative Model Validator
2 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatJob Description:We are seeking a highly skilled Quantitative Model Validator to join our team in Warsaw.The ideal candidate will have a strong background in quantitative methods, financial engineering, and mathematics, with excellent knowledge of financial derivatives, fixed income products, and stochastic models.You will be responsible for validating...
-
Quantitative Risk Modeler
4 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatJob DescriptionWe are seeking a highly skilled Quantitative Risk Modeler to join our team at ING.About the RoleThe successful candidate will be responsible for leading quantitative analysis, contributing to project planning, and improving model methodology.Key responsibilities include:Developing and implementing quantitative models to manage financial...
-
Quantitative Risk Model Expert
4 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatAbout the Role:We are seeking a highly skilled Quantitative Risk Model Expert to join our team at ING. As a key member of our risk modeling and monitoring squad, you will be responsible for monitoring existing credit risk models, sharing knowledge and expertise, interacting with stakeholders, and writing reports/documentation.Key Responsibilities:Monitoring...
-
Quantitative Model Validation Specialist
3 dni temu
Warszawa, Mazovia, Polska ING Pełny etatAbout the RoleAre you a highly skilled quantitative professional looking to make a meaningful impact in the field of model risk management? We are seeking a talented Quantitative Model Validation Specialist to join our Trading Risk Model Validation Tribe at ING.
-
Quantitative Developer
4 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatAbout the Role:We are seeking a skilled Quantitative Developer to join our Model Development department at ING. As a key member of the team, you will be responsible for developing and maintaining IFRS9/AIRB models for our portfolios.Key Responsibilities:Develop and maintain IFRS9/AIRB models for ING portfoliosInteract with stakeholders from different...
-
Quantitative Trading Model Developer
4 tygodni temu
Warszawa, Mazovia, Polska Global Trading Systems Pełny etatAbout the RoleThe Automated Volatility Trading group at Global Trading Systems is a leading options market maker quoting in over 1 million individual securities across 16 global options exchanges.This position focuses on creating, improving, and maintaining models related to options pricing, which are at the core of our business, feeding everything from...
-
Quantitative Risk Model Expert
3 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatAbout the Role:We are seeking a highly skilled Quantitative Risk Model Expert to join our team at ING. As a key member of our squad, you will be responsible for monitoring existing credit risk models, sharing knowledge and expertise, interacting with stakeholders, and writing reports/documentation.Key Responsibilities:Monitoring of existing credit risk...