Interest Rate Modeling Specialist
5 dni temu
Welcome to Goldman Sachs, where we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Our Corporate Treasury (CT) Engineering team lies at the heart of the firm, ensuring all businesses have the appropriate level of funding to conduct their activities, while also optimizing the firm's liquidity and managing its risk.
The Interest Rate Risk (IRR) and Analytics Strats team within CT is responsible for developing quantitative models for Asset Liability Management to optimize, analyze and manage the Firm's interest rate income generated from our assets and interest rate expense incurred on our liabilities. As part of the team you will be involved in capital markets and banking initiatives, new business activities and firmwide strategic programs.
We are seeking a skilled Quantitative Engineer to join our IRR and Analytics Strats team within CT. The successful candidate will be responsible for developing quantitative models for interest rate risk, from both economic and earnings perspectives, liquidity & currency risks.
Key Responsibilities:
- Model Development: Develop and implement quantitative models for interest rate risk management;
- Strategy Optimization: Optimize the firm's interest rate income by developing balance sheet analytics and hedging strategies under various market environments;
- Process Improvement: Understand business needs, data requirements and specifications; facilitate and develop process workflow required to support implementation of engineering solutions;
- Analysis and Communication: Perform quantitative analysis and facilitate business understanding of technical results;
- Collaboration: Work with other Strats and technology departments to optimally leverage financial resources to achieve commercial priorities;
-
Interest Rate Trading Risk Manager
7 dni temu
Warszawa, Mazovia, Polska TN Poland Pełny etatJob DescriptionThis is an exciting opportunity to join our team as a Rates Product Control Specialist at TN Poland.In this role, you will have extensive interaction with the Front Office trading desk, Market Risk, and wider support functions team.Responsibilities Include:Daily analysis of P&L and risk data for the Rates trading deskValidation of daily P&L...
-
Quantitative Risk Modeling Specialist
1 tydzień temu
Warszawa, Mazovia, Polska TN Poland Pełny etatResponsibilitiesThe Quantitative Risk Modeling Specialist will synthesize and communicate complex risk exposures and metrics. You will analyze, implement, and automate underlying data, data flows, and data controls to enhance processes and efficiency.You will work closely with risk managers, businesses, modelers, and tech teams to design and build analytical...
-
Quantitative Engineering
4 tygodni temu
Warszawa, Mazovia, Polska TN Poland Pełny etatQuantitative Engineering - Corporate Treasury RoleWe are seeking an experienced Quantitative Engineer to join our Corporate Treasury team in Warsaw. This is an exciting opportunity to work at the intersection of computer science, finance, and mathematics.About Corporate TreasuryCorporate Treasury (CT) lies at the heart of Goldman Sachs, ensuring that all...
-
Technical Modeling Expert
1 tydzień temu
Warszawa, Mazovia, Polska GE Aerospace Pełny etat**Job Description Summary**We are looking for an experienced Project Risk Specialist to join our team at GE Aerospace. As a Project Risk Specialist, you will be responsible for providing support on pre- and post-contractual administration & management, Terms & Conditions of the contract and the Management of claims.About the RoleThis position will report to...
-
Credit Risk Modeling Expert
1 tydzień temu
Warszawa, Mazovia, Polska Antal Pełny etatAbout the JobJob Description:Our Client is a leading global financial institution committed to delivering exceptional banking services worldwide. We are looking for a Senior Credit Risk Modeling Specialist to join our Client's growing Credit Risk Modeling team.The successful candidate will have a proven track record in leadership roles, extensive exposure to...
-
Statistical Modeling Specialist
4 dni temu
Warszawa, Mazovia, Polska IFS Pełny etatRequired Skills and QualificationsC# or similar object-oriented language experienceStrong communication and stakeholder management skillsUnit testing and automated integration testing expertiseGit and relational database (Oracle) experienceMathematics and statistical modeling knowledge
-
Risk Modeller for ALM Models
4 tygodni temu
Warszawa, Mazovia, Polska Inghubspoland Pełny etatJoin to apply for the Risk Modeller for ALM Models role at ING Hubs Poland.We Are Looking For You, If You HaveAn academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field.Minimum 3 years of experience in IRRBB.Sound knowledge of interest rate risk measures (BPV, VaR, NII, EVE) and...
-
Quantitative Engineer
5 dni temu
Warszawa, Mazovia, Polska Goldman Sachs Bank AG Pełny etatQuantitative Engineer - Corporate Treasury - Associate - Warsaw location_on Warsaw, Mazowieckie, PolandIn Corporate Treasury (CT) Engineering, you'll find an exciting confluence of computer science, finance and mathematics being used to solve for what our shareholders would like from us – a high return for the right risk taken. Corporate Treasury lies at...
-
Warszawa, Mazovia, Polska IPPT PAN - Institute of Fundamental Technological Research Polish Academy of Sciences Pełny etatWe are looking for a highly skilled multiphysics modeling specialist to join our research team at the Institute of Fundamental Technological Research, Polish Academy of Sciences (IPPT PAN). The successful candidate will work on developing and applying atomistic-based multiphysics models to investigate the properties and behaviors of silicon-based anodes in...
-
Senior Credit Risk Modeling Specialist @
2 tygodni temu
Warszawa, Mazovia, Polska Antal Pełny etatLocation: Kraków, warszawa Office attendance: 1 day per month in the office Recruitment process: online About your future employer: Our Client is a leading global financial institution committed to delivering exceptional banking services worldwide. We are looking for a Senior Credit Risk Modeling Specialist to join our Client's growing Credit Risk...
-
Senior Credit Risk Modeling Specialist @
3 tygodni temu
Warszawa, Mazovia, Polska Antal Pełny etatLocation: Kraków, warszawaOffice attendance: 1 day per month in the officeRecruitment process: online About your future employer:Our Client is a leading global financial institution committed to delivering exceptional banking services worldwide. We are looking for a Senior Credit Risk Modeling Specialist to join our Client's growing Credit Risk Modeling...
-
Treasury Specialist
4 tygodni temu
Warszawa, Mazovia, Polska Tias | there is always a solution Pełny etatTreasury SpecialistYour responsibilitiesCash flow monitoring; Forecasting the company's financial needs; Creation of forecasting models (balance sheet, P&L and cash flow) aimed at forecasting liquidity; Optimisation of cash balances in various bank accounts; ...
-
Quantitative Risk Modeling Specialist
1 tydzień temu
Warszawa, Mazovia, Polska TN Poland Pełny etatCompany OverviewCiti is a leading global bank with a strong presence in the financial industry. As a risk modeling and data analytics team, we play a crucial role in ensuring the bank's capital adequacy during crisis situations. Job DescriptionWe are seeking a highly skilled Risk Quantitative Analyst to join our team. The successful candidate will be...
-
Risk Quantitative Modeling Specialist
1 dzień temu
Warszawa, Mazovia, Polska TN Poland Pełny etatCiti is a leading risk modeling and data analytics team in TN Poland. We use advanced mathematical models and technologies to calculate risk for large portfolios. Our goal is to provide senior stakeholders with clear and concise risk information using visualizations and dashboards.Our team consists of diverse professionals with backgrounds in physics,...
-
Financial Engineer for Corporate Treasury
5 dni temu
Warszawa, Mazovia, Polska Goldman Sachs Bank AG Pełny etatCorporate Treasury (CT) Engineering at Goldman Sachs is a dynamic and challenging environment that requires a unique blend of technical skills, business acumen and creativity. Our team lies at the heart of the firm, ensuring all businesses have the appropriate level of funding to conduct their activities, while also optimizing the firm's liquidity and...
-
Risk Management Quantitative Expert
5 dni temu
Warszawa, Mazovia, Polska Goldman Sachs Bank AG Pełny etatIn this role, you will have the opportunity to work on cutting-edge projects and contribute to the development of innovative solutions that drive business growth and profitability. Our Corporate Treasury (CT) Engineering team lies at the heart of the firm, ensuring all businesses have the appropriate level of funding to conduct their activities, while also...
-
Data Modeling Specialist
5 dni temu
Warszawa, Mazovia, Polska Cloudicagroup Pełny etatWe're looking for a skilled Power BI consultant to join our team and contribute to the development of innovative data solutions. As a key member of our team, you'll work closely with stakeholders to identify business needs and create tailored reports and dashboards that drive results.About Our Technology StackWe're committed to using the latest technologies...
-
Quantitative Risk Analyst
5 dni temu
Warszawa, Mazovia, Polska Goldman Sachs Bank AG Pełny etatAt Goldman Sachs, you will find an exciting confluence of computer science, finance and mathematics being used to solve for what our shareholders would like from us – a high return for the right risk taken. Our Corporate Treasury (CT) Engineering team lies at the heart of the firm, ensuring all businesses have the appropriate level of funding to conduct...
-
Researcher Position
5 dni temu
Warszawa, Mazovia, Polska IPPT PAN - Institute of Fundamental Technological Research Polish Academy of Sciences Pełny etat**Job Description:**We are seeking a highly motivated and skilled researcher to join our team at the Institute of Fundamental Technological Research, Polish Academy of Sciences (IPPT PAN). As a researcher, you will be working on atomistic-based multiphysics modeling to explore the properties and behaviors of silicon-based anodes in lithium-ion...
-
Risk Analysis Specialist
4 dni temu
Warszawa, Mazovia, Polska Experis ManpowerGroup Sp. z o.o. Pełny etatOverviewThe Rates & FX Market Risk Reporting team are responsible for producing management reports and dashboards, providing insightful analytics into both the Rates & FX portfolios and performing market risk limit setup and monitoring on behalf of Global Rates & FX Market Risk Management.Key Responsibilities:Prepare and distribute risk content on various...