Quantitative Model Validator

We are seeking a highly skilled Quantitative Model Validator to join our team at InghubsPoland.This is an exciting opportunity to work on validating IRRBB & ALM models used by ING in about 40 countries worldwide.About the RoleTo validate mathematical assumptions and business contexts of market risk models in the banking book.To ensure models are fit for...

About the JobCitigroup Inc. is seeking a highly skilled Qualitative Validation Lead to join its Risk organization.This individual will be responsible for reviewing and validating qualitative models used by the company to make informed business decisions.Key ResponsibilitiesReview and validate qualitative models to ensure they meet the company's risk...

Job OverviewGrafton Sp. Z o.o. is seeking a highly skilled Quantitative Risk Model Specialist to join our team.ResponsibilitiesMaintain and improve existing risk capital modelsProvide expertise as a Subject Matter ExpertLead the development and implementation of economic risk capital modelsMonitor production processes, identify risk drivers, and develop...

As a Senior Quantitative Risk Model Analyst, you will be working for our client, a leading global financial institution.You will be responsible for developing and maintaining counterparty credit risk models used for advanced Basel regulatory capital calculations, CCAR/ICAAP estimations, and internal risk measures.This role requires a strong quantitative...

Social network you want to login/join with:Client:Location:Warsaw, PolandJob Category:OtherEU work permit required:YesJob Reference:9480c638b0e9Job Views:12Posted:23.01.2025Expiry Date:09.03.2025Job Description:For a client in the banking industry, we are looking for a person to fill the position of Senior Quantitative Risk Model Analyst.Our Client values...

As a recruitment company, DCG understands that every business is powered by experienced professionals. Our management style and partnership approach enable us to meet your needs and provide continuous support. Due to our ongoing growth and the large number of recruitment projects we undertake for our partners, we are currently looking...

1 day ago Be among the first 25 applicantsAs a recruitment company, DCG understands that every business is powered by experienced professionals. Our management style and partnership approach enable us to meet your needs and provide continuous support. Due to our ongoing growth and the large number of recruitment projects we undertake for our partners, we are...

Press Tab to Move to Skip to Content LinkArea of interest: Governance, Risk Management & CompliancePerforming validation of Traded Risk models used in the Group. This includes analysing model documentation and methodology, implementation and performing model tests and preparation of validation documents and recommendations.Key ResponsibilitiesSupport the...

At Goldman Sachs Bank AG, we are seeking a highly skilled Quantitative Modeller to join our Risk Division.Job Description:We are responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. Our team is part of the Goldman Sachs risk management framework, with primary responsibility to provide...

Quantitative Modeller - Risk Engineering - Analyst/Associate - Warsaw location_on Warsaw, Mazowieckie, PolandRISK ENGINEERINGThe 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...

Opportunity OverviewJOB TYPE: Full-timeCORPORATE TITLE: Vice PresidentOFFICE LOCATION(S): WarsawJOB FUNCTION: Model RiskDIVISION: Risk DivisionRISKOur Risk teams develop comprehensive processes to monitor, assess, and manage the risk of expected and unexpected events that may have an adverse impact on the firm. Risk professionals execute critical day-to-day...

Join to apply for the Credit Risk Models Lead Validator/Expert role at ING Hubs PolandBe among the first 25 applicantsMinimum 5 years' of experience with credit risk modelsKnowledge of IRB and/or IFRS9 models and regulationsKnowledge of statistical tools and modelling techniquesProgramming experience in SAS/Python or similar languageYou will score extra...

About the CompanyGoldman Sachs is a leading global investment banking, securities, and investment management firm. Founded in 1869, we maintain offices around the world and are committed to helping our clients, shareholders, and communities grow.Job DescriptionWe are seeking a highly skilled Quantitative Risk Modeler to join our Model Risk Management team in...

Opportunity OverviewCORPORATE TITLE: AnalystOFFICE LOCATION(S): WarsawJOB FUNCTION: Model RiskDIVISION: Risk DivisionRISKOur Risk teams develop comprehensive processes to monitor, assess, and manage the risk of expected and unexpected events that may have an adverse impact on the firm. Risk professionals execute critical day-to-day risk management...

About the JobWe are seeking a highly skilled Model Risk Specialist to join our Model Risk Management team in Warsaw. As a key member of the team, you will be responsible for performing validation and approval of the firm's models, assessing and quantifying model risk, and overseeing monitoring of ongoing model performance.About the TeamThe Model Risk...

CompatibL, a leading provider of custom software development services, market and credit risk solutions and model validation consultancy for the financial industry, is looking to hire a Junior Quantitative Analyst to join our team in Warsaw.Joining CompatibL is a unique chance that provides the opportunity to work alongside experienced professionals on...

Quantitative Market Risk AnalystWarsaw, Hybrid workWe have an excellent opportunity available for an experienced Quantitative Risk Analyst to join our Market Risk Analytics team in Warsaw office. You will be responsible for critical deliverables involving complex market risk models related to the Value at Risk of the bank. For someone with the right...

Model Risk ManagementAs a Quantitative Risk Management Specialist at Goldman Sachs, you will be responsible for managing and mitigating risks associated with the firm's quantitative models.About the RoleYou will work closely with the Model Risk Management group to develop and implement risk management frameworks and policies, monitor and report on risk...

Job DescriptionWe are seeking a highly skilled Quantitative Risk Modelling Expert to join our team at DCG.Responsibilities:Develop, maintain and enhance counterparty credit risk models, particularly for constructing and calibrating risk covariance matricesCalibrate and manage simulation models for counterparty credit risk assessmentOversee the production and...

About the RoleWe are seeking a highly skilled Quantitative Risk Management Specialist to join our team as an Audit Manager for Model Risk. The successful candidate will have in-depth knowledge of quantitative model risk management processes and associated control requirements.The ideal candidate will possess strong analytical and problem-solving skills, with...