Aktualne oferty pracy związane z Senior Market Risk Quantitative Analyst - Warszawa, Mazovia - ING
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Senior Corporate Credit Risk Strategist
1 tydzień temu
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3 tygodni temu
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3 tygodni temu
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1 tydzień temu
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Senior Credit Risk Specialist
3 tygodni temu
Warszawa, Mazovia, Polska ManpowerGroup Sp. z o.o. Pełny etatAbout the RoleManpowerGroup Sp. z o.o., a global leader in employment services with over 70 years of experience, is seeking a highly skilled Senior Credit Risk Specialist to join our team. With operations in 82 countries and a presence in Poland since 2001, we offer a unique opportunity to work in an international environment.Key ResponsibilitiesAnalyze...
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Senior Financial Risk Management Specialist with English
1 tydzień temu
Warszawa, Mazovia, Polska ManpowerGroup Sp. z o.o. Pełny etatAbout the RoleWe are seeking a highly skilled Senior Financial Risk Management Specialist to join our team at ManpowerGroup Sp. z o.o. This is a fantastic opportunity for an experienced professional to work in a dynamic environment and contribute to the success of our organization.Job DescriptionThe successful candidate will be responsible for credit risk...
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Senior Market Risk Quantitative Analyst
2 miesięcy temu
We are looking for a highly skilled and experienced Senior Market Risk Quantitative Analyst to join our team in Amsterdam or Warsaw. As a key member of the ALM Model Validation Tribe, you will be responsible for validating IRRBB & ALM models used by ING in 40 countries worldwide.
Responsibilities- Conduct thorough analysis of market risk models in the banking book, including behavioral, interest rates, valuation, replication/hedging, and risk measurement models.
- Lead a small team of specialists and communicate effectively with stakeholders, ensuring that all validation reports are accurate and compliant with regulations and best practices.
- Develop tools for automating the validation process, leveraging your expertise in Python/SQL/QRM and other relevant technologies.
Our ideal candidate has 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, with a strong background in quantitative model validation or model development. They should possess a MSc or PhD degree in Econometrics, Quantitative Methods, Quantitative Finance, Mathematics, Statistics, or Physics, and have excellent communication skills, both written and verbal.
About the RoleThis is a challenging and rewarding opportunity for a seasoned professional to make a significant impact on the validation of complex market risk models. If you have a genuine passion for continuously improving and a research mindset, we encourage you to apply.
About UsThe ALM Model Validation Tribe has 50 experts and specialists split into 3 chapters in Amsterdam and 1 chapter in Warsaw. We cover an interesting, wide, and evolving set of models ranging from highly technical/quantitative to qualitative/expert-opinion based. Our core mandate is to address whether a particular model is fit for its designated purpose, based on mathematical assumptions, appropriate business contexts, academic theories, and empirical evidence, and is properly adherent to regulations, best practices, and the latest technological innovations.
What We OfferWe offer a competitive salary package of approximately €80,000 per annum, commensurate with experience, plus additional benefits, including health insurance, pension scheme, and generous annual leave. Our team members also enjoy flexible working hours, remote work options, and a dynamic work environment that encourages collaboration, innovation, and growth.
