Quantitative Risk Analyst
2 tygodni temu
Risk Management Expertise
At Goldman Sachs, we are seeking a highly skilled Quantitative Modeller to join our Risk division. This team is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm.
The successful candidate will work closely with our Risk Engineering team, providing robust metrics, data-driven insights, and effective technologies for risk management.
Key Responsibilities
- Design, implement, and maintain quantitative measures used in the Counterparty Credit Risk area, such as Expected Exposure, Credit Valuation Adjustment, and Potential Exposure for risk management.
- Implement, maintain, and test models using proprietary object database and programming language.
- Coordinate across multiple groups, including other teams of quantitative modellers, technology, and controllers to implement the new capital regulations.
- Communicate clearly complex modelling concepts with internal and external stakeholders such as risk managers, senior management, and regulators.
- Perform quantitative analysis and facilitate understanding of the risk for a variety of financial derivatives across all asset classes, including exotic products.
Requirements
- We consider candidates with all degree types in a quantitative discipline (Engineering, Mathematics, Physics, Statistics, Econometrics, Computer Science).
- Excellent problem-solving, analytical thinking, and interpersonal skills.
- Strong programming skills and interest in model development/optimization/refactoring/debugging.
- Exceptional written and verbal communication skills – ability to explain complex modelling concepts to a non-technical audience.
- Ability to multi-task and managing deliverables across multiple stakeholders.
-
Quantitative Risk Analyst
2 tygodni temu
Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etatAre you looking for a challenging role that will put your analytical skills to the test? As a Quantitative Risk Analyst at 11101 Citibank Europe plc Poland, you will be responsible for developing and maintaining methodologies to calculate counterparty credit risk exposures for derivatives products.The Counterparty Credit Risk Quantitative Analysis team is a...
-
Quantitative Risk Analyst
2 tygodni temu
Warszawa, Mazovia, Polska Goldman Sachs Pełny etatRisk Management RoleGoldman Sachs is seeking a skilled Quantitative Risk Analyst to join our Risk Engineering team. As a key member of our team, you will be responsible for designing, implementing, and maintaining quantitative measures used in the Counterparty Credit Risk area.ResponsibilitiesDevelop and maintain complex models using proprietary object...
-
Risk Quantitative Analyst
3 tygodni temu
Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etatAbout 11101 Citibank Europe plc Poland:11101 Citibank Europe plc Poland is a leading financial institution with a strong presence in the global market. Our risk modeling and data analytics team, DART, plays a crucial role in calculating risk for our largest portfolios.About People in DART:We are a diverse group of professionals with backgrounds in physics,...
-
Quantitative Analyst
7 dni temu
Warszawa, Mazovia, Polska ING Pełny etatKey Responsibilities:We are seeking a highly skilled Quantitative Analyst to join our team at ING. As a Quantitative Analyst, you will be responsible for leading quantitative analysis, contributing to project planning, and improving model methodology.Requirements:Academic degree in econometrics, quantitative methods, statistics, mathematics, physics, or a...
-
Quantitative Model Risk Analyst
2 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 Model Risk Analyst
2 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 Risk Analyst for Credit Risk Economic Capital
2 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatJob Requirements:We are seeking a highly skilled Quantitative Risk Analyst to join our team at ING. The ideal candidate will have a strong academic background in a quantitative field, with a sound knowledge of statistical inference and econometric methods. Proficiency in programming languages such as SAS, R, or Python is essential, as well as experience with...
-
Quantitative Analyst
3 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatJob Title: Junior Quantitative AnalystWe are seeking a highly skilled and motivated Junior Quantitative 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.About the...
-
Quantitative Analyst
2 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatKey Responsibilities:We are seeking a highly skilled Quantitative Analyst to join our team at ING. As a Quantitative Analyst, you will be responsible for leading quantitative analysis, contributing to project planning, and improving model methodology.Requirements:An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics,...
-
Quantitative Risk Modeler
1 tydzień temu
Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etatAbout the Role:Citibank Europe plc Poland is seeking a highly skilled Risk Quantitative Analyst to join our team. As a key member of our risk modeling and data analytics team, you will play a critical role in calculating risk for our largest portfolios.About the Team:You will work alongside experienced colleagues to develop your analytical and quantitative...
-
Quantitative Risk Analyst
3 tygodni temu
Warszawa, Mazovia, Polska Goldman Sachs Pełny etatRisk Engineering RoleThe Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. Risk Engineering, which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-driven...
-
Quantitative Analyst
3 tygodni temu
Warszawa, Mazovia, Polska ING Pełny etatJob DescriptionWe are seeking a highly skilled Quantitative Analyst to join our team in Warsaw. 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.Key ResponsibilitiesPerform validation of pricing models,...
-
Quantitative Risk Analyst
3 tygodni temu
Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etatAbout DART:DART is a leading risk modeling and data analytics team at Citibank Europe plc Poland. We use mathematical modeling and cutting-edge technologies to calculate risk for the bank's largest portfolios. Our team communicates risk to senior stakeholders through visualizations and dashboards, ensuring the bank has adequate capital during crisis.About...
-
Quantitative Risk Analyst
3 tygodni temu
Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etatAbout Citibank Europe plc Poland: Citibank Europe plc Poland is at the forefront of risk modeling and data analytics. Our team employs advanced mathematical techniques and cutting-edge technology to assess risk across extensive portfolios. We utilize visual tools and dashboards to effectively convey risk insights to senior management. Our analytical...
-
Quantitative Risk Analyst
3 tygodni temu
Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etatAbout DART:DART is a leading risk modeling and data analytics team at Citibank, utilizing mathematical modeling and cutting-edge technologies to calculate risk for the bank's largest portfolios. Our team uses visualizations and dashboards to effectively communicate risk to senior stakeholders, ensuring the bank has adequate capital during times of...
-
Quantitative Risk Analyst
3 tygodni temu
Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etatAbout DART:DART is a leading risk modeling and data analytics team at Citibank Europe plc Poland, utilizing mathematical modeling and cutting-edge technologies to calculate risk for the bank's largest portfolios. Our team communicates risk to senior stakeholders through visualizations and dashboards, ensuring the bank has adequate capital during crisis.About...
-
Quantitative Risk Analyst
3 tygodni temu
Warszawa, Mazovia, Polska 11101 Citibank Europe plc Poland Pełny etatAbout Citibank Europe plc Poland: Citibank Europe plc Poland is at the forefront of risk assessment and data analytics. Our team employs advanced mathematical techniques and cutting-edge technology to evaluate risk across substantial portfolios. We utilize visual tools and dashboards to convey risk insights to executive leadership. Our analytical...
-
Quantitative Model Risk Analyst
3 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 Risk Analyst
2 dni 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 Analyst, Treasury Quantitative Strategist
3 tygodni temu
Warszawa, Mazovia, Polska Point72 Pełny etatJob SummaryWe are seeking a highly skilled Quantitative Analyst to join our Treasury Analytics team. As a key member of our team, you will be responsible for developing and implementing quantitative models to improve optimization capabilities.Key ResponsibilitiesDevelop and maintain quantitative models for the Treasury function, including cash management,...