Quantitative Validation Specialist

4 dni temu

Warszawa, Polska ERGO Technology & Services S.A. Pełny etat
Quantitative Validation Specialist (Actuarial Validation Unit)

We are seeking a skilled Quantitative Validation Specialist to join our Actuarial Validation Unit. The ideal candidate will have experience in developing and implementing approaches, methods, tools, and processes for the quantitative and qualitative validation of stochastic valuation models.

Responsibilities

  • Develop and implement approaches, methods, tools, and processes for the quantitative and qualitative validation of stochastic valuation models.
  • Technical supervising and executing of the validation of models for risk and technical provisions calculations.
  • Formulate, align, and validate validation findings and define appropriate measures, recommendations with involved stakeholders.
  • Prepare validation reports.
  • Support the Head of validation Unit and the Actuarial Functions to formulate their opinion on the adequacy and reliability of the used valuation and risk models.

Requirements

  • Fluent English.
  • University degree in mathematics, computer science, or comparable education with a focus on financial mathematics.
  • Professional experience (at least 2 years) in Health insurance (German market) in at least one of the following fields: risk management, actuarial, statistics, IFRS 17, or ALM.
  • Competence to provide professional guidance.
  • Very good communication skills and a strong team spirit.
  • Independent way of working and a high level of commitment and integrity.
  • Proactive approach to work.
  • Willingness to travel abroad (once-twice per quarter, 2/3 days).

Benefits

  • Sharing the costs of sports activities.
  • Private medical care.
  • Sharing the costs of foreign language classes.
  • Sharing the costs of professional training & courses.
  • Life insurance.
  • Remote work opportunities.
  • Integration events.
  • Employee referral program.
  • Charity initiatives.

ERGO Technology & Services S.A. is a global leader in providing innovative solutions to everyday problems. As a key player in the insurance industry, we are committed to fostering innovation and meeting the evolving needs of our clients worldwide. We implement AI, IoT, Voice Recognition, Big Data science, advanced mobile solutions, and business-related services to anticipate and address our customers' future needs.

  • Quantitative Risk Model Validation Expert

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    Key Responsibilities:We are seeking a skilled Credit Risk Model Validation Specialist to join our team at ING. As a key member of our Risk Hub Warsaw, you will be responsible for assessing credit risk models, creating high-quality validation reports, and collaborating with model owners and other stakeholders.Requirements:Master's or Bachelor's degree in a...

  • Quantitative Analyst

    3 tygodni temu

    Warszawa, Polska ING Hubs Poland Pełny etat

    {"title": "Quantitative Analyst - Model Validation Expert", "content": "Join Our Team of ExpertsWe are seeking a highly skilled Quantitative Analyst to join our team in Warsaw, Poland. As a Quantitative Analyst, you will be responsible for validating pricing models, leading validation projects, and communicating with model stakeholders.Our team is part of...

  • Quantitative Risk Model Specialist

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    We 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 Analyst

    3 tygodni temu

    Warszawa, Polska ING Hubs Poland Pełny etat

    About the RoleWe are seeking a highly skilled 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 pricing models, leading validation projects, and communicating with model stakeholders.Key ResponsibilitiesPerform in-depth validation of pricing models, analyzing...

  • Quantitative Analyst

    3 tygodni temu

    Warszawa, Polska ING Hubs Poland Pełny etat

    {"title": "Quantitative Analyst", "content": "Job DescriptionWe are seeking a highly skilled Quantitative Analyst to join our team in Warsaw. As a Quantitative Analyst, you will be responsible for validating pricing models, leading validation projects, and communicating with model stakeholders.Key Responsibilities:Perform validation of pricing models,...

  • Quantitative Risk Modeling Specialist

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    Join ING’s Model Development Department as a Quantitative Risk Modeling Specialist and develop cutting-edge IFRS9/AIRB models for our portfolios.Key Responsibilities:Develop and maintain IFRS9/AIRB models for ING portfoliosCollaborate with stakeholders from various locations, departments, and seniority levelsAbout the Team:The Model Development department...

  • Quantitative Analyst

    3 tygodni temu

    Warszawa, Polska ING Hubs Poland Pełny etat

    Quantitative Analyst Job DescriptionWe are seeking a highly skilled Quantitative Analyst to join our team at ING Hubs Poland. As a Quantitative Analyst, you will be responsible for validating pricing models, leading validation projects, and communicating with model stakeholders.Key Responsibilities:Perform validation of pricing models, analyzing model...

  • Quantitative Analyst

    3 tygodni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    Job 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 Model Validator Specialist

    3 tygodni temu

    Warszawa, Mazovia, Polska Antal Sp. z o.o. Pełny etat

    Quantitative Model Validator Job DescriptionWe are seeking a highly skilled Quantitative Model Validator to join our team at Antal Sp. z o.o. in a hybrid work environment.Key Responsibilities:Validate pricing models to ensure accuracy and identify potential risks.Develop and implement alternative models to improve pricing efficiency.Lead validation projects...

  • Quantitative Analyst

    3 tygodni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    Job 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

    3 tygodni temu

    Warszawa, Polska ING Hubs Poland Pełny etat

    Job Title: Quantitative AnalystWe are seeking a highly skilled Quantitative Analyst to join our team at ING Hubs Poland. As a Quantitative Analyst, you will be responsible for performing validation of pricing models, leading validation projects, and communicating with model stakeholders.Key Responsibilities:Perform validation of pricing models, where you...

  • Quantitative Risk Model Validation Specialist

    1 tydzień temu

    Warszawa, Mazovia, Polska MyGwork Pełny etat

    Job Summary: Support the Global Head of TRMV (Traded Risk Model Validation) by providing fungible validation resources across valuation, market and counterparty risk models with the TRMV model universe and mitigating the need for additional surge capacity and leading to a more efficient validation function.Main Responsibilities:Work with stakeholders across...

  • Quantitative Risk Management Specialist

    4 dni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    Key Responsibilities:We are seeking a skilled Quantitative Risk Management Specialist to join our team. As a Model Risk Auditor, you will be responsible for:Performing model-related audits, primarily within the risk domain.Reviewing and following up on regulatory and non-regulatory model-related improvements.Contributing to the development of model risk...

  • Senior Quantitative Analyst

    3 tygodni temu

    Warszawa, Polska ING Hubs Poland Pełny etat

    Senior Specialist - Credit Risk Model ValidationWe are seeking a highly skilled and experienced Senior Specialist to join our team at ING Hubs Poland. As a Senior Specialist, you will play a critical role in validating state-of-the-art credit risk models used for regulatory purposes, provisions, and innovative decision models.Key Responsibilities:Assess and...

  • Quantitative Analyst

    3 tygodni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    About the RoleWe are seeking a highly skilled 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.Key ResponsibilitiesPerform validation of pricing models,...

  • Quantitative Analyst

    3 tygodni temu

    Warszawa, Polska ING Hubs Poland Pełny etat

    Job Title: Quantitative AnalystWe are seeking a highly skilled Quantitative Analyst to join our team at ING Hubs Poland. As a Quantitative Analyst, you will be responsible for validating pricing models, leading validation projects, and communicating with model stakeholders.About the RoleThe Trading Risk Model Validation Tribe has 40 experts and specialists...

  • Quantitative Credit Risk Model Validator

    1 tydzień temu

    Warszawa, Mazovia, Polska ING Pełny etat

    Key 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 Analyst

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    Key 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,...

  • Senior Quantitative Specialist

    3 tygodni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    Senior Specialist - Credit Risk Model ValidationWe are seeking a highly skilled Senior Specialist to join our team in Warsaw, Poland. As a key member of our central risk team, you will be responsible for validating state-of-the-art credit risk models used for regulatory purposes, provisions, and innovative decision models.Key Responsibilities:Assess and...

  • Quantitative Risk Model Evaluator

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    Key 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,...