Senior Quantitative Risk Professional

Job TitleModel Risk ManagerRole OverviewThis is a challenging and rewarding role that involves managing model risk for the organization. The ideal candidate will have a strong understanding of financial modeling, risk management, and regulatory requirements.Key ResponsibilitiesDevelop and implement models to manage model risk;Conduct regular reviews and...

Independent Model Validation RoleThis specialist quantitative position involves carrying out independent validations of the bank's model landscape, identifying and communicating model limitations and issues.The successful candidate will provide assurance that models and tools developed, maintained, and used within the group are fit for their intended...

What you need to have to succeed in this roleMaster's or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering supported by general knowledge of the financial markets.Comprehensive knowledge of statistical and financial modelling techniques.Knowledge of Traded Risk (Market...

Role OverviewThis is an exciting opportunity to join our Model Risk Management team as a Quantitative Analyst. As a key member of the team, you will play a crucial role in validating and testing models used across various business areas.

Risk Modelling and AnalysisOur organization seeks a seasoned professional to contribute to our Global Risk Analytics (GRA) Traded and Operational (TnO) Risk Analytics team in Kraków.Develop and maintain advanced risk models and methodologies for measuring trading book risks, treasury and liquidity risks as well as operational risk.Assess and validate the...

About Our RoleWe are seeking a highly skilled professional to join our team as an Independent Model Validator. As part of the Model Risk Management function, you will be responsible for ensuring the accuracy and reliability of our models.Our team is based in various regions around the world, providing local subject matter expertise and guidance. This enables...

Senior Credit Risk Modeler Job Description:">The successful candidate will be responsible for developing and enhancing AIRB credit risk models, working on IFRS9 and stress testing models, creating new credit risk models, validating and monitoring models, and conducting impact analysis on Risk-Weighted Assets (RWA) and Expected Credit Loss (ECL).",

What you need to have to succeed in this roleA few years of experience in enterprise development in Python or C++/C, Java, C# etc.At least intermediate knowledge of Python 3.Understanding of software architectural patterns.Knowledge of application development lifecycle.Familiarity with agile practices.Knowledge of code optimization techniques.Deep...

Job DescriptionWe are seeking a highly skilled Senior Quantitative Risk Analyst to join our team. The ideal candidate will have expertise in quantitative finance, risk modeling, and financial mathematics.The successful candidate will be responsible for identifying areas for improvement within risk models, assessing model performance using real-world market...

Key Model Risk Management PositionAbout the RoleWe are seeking an experienced professional to join our Model Risk Management team.The ideal candidate will have a strong quantitative background and experience in model risk management, validation, and review.Key ResponsibilitiesUndertake independent model validations to identify and communicate model...