- 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. At least part of your experience should be in quantitative model validation or model development,
- good knowledge of financial engineering, statistics, mathematics, econometrics, and/or probability,
- quantitative background, (MSc or PhD degree) in . Econometrics, Quantitative Methods, Quantitative Finance, Mathematics, Statistics, or Physics,
- the ability to clearly, succinctly, and confidently express complex ideas, facts, and opinions. You can communicate them fluently, logically, and in the English language, both in speaking and writing, supported by appropriate tools (plots, tables, data, ,
- the ability to identify hidden problems, analyze key information, and form intelligent connections in order to find appropriate solutions,
- the ability to manage a small team of specialists,
- a genuine passion for continuously improving.
- a research mindset,
- knowledge of Python/SQL/QRM,
- certificates: FRM, PRM, CQF, BTRM or CFA.
- Model analysis,
- Writing validation reports,
- Leading a small team of specialists and communicating with stakeholders,
- Development of tools for automation of validation process.
-
Market Risk Quant
1 tydzień temu
ING Warszawa, Polska W pełnym wymiarze godzinWe are looking for you, if you have: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. At least part of your experience should be in quantitative mode ...
-
Senior Consultant Quant and Risk Financial Services Advisory
4 godziny temu
MAZARS Warsaw, PolskaTwoim zadaniem będzie: · jesteś absolwentem preferowanych przez nas kierunków studiów: matematyka, metody ilościowe, data science · posiadasz co najmniej 2 lata doświadczenia w pracy w instytucji finansowej lub firmie consultingowej · posiadasz wiedzę z zakresu rachunku prawdopod ...
-
Software Engineer
6 dni temu
Citi Warsaw, Polska W pełnym wymiarze godzinJob Description: QRL (Quant Risk Libraries) implements risk models to ensure that the bank's lending portfolios have adequate capital during crisis. We use mathematical modeling and the latest technologies to build loss forecasting and stress testing pipelines. Our systems are re ...
-
Commodities Core Data Engineer
5 dni temu
Ntiative Sp. Z O.o. Warsaw, Polska W pełnym wymiarze godzinCommodities Core Data Engineer Miejsce pracy: Warszawa Technologies we use Expected Python AWS SQL Postgre SQL Microsoft SQL Server Optional Apache Spark Hadoop Hive Operating system Windows About the project We are seeking a Commodities Core Data Engineer for Balyasny Asset Mana ...
-
Software Engineer in Commodities Risk
17 minut temu
StratsLab Warsaw, PolskaWho are we? · StratsLab combines the top-level IT skills and deep financial knowledge to deliver innovative products and services. We are a Developers Driven Company. We have high programming skills and participate in exciting projects worldwide. · StratsLab was founded in 2015 ...
-
Senior Software Engineer in Commodities Risk
4 godziny temu
StratsLab Warsaw, PolskaWho are we? · StratsLab combines the top-level IT skills and deep financial knowledge to deliver innovative products and services. We are a Developers Driven Company. We have high programming skills and participate in exciting projects worldwide. · StratsLab was founded in 2015 ...
Market Risk Quant - Warsaw, Polska - ING
Opis
We are looking for you, if you have:
You'll get extra points for:
English: C2
Your responsibilities:
Information about the squad:
We are responsible for validating IRRBB & ALM models used by ING in about 40 countries all over the globe. We cover an interesting, wide, and evolving set of models ranging from highly technical/quantitative to qualitative/expert-opinion based. We specialize in market risk models in the banking book such as behavioral, interest rates, valuation, replication/hedging, and risk measurement. 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.
The ALM Model Validation Tribe has 50 experts and specialists split into 3 chapters in Amsterdam and 1 chapter in Warsaw. The Warsaw chapter has 15 validators, which constitute an independent team but work very closely with the whole Tribe.