Miejsca pracy
>
Warsaw

    Traded Risk Junior Model Validator - Warsaw, Polska - Standard Chartered Bank

    Standard Chartered Bank
    Standard Chartered Bank Warsaw, Polska

    4 dni temu

    Default job background
    W pełnym wymiarze godzin
    Opis

    Role Responsibilities

  • Support the Global Head of TRMV 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.
  • Work with stakeholders across business to ensure the front office derivative pricing, market and counterparty risk models are properly reviewed and validated.
  • Liaise with key stakeholders, including sales & trading, front office quantitative analysts and developers, market risk management, counterparty risk management, XVA and valuation control throughout the model risk model lifecycle.
  • Contribute to the implementation of independent benchmark/alternative models and development of standardized testing suites to enable exploration and quantification of model risk.
  • Delivery of validations of a high quality and according to agreed timelines.
  • Traded Risk Model Validation is a group that performs in depth technical model validations of models covering pricing, market and counterparty credit risk of derivatives spanning all asset classes.
  • This role is to perform model validations, build benchmark models and conduct testing and develop standardised model testing frameworks. The role is expected to conduct validations flexibly across a broad range of models. The role requires collaborative working both across the local team in Poland and other validators in London and Singapore.
  • Providing of 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.
  • Display exemplary conduct and live by the Group's Values and Code of Conduct.
  • Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Standard Chartered Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct.
  • Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters.
  • Support of Group teams in London and Singapore in ad hoc topics within the scope of Risk Management

    • Our Ideal Candidate

  • PhDs in highly numerical subject such as mathematics, physics, engineering or mathematical finance is expected. Other equivalent highly numerical qualifications/experience which demonstrate a high level of independent technical critique may be exceptionally considered but PhD is preferred.
  • Experience in either a model validation or model development role covering pricing, or risk modelling for derivatives is a bonus although newly graduated PhD candidates who demonstrate knowledge of, and an ability to learn mathematical finance will be considered.
  • Demonstrable knowledge and ability to apply mathematical techniques in modelling problems ideally including stochastic calculus.
  • Knowledge and some practical experience of coding, ideally including C++ but other languages would be considered.
  • Strong communication skills to facilitate the ability to work effectively as part of a Global Team and liaise with key stakeholders. Fluency in written and spoken English.
  • Strong writing skills with ability to present conclusions and recommendations from technical projects to a less technical audience.
  • Citi

    Model Validator

    2 dni temu

    Citi Warsaw, Polska W pełnym wymiarze godzin

    The Model Validator is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within the business. Requires basic ...

  • Citi

    Model Validator

    1 tydzień temu

    Citi Warsaw, Polska W pełnym wymiarze godzin

    The Model Validator is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within the business. Requires basic ...

  • 11101 Citibank Europe plc Poland

    Model Validator

    6 dni temu

    11101 Citibank Europe plc Poland Warsaw, Polska W pełnym wymiarze godzin

    The Model Validator is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within the business. Requires basic ...

  • Citi

    Senior Qualitative Model Validator

    1 dzień temu

    Citi Warsaw, Polska W pełnym wymiarze godzin

    Join our Qualitative Model Validation team If you have a problem solving mindset, enjoy challenging status quo and want to develop in financial forecasting, stress testing, and analyzing different risk categories this role might be for you · Qualitative Model Validation team is ...

  • 11101 Citibank Europe plc Poland

    Senior Qualitative Model Validator

    6 dni temu

    11101 Citibank Europe plc Poland Warsaw, Polska W pełnym wymiarze godzin

    Join our Qualitative Model Validation team If you have a problem solving mindset, enjoy challenging status quo and want to develop in financial forecasting, stress testing, and analyzing different risk categories this role might be for you · Qualitative Model Validation team is ...

  • Citi

    Qualitative Models Validation Senior Analyst

    5 dni temu

    Citi Warsaw, Polska W pełnym wymiarze godzin

    This position is within the Qualitative Model Validation team, which is part of the Model Risk Management (MRM) group within the Risk organization. The Qualitative Model Validation team is responsible for reviewing and assessing qualitative models as part of Citi's Model Risk Man ...

  • ING

    Credit Risk Model Validation Specialist

    3 dni temu

    ING Warsaw, Polska W pełnym wymiarze godzin

    We are looking for you if: · You have a degree (MSc or BSc) in a quantitative/numerical field, · You have experience with credit risk models, · You have knowledge of IRB and/or IFRS9 models and regulations, · You have knowledge of statistical tools and modelling techniques, ...

  • ING

    GenAI and Machine Learning Model Validator

    4 dni temu

    ING Warszawa, Polska W pełnym wymiarze godzin

    We are looking for you if you have:An advanced degree (PhD or Masters) in a quantitative discipline, such as Computer Science, Data Science, Statistics, Mathematics, Physics, Econometrics, Quantitative Finance or related field, · Excellent knowledge of classic machine learning me ...

  • ING

    GenAI and Machine Learning Model Validator

    2 dni temu

    ING Warsaw, Polska W pełnym wymiarze godzin

    We are looking for you if you have: · An advanced degree (PhD or Masters) in a quantitative discipline, such as Computer Science, Data Science, Statistics, Mathematics, Physics, Econometrics, Quantitative Finance or related field, · Excellent knowledge of classic machine learnin ...

  • 11101 Citibank Europe plc Poland

    Qualitative Models Validation Senior Analyst

    1 dzień temu

    11101 Citibank Europe plc Poland Warsaw, Polska W pełnym wymiarze godzin

    This position is within the Qualitative Model Validation team, which is part of the Model Risk Management (MRM) group within the Risk organization. The Qualitative Model Validation team is responsible for reviewing and assessing qualitative models as part of Citi's Model Risk Man ...

  • 11101 Citibank Europe plc Poland

    Cross Asset Markets and Risk Models Validation

    1 tydzień temu

    11101 Citibank Europe plc Poland Warsaw, Polska W pełnym wymiarze godzin

    The MRM Cross Asset Markets and Risk Models Validation team is looking for highly motivated individual with attention to detail and ability to work well with senior stakeholders. The role will have a wide-ranging focus covering validation and key Model Risk Management activities ...

  • Citi

    Cross Asset Markets and Risk Models Validation

    4 godziny temu

    Citi Warsaw, Polska W pełnym wymiarze godzin

    The MRM Cross Asset Markets and Risk Models Validation team is looking for highly motivated individual with attention to detail and ability to work well with senior stakeholders. The role will have a wide-ranging focus covering validation and key Model Risk Management activities ...

  • ING

    Credit Risk Models Lead Validator/Expert

    2 tygodnie temu

    ING Warszawa, Polska W pełnym wymiarze godzin

    We are looking for you, if you haveA degree (MSc or PhD) in a quantitative/numerical fieldMinimum 5 years' of experience with credit risk modelsKnowledge of IRB and/or IFRS9 models and regulationsKnowledge of statistical tools and modelling techniquesProgramming experience in SAS ...

  • PL18 Alcon Polska Sp. z o.o. Company

    Jr Data Analyst

    4 dni temu

    PL18 Alcon Polska Sp. z o.o. Company Warsaw, Polska W pełnym wymiarze godzin

    About Alcon · At Alcon, we are driven by the meaningful work we do to help people see brilliantly. We innovate boldly, champion progress, and act with speed as the global leader in eye care. Here, you'll be recognized for your commitment and contributions and see your career lik ...

  • ARDURA Consulting

    Quality Assurance Engineer

    1 tydzień temu

    ARDURA Consulting Warszawa, Polska

    Expected, Java, JavaScript, Go, Python, NVIDIA stackOperating system, WindowsYour responsibilities, Tests the application for correct functionality and quality., Maintain the code, Develop comprehensive test plans for validating AI/ML models integrated into video streaming platfo ...

  • Nordea Bank

    Internal Audit Manager, Model Risk

    1 tydzień temu

    Nordea Bank Warsaw, Polska

    Job ID: 21135 · #GIA #modelrisk #modelvalidation #internalaudit · Would you like to learn and grow as you build your career with us? We are now looking for a new colleague, who will join the GIA Model Risk team as an Internal Audit Manager. · At Nordea, we're committed to bein ...

  • ING

    Senior Specialist

    1 tydzień temu

    ING Warszawa, Polska W pełnym wymiarze godzin

    We are looking for you, if you have:A degree (MSc or PhD) in a quantitative/numerical field,Minimum 3 years' of experience with credit risk models,Knowledge of statistical tools and modelling techniquesProgramming experience in SAS/ Python or similar languageEnglish level – B2/C1 ...

  • Ardura Consulting

    Quality Assurance Engineer

    1 tydzień temu

    Ardura Consulting Warsaw, Polska W pełnym wymiarze godzin

    Technologies-expected : Java Java Script Go Python NVIDIA stack responsibilities : Tests the application for correct functionality and quality. · Maintain the code Develop comprehensive test plans for validating AI/ML models integrated into video streaming platforms. · Define tes ...

  • Goldman Sachs

    Risk, Model Risk Management, Vice President, Warsaw

    2 dni temu

    Goldman Sachs Warsaw, Polska No

    RISK · Our Risk teams develop comprehensive processes to monitor, assess, and manage the risk of expected and unexpected events that may have an adverse impact on the firm. Risk professionals execute critical day-to-day risk management activities, lead projects, and contribute t ...

  • ING

    Market Risk Quant

    2 dni temu

    ING Warsaw, Polska W pełnym wymiarze godzin

    We 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 ...