Ta oferta pracy została opublikowana ponad 40 dni temu i może być nieaktualna.
0
kandydatów
Expert in Quantitative Methods for Credit Economic Capital Modelling [rekrutacja online]
Firma: ING Tech Poland miejsce pracy: Warszawa
Expert in Quantitative Methods for Credit Economic Capital Modelling [rekrutacja online]
Miejsce pracy: Warszawa
We are looking for you if:
- You have an academic degree (MSc or PhD) in mathematics, econometrics, quantitative methods, statistics, physics or a similar quantitative field
- You have sound knowledge of statistical modelling and econometric methods
- You have experience with statistical programming (e.g. Python, R, SAS)
- You have at least 2 year experience with development and/or validation of Economic Capital credit risk modelling
- You have experience with databases, data modelling, data preparation and data quality control is considered as a plus
- You have an ability to clearly and succinctly express ideas, facts and opinions
- You have an ability to identify problems, analyzing key information and making connections, in order to find appropriate solutions.
- You complete tasks and achieves results in an efficient, timely and high-quality manner, with a focus on execution and delivery of targets and KPIs.
You'll get extra points for:
- Knowledge of financial regulation (Basel, EBA, IFRS9)
- Knowledge of and experience with advanced statistical techniques such as multifactor modelling, Monte Carlo simulation, Bayesian statistics
- Experience in research on applied econometric/statistic methods
- Strong analytical and problem-solving capabilities
- Communication and presentation skills, advanced level of English (C1 or above)
- Independent, creative and pro-active mind-set
- Keen on innovation
Information about squad:
At ING we follow the Agile approach, using flexible frameworks like Scrum for our daily work. We are innovative and we trust people we work with. The Economic Capital credit risk models are core to the success of ING and include IRB and IFRS9 models (PD, LGD, EAD) for retail and wholesale portfolios, as well as non-regulatory models. The models are used by all local Risk Management (RM) units within ING. You will be given the opportunity to gain further experience in Economic Capital modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies and cooperate closely with the rest of the team located in Amsterdam and data feeding squads located in Warsaw.
- contract of employment
type of contract - 7:00 - 9:00 - 15:00 - 17:00
work hours - Zajęcza 4, Warszawa
this is the location of our office
Scope of duties
50%- Development and maintenance of credit economic capital model
20%- Interact with stakeholders
20%- Share knowledge and expertise on the methodology
10%- Prepare documentation
Your development
- professional development
- certificates and knowledge development
- training budget
- access to the newest technologies
- international projects
- free English courses
- provate medical care
- 50% funded Multisport Card
- bicycle parking
- chillout rooms
- integration events and Stay Fit program
- stability of employement
- fully equipped workstations
- kitchen
ING Tech Poland
Praca Warszawa
Praca Specjalista ds. Ryzyka Kredytowego
Praca Specjalista ds. Oceny Ryzyka mazowieckie
PUP Warszawa
Praca Expert in Quantitative Methods for Credit Economic Capital Modelling [rekrutacja online]
Praca Specjalista ds. Ryzyka i Analiz Warszawa
Praca Radom
Praca Płock
Praca Analityk Danych
Pozostałe oferty pracy w firmie ING Tech Poland
Financial Risk Analyst - Economic Capital & Consolidation [rekrutacja online] w firmie: ING Tech Poland miejsce pracy: Warszawa
03-01-2022
Financial Markets Quant Developer [rekrutacja online] w firmie: ING Tech Poland miejsce pracy: Warszawa
03-01-2022
Expert in Quantitative Methods for Credit Economic Capital Modelling [rekrutacja online] w firmie: ING Tech Poland miejsce pracy: Warszawa
03-01-2022
Credit Risk Modelling Expert [rekrutacja online] w firmie: ING Tech Poland miejsce pracy: Warszawa
03-01-2022
Credit Risk Modelling Specialist [rekrutacja online] w firmie: ING Tech Poland miejsce pracy: Warszawa
03-01-2022
Data dodania: 04-12-2021
Wyświetleń: 110
Wyświetleń: 110