model validation or model development with solid knowledge in the area of Pricing, Trading Risk or generic Market Risk, the..., quantify missing risk, develop challenger models, and make final judgement on the quality of the model. Lead the relevant...
Rate Risk in the Banking Book (IRRBB), Economic Capital (EC), or generic Market Risk or Liquidity Risk. At least part... of models ranging from highly technical/quantitative to qualitative/expert-opinion based. We specialize in market risk models...
for you. As the Qualitative Risk Appetite Support, you'll be a key member of the EMEA Qualitative Risk Appetite Support Team... Qualitative Risk Appetite (QRA) framework across the region. You will play a critical role in performing complex data and business...
’ of experience with credit risk models, Knowledge of statistical tools and modelling techniques Programming experience in SAS... of credit risk models Creation of high-quality validation reports Collaboration with model owners and other stakeholders...
’ of experience with credit risk models Knowledge of IRB and/or IFRS9 models and regulations Knowledge of statistical tools... Ability to work on multiple projects Positive & constructive mindset Your responsibilities: Assessment of credit risk models...
We are looking for you, if you have: at least 1 year of experience in Market Risk or Liquidity Risk. Ideally... of models ranging from highly technical/quantitative to qualitative/expert-opinion based. We specialize in market risk models...
’ of experience with credit risk models Knowledge of IRB and/or IFRS9 models and regulations Knowledge of statistical tools... Ability to work on multiple projects Positive & constructive mindset Your responsibilities: Assessment of credit risk models...
, mathematics, econometrics, and/or probability, good knowledge of market risk models e.g. VaR, Expected Shortfall, FRTB...) and/ or counterparty credit risk (e.g. SIMM, CVA, PFE calculation), knowledge of financial products (e.g. bonds) and financial derivatives...
Are you looking forward to kickstart your career in Model Risk Management? Then we have good news… we are hiring... in quantitative model validation or model development in the Market risk area, a research mindset, knowledge of Python and/or C...
Are you looking forward to kickstart your career in Model Risk Management? Then we have good news… we are hiring... in quantitative model validation or model development in the Market risk area, a research mindset, knowledge of Python and/or C...
Rate Risk in the Banking Book (IRRBB), Economic Capital (EC), or generic Market Risk or Liquidity Risk. At least part... of models ranging from highly technical/quantitative to qualitative/expert-opinion based. We specialize in market risk models...
model validation or model development with solid knowledge in the area of Pricing, Trading Risk or generic Market Risk, the..., quantify missing risk, develop challenger models, and make final judgement on the quality of the model. Lead the relevant...
structures, contributing to ALM risk management, you are someone who understands complex ALM data requests from supervisors... risk of a financial institution (preferably ALM side), you have a Master’s degree in econometrics, mathematics, economics...
needs and encompass multiple autonomous Pods. You'll be working in the client's Risk and Deal Stores stream team focusing..., numerical breaks for fixed income products, Risk and PnL SKILLS Must have You have: - A strong, functional understanding...
structures, contributing to ALM risk management, you are someone who understands complex ALM data requests from supervisors... risk of a financial institution (preferably ALM side), you have a Master’s degree in econometrics, mathematics, economics...
Job Description: MORE ABOUT THIS JOB RISK The Risk division is responsible for credit, market and operational... risk, model risk, independent liquidity risk, and insurance throughout the firm. RESPONSIBILITIES AND QUALIFICATIONS...
to managing ALM risk and Balance Sheet Management. Clear Communicator: You are a communicator and like to liaise..., and data reconciliation. Knowledge in data requirements for ALM software, Risk, or Financial reporting. Experience...
to managing ALM risk and Balance Sheet Management. Clear Communicator: You are a communicator and like to liaise..., and data reconciliation. Knowledge in data requirements for ALM software, Risk, or Financial reporting. Experience...
, and how they contribute within ALM risk and Balance Sheet Management. Clear Communicator: You are a communicator and like to liaise... to bring: Familiarity with IRRBB / Liquidity regulatory environment. Experience working in Market Risk or Trading Risk...
quality, data lineage, and data reconciliation. Some intuition of data requirements for ALM software, Risk, or Financial... extra points for: Experience in Asset and Liability Management or any Risk control/modeling function. ALM Risk knowledge...