Huidige banen gerelateerd aan Risk Model Developer - Amsterdam - ING
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Model Risk Manager
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Model Risk Management Intern
7 maanden geleden
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Senior Credit Risk Model Developer Wholesale.
21 uur geleden
Amsterdam, Nederland ING Netherlands VoltijdGood to see your interest in ING's Model Development department. If you are looking for a place to progress yourself as a professional, love developing models and the intellectual challenges that come with it, there is no better place to join . We are responsible for the development of risk models at ING. We develop all credit risk, operational risk, IRRBB,...
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Senior Credit Risk Model Developer Wholesale
2 maanden geleden
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Senior Credit Risk Model Developer Wholesale
2 maanden geleden
Amsterdam, Nederland ING Netherlands VoltijdGood to see your interest in ING's Model Development department. If you are looking for a place to progress yourself as a professional, love developing models and the intellectual challenges that come with it, there is no better place to join . We are responsible for the development of risk models at ING. We develop all credit risk, operational risk, IRRBB,...
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Senior Credit Risk Model Developer Wholesale
2 maanden geleden
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Quantitative Model Risk Expert
3 weken geleden
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Risk Model Strategist
3 dagen geleden
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Expert Risk Model Strategist
3 dagen geleden
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Model Validator
3 maanden geleden
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Data Analytst
3 maanden geleden
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Credit Risk Model Owner
7 maanden geleden
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Junior Credit Risk Model Owner Non-retail
6 maanden geleden
Amsterdam, Nederland ABN AMRO VoltijdJunior Credit Risk Model Owner Non-retail **At a glance**: We are looking for an additional colleague in the Model Ownership team in ABN AMRO's Model Ownership & RWA Oversight department (MO&R). Within the MO&R department, our Model Ownership team is responsible for the oversight of the use, implementation and quality of pillar I credit risk models and...
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Credit Risk Model Validation Area Lead
2 maanden geleden
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Risk and Compliance Model Management Program
7 maanden geleden
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Risk and Compliance Model Management Program
7 maanden geleden
Amsterdam, Nederland Risketeers VoltijdRisketeers is een jonge en ambitieuze organisatie dat zich richt op het opleiden, begeleiden en detacheren van Young Professionals. Wij bieden een uniek ‘Talent Development Program’ aan met de met de focus op Risk and Compliance Model Management in de financiële sector. Het bedrijf is gebouwd op de fundamenten van twee succesvolle organisatie die hun...
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Lead Model Strategist for Retail and SME Risk Management
3 weken geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdAt ING, we're looking for a highly skilled Lead Model Strategist to join our Credit Risk Model Development/Retail&SME Cross-Model Analytics team. This is an exciting opportunity to work with a talented group of experts who are passionate about developing innovative models to quantify risk and drive business success.About the RoleWe're seeking a seasoned...
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Quantitative Risk Modeller
7 maanden geleden
Amsterdam, Nederland ABN AMRO VoltijdQuantitative Risk Modeller **At a glance**: You are the quantitative risk expert at ABN AMRO Clearing Bank N.V. who monitors and optimises the risk data flows and fulfils an important key role between end users and IT. As an expert, you will be responsible for data quality, process optimization, modelling, implementation and testing of the risk systems....
Risk Model Developer
7 maanden geleden
Are you looking for a job to broaden your modelling and coding skills? Are you experienced with models in pricing? Then we might be looking for you Currently we are looking for several people to join our team, so please read on
Team
We are an energetic international team of highly qualified professionals. Our area of expertise is Trading pricing models, Market risk and Counterparty credit risk in the Trading book. We are part of the Integrated Risk Model Development department, which comprises of a large team of modelling experts: Trading Risk, Credit Risk and Market Risk in IRRBB and Balance Sheet Risk models, with state-of-the-art modelling methods, tooling, and data-processing technologies.
The position offers excellent opportunities to excel in what you do as well as exposure to a dynamic and agile international working environment.
Roles and responsibilities
The team activities are quite varied – here are some of the main ones:
Develop the calculation methodologies for valuation adjustment models such that account ., for the model risk uncertainty or concentration of positions;
Develop Trading Risk methodologies, such as Incremental Risk Charge (IRC/DRC), VaR scenarios specifications, Risk not in model, historical market data models Stress test and Economic capital models;
Develop Counterparty Credit risk models;
Design model monitoring methodologies;
Perform the production system implementation checks by comparing to your own benchmark implementation or implement models directly in the systems;
Provide quantitative support to risk managers and traders (in the risk modelling context), to the integration of the new products/pricing models in the existing risk frameworks, development of tools to provide insight into model choices, analysis of the methodologies used for P&L explainer or market data proxies.
How to succeed
We hire smart people like you for your potential. Our biggest expectation is that you’ll stay curious. Keep learning. Take on responsibility. In return, we’ll back you to develop into an even more awesome version of yourself.
You have:
A PhD or a MSc in a quantitative field, ., mathematics, physics, statistics/ econometrics etc;
3 to 7 years of Quant experience in the following areas:
Market Risk models and/or Counterparty Credit Risk models and the implementation of such models in Python or C++;
Derivatives pricing in at least on of the following asset classes: Interest Rate & Inflation, FX, Credit, Equity, Commodities and/or XVA, including model implementation in Python or C++;
Familiarity with the most important regulatory developments (. CRR Market Risk framework for the Trading Book, FRTB, Prudent Valuation framework, etc);
Strong communication skills and fluency in English; and
Constructive attitude and pro-active team player.
Rewards and benefits
We want to make sure that it’s possible for you to strike the right balance between your career and your private life. You can find out more about our employment conditions at The benefits of working with us at ING include:
A salary tailored to your qualities and experience
24-27 vacation days depending on contract
Pension scheme
13th month salary
Individual Savings Contribution (BIS), 3.5% of your gross annual salary
8% Holiday payment
Hybrid working to blend home working for focus and office working for collaboration and co-creation
Personal growth and challenging work with endless possibilities
An informal working environment with innovative colleagues
We are looking forward to welcome your application, please note a motivation letter is preferred
