Senior Quantitative Developer
hace 22 horas
At U.S. Bank, we're on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions, enabling the communities we support to grow and succeed in the right ways, all more confidently and more often—that's what we call the courage to thrive. We believe it takes all of us to bring our shared ambition to life, and each person is unique in their potential. A career with U.S. Bank gives you a wide, ever-growing range of opportunities to discover what makes you thrive. Try new things, learn new skills and discover what you excel at—all from Day One. As a wholly owned subsidiary of U.S. Bank, Elavon is committed to building the platforms and ecosystems that help over 1.5 million customers around the world to achieve their financial goals—no matter what they need. From transaction processing to customer service, to driving innovation and launching new products, we're building a range of tailored payment solutions powered by the latest technology. As part of our team, you can explore what motivates and energizes your career goals: partnering with our customers, our communities, and each other. Job DescriptionA leader in the payments industry, US Bank Europe provides end-to-end payment processing solutions and services to more than one million merchants around the world. US Bank Europe has a branch network that extends across Europe, is licensed by the Central Bank of Ireland, and has its European headquarters in Dublin.If you want to make a difference in your life, your community and your world, join us at US Bank Europe. We know our company is only as strong as our people, and we are committed to your professional growth and success. US Bank Europe is part of the US Bank family and is a diverse workplace, where we celebrate the individuality of each member of our global team.Team Description:Part of the Risk & Compliance function, the Credit Risk team drives a proactive approach to credit risk management and promotes a strong risk and asset quality management culture. The team is a 2nd line of defence function and is charged with managing credit risk and overseeing the end-to-end credit processes in US Bank Europe. Primary responsibilities of the team are:Developing credit policy and standards for Elavon's credit activities.Monitoring and oversight of credit quality and composition across the European credit portfolios.Estimation of credit losses for forecasting, provisioning, stress testing and capital purposes.Provision of credit risk management expertise regarding portfolio composition, reporting, expectations, and regulatory requirements.Review and approval of Elavon's largest corporate customers. Engaging directly with regulators on credit risk matters.Role Description:The Senior Quantitative Developer will support the management of credit risk through quantitative techniques. The role holder will report to the Senior Quantitative Development Manager, developing, maintaining and monitoring credit risk models pertaining to credit exposure estimation, credit provisions, loss forecasting, and capital estimates related to Credit Risk. The successful candidate will have an important role within the Credit Risk team and will be responsible for the following:Engaging in top-down management of credit risks and working closely with lines of business to obtain portfolio insights.Developing predictive models using quantitative techniques to forecast the credit risk on the portfolio.Own the developer title of the expected credit loss (IFRS9) provision model and credit loss forecasting.Support and challenge the Pillar ii capital Credit Risk model.Support the Contingent Liability measurement methodology under IAS 37.Performing model enhancements and monitoring of model performance together with relevant documentation.Liaising with internal model management teams regarding model governance requirements.Aligning applied methodologies with regulatory requirements as necessary.Periodically stress testing the credit portfolio and providing outputs to US Bank Europe's Stress Testing programme.Providing specialist advice and oversight to business line initiatives related to quantitative and process optimization tasks.Collaboration with Finance teams and other lines of business as required to align quantitative design with business model.Liaising with audit teams on credit modelling.Required Skills & Experience:8+ years' experience working in a related role (financial risk, risk modelling, impairment modelling, etc.)A bachelor's degree in Mathematics/Statistics/Economics/Computer Science/Engineering etc.Relevant experience performing data analysis and data modelling.Proficient in SAS/SQL/Python/R programming (any mix of these with and willing to learn Python).A determined problem solver with a strong analytical skillset and good report writing capabilities.An advanced level of presentation and relationship building skills.Experience in the payments industry is a distinct advantage.Familiarity with IFRS 9, EBA's Capital Requirements Regulation and banking regulation in general would be a benefit.Proven self-starter and team player with strong communication skills.#LI-AI1#LI-HybridIf there's anything we can do to accommodate a disability during any portion of the application or hiring process, please refer to our disability accommodations for applicants. Benefits: We offer an exciting, fast-paced and diverse working environment with employees of many different nationalities. We provide benefits to help you protect your health and financial security; and give you peace of mind. We also invest in your career growth with development resources that give you the opportunity to stretch and shine.SummaryLocation: Loughlinstown, Ireland; Madrid, Spain; Warsaw, PolandType: Full time
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Senior Quantitative Developer
hace 2 semanas
Madrid, Madrid, España Us Bank A tiempo completoRole OverviewAs a Senior Quantitative Developer at U.S. Bank National Association, you will play a key role in supporting the management of credit risk through quantitative techniques. This involves developing and implementing advanced models and algorithms to analyze and mitigate credit risk, ensuring the bank's assets are protected and its customers are...
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Senior Quantitative Developer
hace 3 semanas
Madrid, España Us Bank A tiempo completoAt U.S. Bank, we’re on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions, enabling the communities we support to grow and succeed in the right ways, all more confidently and more often—that’s what we call the courage to thrive. We believe it takes all of us to bring our shared...
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Senior Quantitative Developer
hace 3 semanas
Madrid, España Us Bank A tiempo completoAt U.S. Bank, we’re on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions, enabling the communities we support to grow and succeed in the right ways, all more confidently and more often—that’s what we call the courage to thrive. We believe it takes all of us to bring our shared...
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Senior Quantitative Developer
hace 3 semanas
Madrid, España Us Bank A tiempo completoAt U.S. Bank, we're on a journey to do our best.Helping the customers and businesses we serve to make better and smarter financial decisions, enabling the communities we support to grow and succeed in the right ways, all more confidently and more often—that's what we call the courage to thrive.We believe it takes all of us to bring our shared ambition to...
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Senior Quantitative Developer
hace 3 semanas
Madrid, España Us Bank A tiempo completoAt U.S. Bank, we're on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions, enabling the communities we support to grow and succeed in the right ways, all more confidently and more often—that's what we call the courage to thrive. We believe it takes all of us to bring our shared ambition to...
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Senior Quantitative Developer
hace 3 semanas
Madrid, España Us Bank A tiempo completoAt U.S. Bank, we're on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions, enabling the communities we support to grow and succeed in the right ways, all more confidently and more often—that's what we call the courage to thrive. We believe it takes all of us to bring our shared ambition to...
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Senior Quantitative Developer
hace 3 semanas
Madrid, España Us Bank A tiempo completoAt U.S. Bank, we're on a journey to do our best.Helping the customers and businesses we serve to make better and smarter financial decisions, enabling the communities we support to grow and succeed in the right ways, all more confidently and more often—that's what we call the courage to thrive.We believe it takes all of us to bring our shared ambition to...
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Senior Quantitative Developer
hace 3 semanas
Madrid, España U.S. Bank National Association A tiempo completoAt U.S. Bank, we're on a journey to do our best.Helping the customers and businesses we serve to make better and smarter financial decisions, enabling the communities we support to grow and succeed in the right ways, all more confidently and more often—that's what we call the courage to thrive.We believe it takes all of us to bring our shared ambition to...
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Quantitative Developer
hace 1 mes
Madrid, Madrid, España bbva A tiempo completoJob Title: Quantitative Developer - XVAWe are seeking a highly skilled Quantitative Developer to join our XVA team at BBVA. As a Quantitative Developer, you will be responsible for developing and implementing valuation models for XVA and Balance calculations.About the Role:Develop and implement valuation models for XVA and Balance calculationsAnalyze and...
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Quantitative Developer
hace 1 mes
Madrid, Madrid, España bbva A tiempo completoJob Title: Quantitative Developer - XVAWe are seeking a highly skilled Quantitative Developer to join our XVA team at BBVA. As a Quantitative Developer, you will be responsible for developing and implementing valuation models for XVA and Balance calculations.About the Role:Develop and implement valuation models for XVA and Balance calculationsAnalyze and...
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Senior Quantitative Risk Analyst
hace 3 semanas
Madrid, Madrid, España Elavon A tiempo completoJob DescriptionAt Elavon, we're committed to building the platforms and ecosystems that help our customers achieve their financial goals. As a Senior Quantitative Developer, you'll play a key role in supporting the management of credit risk through quantitative techniques.Key ResponsibilitiesDevelop and implement credit risk models to estimate credit losses...
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Senior Quantitative Risk Analyst
hace 3 semanas
Madrid, Madrid, España Elavon A tiempo completoJob DescriptionAt Elavon, we're committed to building the platforms and ecosystems that help our customers achieve their financial goals. As a Senior Quantitative Developer, you'll play a key role in supporting the management of credit risk through quantitative techniques.Key ResponsibilitiesDevelop and implement credit risk models to estimate credit losses...
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Senior Quantitative Developer
hace 2 semanas
Madrid, España Us Bank A tiempo completoAt U.S. Bank, we’re on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions, enabling the communities we support to grow and succeed in the right ways, all more confidently and more often—that’s what we call the courage to thrive. We believe it takes all of us to bring our shared...
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Senior Quantitative Developer
hace 3 semanas
Madrid, España Us Bank A tiempo completoAt U.S. Bank, we’re on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions, enabling the communities we support to grow and succeed in the right ways, all more confidently and more often—that’s what we call the courage to thrive. We believe it takes all of us to bring our shared...
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Senior Quantitative Developer
hace 2 semanas
Madrid, España Us Bank A tiempo completoAt U.S. Bank, we’re on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions, enabling the communities we support to grow and succeed in the right ways, all more confidently and more often—that’s what we call the courage to thrive. We believe it takes all of us to bring our shared...
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Senior Quantitative Developer
hace 3 semanas
Madrid, España Us Bank A tiempo completo.At U.S. Bank, we're on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions, enabling the communities we support to grow and succeed in the right ways, all more confidently and more often-that's what we call the courage to thrive. We believe it takes all of us to bring our shared ambition to...
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Senior Quantitative Developer
hace 4 semanas
Madrid, España Elavon A tiempo completo.At U.S. Bank, we're on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions, enabling the communities we support to grow and succeed in the right ways, all more confidently and more often—that's what we call the courage to thrive. We believe it takes all of us to bring our shared ambition...
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Senior Quantitative Developer
hace 3 semanas
Madrid, España Us Bank A tiempo completo.At U.S. Bank, we're on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions, enabling the communities we support to grow and succeed in the right ways, all more confidently and more often—that's what we call the courage to thrive. We believe it takes all of us to bring our shared ambition...
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Quantitative Developer
hace 1 mes
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Quantitative Developer
hace 1 mes
Madrid, Madrid, España bbva A tiempo completoJoin Our Team as a Quantitative DeveloperWe are seeking a highly skilled Quantitative Developer to join our team at BBVA. As a Quantitative Developer, you will be responsible for developing mathematical models and implementing them in our systems to price and risk hedge derivatives products.About the RoleThe successful candidate will have a strong background...
