Model Developer - Operational Risk - Intern [rekrutacja online]
Miejsce pracy: Warszawa
We are looking for you if:
- You are 3rd, 4th or 5th year student or graduate in the field of Mathematics, Financial Engineering, Econometrics, Statistics, Mathematics, Physics or similar,
- You have willingness and ability to learn quickly and effectively,
- You have knowledge of statistical modelling and probability theory,
- You have experience with statistical programming (R, SAS or Python),
- You have availability for a period of 6 months 32-40h on a weekly basis,
- You have an ability to clearly and succinctly express ideas, facts and opinions and you are able to express them fluently. also in English, both in speaking and writing, supported by appropriate tools,
- You can 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 have ability to identify problems, analysing key information and making connections, in order to find appropriate solutions.
You'll get extra points for:
- Basic knowledge of operational risk,
- Basic knowledge of risk measures (VaR, ES) and Monte Carlo method,
- Basic knowledge of applications of copulas and extreme value theory,
- R Shiny knowledge
- Strong analytical, problem-solving, communication and execution skills,
- An independent, creative thinking and a proactive mindset,
- Great team player.
Information about squad:
During the 6 months at ING Tech Poland in Risk Hub you will get a chance to work with experienced modelers, risk managers and data analysts from Warsaw and Amsterdam. You will be working on the model development and monitoring, as well as on the maintenance and implementation of tools supporting the capital calculation. At the end of the program you will share your results with the team. The best performing interns will be offered an employment contract.
- Contract of mandate
type of contract - 7:00 - 9:00 - 15:00 - 17:00
work hours - Zajęcza 4, Warszawa
this is the location of our office
Working time per task
60%- Getting to understand operational risk models,its standards and trends, monitoring and development of the model
30%- Implementation, using, development and maintenance of tools and libraries
10%- Interacting with mentors
We take care of:
Your development
- professional development
- training budget
- access to the newest technologies
- international projects
- bicycle parking
- chillout rooms
- integration events and Stay Fit program
- stability of employement
- fully equipped workstations
- kitchen