Credit Risk Models Lead ValidatorExpert
Credit Risk Models Lead ValidatorExpert
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Job Description
We are looking for you if you have
- A degree (MSc or PhD) in a quantitative/numerical field
- Minimum 5 years of experience with credit risk models
- Knowledge of IRB and/or IFRS9 models and regulations
- Knowledge of statistical tools and modelling techniques
- Programming experience in SAS/ Python or similar language
- English level B2/C1
You will score extra points for:
- Knowledge of underwriting models or earlywarning systems
- Experience in statistical modelling of other areas
- Experience in managing project teams
- Strong influencing skills
- Ability to work independently and to make decisions
- Ability to work on multiple projects
- Positive & constructive mindset
Your responsibilities:
- Assessment of credit risk models
- Creation of highquality validation reports
- Collaboration with model owners and other stakeholders
- Leading validation projects and teams
- Acting as a mentor for junior team members
- Improvement of tools and methodology
Information about the squad:
At ING Hubs Poland and ING group we follow the Agile approach and mindset. We are innovative and we trust people we work with. Risk Hub Warsaw is a part of the central risk team located in Amsterdam and Warsaw. Model validation checks the design performance proper use of models and compliance with internal and external regulatory requirements. Together with Amsterdam office we work as one team and actively develop our methodology standards validation frameworks and way of working.
Our goal is to increase the understanding of limitations and weaknesses of models and permanent perfection of models to assure the added value for ING. As Credit Risk Model Validation expert you will validate stateoftheart models used for regulatory purpose (IRB) provisions (IFRS 9 and innovative decision models covering different portfolios and countries.
Employment Type
Full-Time
