Credit Risk Model Developer Expert
Credit Risk Model Developer Expert
Posted on :
05-04-2025
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1 Vacancy
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Job Description
ING Hubs Poland is hiring!
We are looking for you if you:
- have MSc in mathematics econometrics statistics or a similar quantitative field
- have sound knowledge of statistical inference and econometric methods
- have extensive knowledge of IRB and IFRS 9 models
- good understanding and interpretation of regulatory credit risk policies attention to detail and accuracy
- have at least 5 years of experience with: development IFRS9/IRB models with programming (e.g. Python SAS) databases data modelling data preparation and data quality control
- have an ability to clearly and succinctly express ideas facts and opinions
- have an ability to identify problems analyzing key information and making connections in order to find appropriate solutions
- complete tasks and achieves results in an efficient timely and highquality manner with a focus on and delivery of targets and KPIs.
English level C1.
Youll get extra points for:
- experience in being a sparring partner/advisor to Senior Management
- knowledge of and experience with advanced statistical techniques
- knowledge of AIRB/IFRS9 regulations
- familiarity with version control systems (e.g. GIT)
- professional certification FRM/PRM/CFA or CQF
- experience with databases data preparation and data quality control.
Your responsibilities:
- development of PD EAD LGD IRB / IFRS9 models in Retail / Wholesalebank
- be part of credit risk models life cycle: data sourcing model development and annual monitoring model implementation and support model validation and audit reviews (internal and external).
- share knowledge and expertise
- collaborate with internal Model Validation Unit during model development model monitoring and review processes.
- interact with stakeholders
- write reports / model documentation.
Information about the team:
Credit Risk Model Development is an international global team (more than 400 risk experts) located in different locations in Europe (e.g. Amsterdam Milan Warsaw). The key responsibility is development of robust credit risk models firmly embedded in the regulatory environment.
The role naming convention in the global ING job architecture will be Model Developer IV.
Employment Type
Full-Time
Key Skills
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