Senior Model Developer Credit Risk Methodologies
Senior Model Developer Credit Risk Methodologies
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Job Description
ING Hubs Poland is hiring!
We are looking for you if you:
have 3 years of experience in IRB and/or IFRS 9 credit risk modelling
understand regulatory requirements related to IRB and/or IFRS 9 models
have an academic degree in quantitative field
have sound knowledge of statistical and econometric methods
have experience in coding in SAS/SQL working with databases data preparation and data quality
can speak and share your knowledge and insights confidently and clearly
showcase positive attitude attention to detail and ability to propose outofthebox solutions.
English level:B2/C1
Youll get extra points for:
experience in design and/or maintenance of credit risk model development and/or monitoring methodologies
experience in design and prototyping of statistical tests
experience in development and/or maintenance of tooling for credit risk model development and/or monitoring purposes
experience as a trainer or tutor in the fields of credit risk or mathematics/statistics
experience with Git/Azure solutions
professional certification FRM/PRM/CFA or CQF.
Your responsibilities:
contributing to regulatory credit risk model development and monitoring methodologies and tooling proposing and prototyping of new solutions maintenance addressing of external findings
supporting ING Groupwide methodology and tooling users international collaboration across multiple ING units
supporting of internal training service preparation of training materials and conducting of training sessions on the topics of banking and credit risk modelling.
Information about the team:
The Model Development department is responsible for the development of risk models at ING. We develop all credit risk operational risk IRRBB trading and economic capital models for ING in cooperation with global and local ING offices. The Enabling Team works on ING Groupwide credit risk methodologies tooling and trainings and is also involved in innovative projects and initiatives in the field of ESG/Climate Risk.
The role naming convention in the global ING job architecture will be Model Developer III.
Required Experience:
Senior IC
Employment Type
Full-Time
