Medior Quantitative Analyst - Credit Risk Model Development
Medior Quantitative Analyst - Credit Risk Model Development
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Job Description
We are looking for you if:
- You have some experience with IFRS9/IRB models development/maintenance/validation
- You have experience with databases data preparation and data quality control
- You have sound knowledge of statistical inference and econometric methods
- You have academic degree in quantitative field
- You code in SAS/Python
- You have independent creative and proactive mindset
- You communicate efficiently in English (B2/C1.
Youll get extra points for:
- Professional certification FRM/PRM/CFA or CQF
- Ability to use version control systems
- Familiarity with Agile/Scrum
Your responsibilities:
- As part of the team you will develop and maintain of IFRS9/AIRB models for ING portfolios
- You will interact with stakeholders from different locations departments and all seniority levels.
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.
In our daily activities we follow the Agile approach and mindset we use Scrum. The broad autonomy our employees stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners.
Required Experience:
IC
Employment Type
Full-Time
