Senior Specialist in Credit Risk Models
Senior Specialist in Credit Risk Models
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Job Description
We are looking for you if you:
have high analytical skills and can connect the dots
graduated in Econometrics Financial Mathematics Quantitative Financial Economics Mathematics Statistics Physics
have at least 3 years of experience in IFRS9/IRB models development monitoring or validation
are proficient in programming languages like SAS and/or Python/R
are keen on working in English speaking environment (C1 level or higher)
are a team player wellorganized and focused on quality and effective solutions.
Youll get extra points for:
risk modelling experience within IRB/IFRS9 domains
experience with databases data preparation and data quality control
advanced statistical techniques knowledge
presentation skills
independent creative and proactive mindset.
Your responsibilities:
monitoring development and recalibration of credit risk models across all parameters (PD LGD and EAD) within both AIRB and IFRS9 landscapes
sharing your knowledge and expertise
communicating with stakeholders to achieve the best outcomes
writing insightful reports for stakeholders and documenting important information
taking part in activities related to introducing changes to the models or performing additional analysis.
Information about the squad:
We are an international team of people who feel well working together. We are responsible for credit risk models of the biggest ING portfolio and collaborating closely with colleagues in Amsterdam. Our goal is to make sure that our stakeholders work with the best stateofthe art models.
The role naming convention in the global ING job architecture will be Model Developer III.
Required Experience:
Senior IC
Employment Type
Full-Time
