Credit Risk Model Developer (multiple seniority levels)
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Job Location:
Monthly Salary:
Posted on:
30+ days ago
Vacancies:
1 Vacancy
Job Summary
ING Hubs Poland is hiring!
We are looking for you if:
You have academic or professional experience in statistics econometrics data science or financial engineering
You are passionate about quantitative risk modelling and want to shape the future of credit risk management in a leading international banking group
You are familiar with regulatory frameworks such as Basel (AIRB) and IFRS9 or eager to learn and grow in this space
You enjoy working in diverse cross-functional teams and thrive in a collaborative international environment
You are comfortable with programming languages such as SAS Python or R and have experience (or interest) in working with large datasets
You communicate clearly document thoroughly and enjoy collaborating in agile squads
English level - C1
Youll get extra points for:
Hands-on experience in developing monitoring or validating AIRB or IFRS9 models
Knowledge of banking portfolios (retail corporate SME etc.) and credit risk models lifecycle
Familiarity with regulatory expectations from ECB EBA or local supervisors
Strong communication skills and ability to explain complex concepts to non-technical stakeholders
Professional certifications such as FRM PRM or CFA
Your responsibilities:
Depending on your seniority level.
Junior Specialists: Support model monitoring and documentation assist with data preparation and exploratory analysis
Specialists: Contribute to model design coding and testing; participate in regulatory submissions and internal reviews
Senior Specialist: Lead monitoring of AIRB/IFRS9 models and development of model parameters coordinate with validation and audit teams ensure compliance with regulatory standards
Experts: Lead development of AIRB/IFRS9 models mentor junior staff represent the team in regulatory discussions
Senior Experts: Lead complex projects engage with senior stakeholders across risk finance and compliance
Information about the team:
The Retail Credit Risk Model Development team is a centre of expertise within ING Group responsible for the development enhancement and monitoring of regulatory and accounting models across multiple jurisdictions and portfolios.
We are transitioning from project-based setup to portfolio-oriented team enabling deep collaboration with local entities across the Group. This structure offers a unique opportunity to work on international projects gain exposure to diverse asset classes and model types and specialize in specific portfolios making a tangible impact on the broader risk management function.
We work closely with business units model validation and regulatory affairs to ensure our models are robust compliant and fit-for-purpose. We value diversity curiosity and continuous learning. Whether youre just starting your career or bringing years of experience we offer a supportive environment where you can grow and make a real impact. We work in a hybrid model with up to 75% remote work. Youre always welcome to join us in our state-of-the-art Warsaw office whenever you prefer.
Key Skills
- Python
- C/C++
- Fortran
- R
- Data Mining
- Matlab
- Data Modeling
- Laboratory Techniques
- MongoDB
- SAS
- Systems Analysis
- Dancing
About Company
ING Global Career Opportunities - Welcome to 'careers at ING'. We give you the space to develop yourself as an intern, trainee and professional. Check out our opportunities. Jump on!
