Credit Risk Modelling Senior Specialist

ING Hubs Poland is hiring!

The expected salary for this position: 9 600 - 18 000 PLN gross

The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.

We are looking for you if:

• You have an academic degree in finance mathematics econometrics statistics or a similar quantitative field
• You have sound knowledge of statistical inference and econometric methods
• You have familiarity with new definition of default
• You have at least 3 years of experience with: development/monitoring/validation of IFRS9/IRB models programming (e.g. SAS Python) databases data modelling data preparation and data quality control
• You have an ability to clearly and succinctly express ideas facts and opinions
• You have an ability to identify problems analyzing key information and making connections in order to find appropriate solutions
• You complete tasks and achieves results in an efficient timely and high-quality manner with a focus on execution and delivery of targets and KPIs

English level - B2.

Youll get extra points for:

• Knowledge of and experience with advanced statistical techniques
• Knowledge of AIRB/IFRS9 regulations
• Familiarity with version control systems (e.g. GIT)
• Knowledge of and experience with new Definition of Default
• Professional certification FRM/PRM/CFA or CQF
• Experience with databases data preparation and data quality control

Additional skills:

• Communication and presentation skills English at B2 or above level
• Strong analytical and problem-solving capabilities
• Independent creative and pro-active mind-set

Your responsibilities:

• Development and assessment of credit risk models
• Write high quality reports/maintain documentation
• Interact with stakeholders

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 financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.