Credit Risk Model Developer Expert in WB
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Job Location:
Monthly Salary:
Posted on:
15 hours ago
Vacancies:
1 Vacancy
Job Summary
ING Hubs Poland is hiring!
The expected salary for this position: 13 000 - 22 000 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 MSc in mathematics econometrics statistics or a similar quantitative field
Have sound knowledge of statistical inference and econometric methods
Have extensive knowledge of IRB and IFRS9 models with the focus on IRB
Good understanding and interpretation of regulatory credit risk policies
Have at least 5 years of experience with: development of IRB/IFRS9 models with programming (e.g. Python SAS) and data modelling
Have an ability to identify problems analyze key information and focus on finding appropriate solutions
Pay attention to details in order to deliver high-quality results in a timely manner
Have an ability to clearly and succinctly express ideas facts and opinions
Value team work.
English level - C1.
Youll get extra points for:
Experience in being a sparring partner/advisor to Senior Management
Knowledge of AIRB/IFRS9 regulations
Familiarity with version control systems (e.g. GIT).
Your responsibilities:
Development of the global IRB models in Wholesalebank portfolios
Performing tasks from the whole model development life cycle: model implementation monitoring impact assessment analysing business requirements
Interactions with stakeholders (including local units) IFRS9 team data team
Collaborate with internal Model Validation Unit during model development model monitoring and review processes.
Engagement during audit reviews (internal and external).
Share knowledge and expertise
Write reports / model documentation.
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 role naming convention in the global ING job architecture will be Model Developer IV.
The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.
Required Experience:
IC
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!
