Model static data specialist
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Job Location:
Amsterdam - Netherlands
Monthly Salary:
Not Disclosed
Posted on:
Yesterday
Vacancies:
1 Vacancy
Job Summary
Model static data specialist -
Risk Tribe - COO Risk
COO Risk sits right at the heart of the Banks complexity. We translate our rather complex banking business exposures into impact on risk weighted assets and provisions in line with the constantly changing business desires and the latest regulatory requirements. We are an integral part of the Credit Risk Modelling organization where we manage our processes from credit risk modeling approach definition all the way up to post production monitoring. We hereby offer a unique opportunity to enter one of Europes most appealing Banks at a key position that enables you to contribute collaborate and grow!
In a nutshell it is all about collaboration and understanding the end to end complexity of the Bank in particular its products and related credit risk exposures including corresponding processing activities and the way these are underpinned with state of the art technology solutions. If you have a natural drive to collaborate and a sense of urgency to conclude and deliver we would be very keen to get in touch!
Who are we looking for
We are looking for a professional looking for complexity and keen to construct change and implement new requirements and streamlining existing processes. Your focus area would be all work related to the correct implementation of Credit Risk Models like PD EAD LGD and IFRS9 models in the risk applications like Vortex Modeling Platform Risk Rating Scoping Engine etc. All these applications are SOx critical applications.
Topics that are on top of the agenda are for example: Reviewing ISDs for new or updated models determine static data that require updates help the test team to understand the exact scope of their required testing communicate with stakeholders about outcome of UAT tests perform the Key Control Tests for model implementation etc. This requires knowledge of the main credit risk regulations like the components of CRR3 Definition of Default Loan Loss Provisioning etc.
Understanding of the bigger picture and collaboration across functions and business lines is key. A natural interest in optimizing processes looking for optimal solutions is required to be able to coordinate effectively in between the teams. As Model static data specialist you will actively work with the colleagues in the Risk Tribe Modeling Tribe and RiskRating squads to realize the fast and correct implementation of Credit Risk models and the related processing of data in Vortex Risk Rating Scoping Engine Modeling Platform. You get energy from using your analytical skills to help design complex application changes and get complete solutions in a safe and compliant way deployed to the SOx critical applications.
Roles and responsibilities:
- You lead business analyst activities;
- You plan an active role in building a planning solving impediments together with the teams involved;
- You coordinate and review test results coming from new implementation of credit risk models on our platform;
- Works closely together with various departments within the processing chain (Modelling ReportingFinance Data Management etc)
- Also acting as a linking pin between the stakeholders and the implementation team/domains;
- You work on strategic topics like new business requirements / extension of our data processing capabilities
- You build the bridge between business and IT.
Your education experience and background
- Following a Master degree with a focus on Finance/Risk/engineering and/or Business;
- Knowledge and affinity with Credit Risk is a pré
- You have technical analysis capabilities with SQL and Excel (SAS is a pré)
- Understanding in Data Flows/ ETL/ XFB/ Export files and end-to-end implementation;
- Experience in project management and coordination;
- Affinity and experience with technology and the latest developments as you will closely work together with IT;
- Taking fact based decisions and being persuasive also with resistance;
- Find new and simple solutions for complex problems and matters;
- Team player but also capable of working independently;
- Good communication skills in oral and written English.
What do we offer
We hire smart people like you for your potential. Our biggest expectation is that youll stay curious. Keep learning. Take on return well back you to develop into an even more awesome version of yourself.
Rewards and benefits
We want to make sure that its possible for you to strike the right balance between your career and your private life. Find out more about our employment conditions.
The benefits of working with us at ING include:
- 25-28 vacation days depending on contract
- Pension scheme
- 13th month salary
- 8% Holiday payment
- Hybrid working
- Personal growth and challenging work with endless possibilities
- An informal working environment with innovative colleagues
Interested
Apply directly online click on Apply for this job. Please send your CV and motivation. We are looking forward to your application!
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!
