Credit Risk Senior Model Developer

Job title:

Credit Risk Senior Model Developer

Company:

ING

Job description

We are looking for you, if you:

• Have at least 3 years of experience with expert-based and statistical IFRS9/IRB models’ development/maintenance/validation,
• Have the sound knowledge of IFRS 9 standard and/or EBA AIRB regulations,
• Have experience with databases, data preparation and data quality control,
• Have sound knowledge of statistical inference and econometric methods,
• Have academic degree in quantitative field,
• Code in SAS/Python/R,
• Communicate efficiently in English (B2/C1).

You’ll get extra points for:

• Ability to use version control systems (GIT).

Your responsibilities:

• Play a crucial role in development, monitoring and maintenance of IFRS9 models for ING portfolios,
• Interact with stakeholders from ING other Europe-wide locations, departments and all seniority levels.

Information about the squad:At ING Hubs Poland and ING group we follow the Agile approach and mindset. We use flexible frameworks like Scrum and Kanban at our everyday work. We are innovative and we trust people we work with. The broad autonomy our employees have, stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners. Small units called squads are the core of our organization. They have clear vision of products, overcome challenges autonomously and based on team cooperation, work out the most flexible and effective way of working. You will work in the Credit Risk Modelling team, whose mission is to understand, implement, maintain and develop operational credit scoring models / credit decision models. You will also report and monitor them. As Credit Risk Modeler, you develop statistical models as a basis on which to evaluate the various credit risk parameters at the bank. You will work in a dynamic environment at the forefront of new developments in the field of credit risk management.

The role naming convention in the global ING job architecture will be “Model Developer III”.

Expected salary

Location

Warszawa, mazowieckie

Job date

Sun, 10 Nov 2024 07:00:24 GMT

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