Credit Risk Model Development Intern

1 miesiąc temu

Warszawa, Polska ING Pełny etat

We are looking for you, if you:

Are a 3rd, 4th or 5th year student or a graduate in the field of Econometrics, Economics, Statistics, Mathematics, Physics, Data Science, or similar,Have knowledge of statistical modelling, data science or financial engineering or you have strong programming skills,Have experience with statistical programming (SAS, Python or R) or you have experience with SQL,Have strong analytical, problem-solving, communication and execution skills, an independent, creative and pro-active mindset, and you are a team player,Have willingness and ability to learn quickly and effectively,Have good written and spoken English (at least B2 level),Will be available during summer of 2024.

 

You'll get extra points for: basic knowledge of:

Credit risk (PD, LGD, EAD),Market risk (VaR, Black-Scholes, Monte Carlo),Data processing (ETL, SQL, Hadoop),Data structures,Database solutions,Data warehouse solutions.

 

Your responsibilities:

Data processing, model development or model validation,Gaining knowledge and experience in the credit or market risk models,Interact with your team, stakeholders, an allocated buddy and mentor.

 

Information about the Squad:

A small, international team of risk modeling and monitoring enthusiasts. Works in an agile way to provide the state-of-the-art, robust solutions firmly embedded in the regulatory environment.
It's a group of open-minded people who enjoy breaking down complex problems in a way that makes them look easy and accessible.

The role naming convention in the global ING job architecture will be “Intern I”.

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