Senior Specialist

2 tygodni temu

Warszawa, Mazovia, Polska ING Bank N.V. Pełny etat

We are looking for you if:

  • You have a degree (MSc or PhD) in a quantitative/numerical field,
  • You have minimum 3 years' of experience with credit risk models,
  • You have knowledge of IRB and/or IFRS9 models and regulations,
  • You have knowledge of statistical tools and modelling techniques,
  • You have extensive programming experience in SAS or similar language

Additionally, you will score for:

  • Having knowledge of underwriting models or early-warning systems
  • Specialization in modeling of other areas
  • Strong influencing skills
  • Having ability to work in small teams
  • Having positive & constructive mind-set

Information about squad:

At ING Hubs Poland and ING group we follow the Agile approach and mindset. We are innovative and we trust people we work with. Risk Hub is a part of central risk team located in Amsterdam. Model validation is checking the proper use of models, compliance with internal and external regulatory requirements. Our goal is increasing the understanding of limitations and weaknesses of models and permanent perfection of models to assure the added value for ING. As Senior Specialist for Credit Risk Model Validation you will validate models used for regulatory purpose (IRB), provisions (IFRS 9) and innovative decision models covering different portfolios and countries.


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