Senior Credit Risk Modeller

2 tygodni temu

Warszawa, Mazovia, Polska ING Hubs B.V. sp. z o.o. Oddział w Polsce Pełny etat

Senior Credit Risk Modeller (IFRS9/AIRB models) page is loaded

Senior Credit Risk Modeller (IFRS9/AIRB models) Apply locations Warszawa (Zajęcza 4) time type Full time posted on Posted 9 Days Ago job requisition id REQ

We are looking for you if:

  • You have at least 3 years of experience with IFRS9/IRB models' development/maintenance/validation (PD/EAD/LGD),
  • You are willing to take substantial part in a challenging project, which focuses on developing IFRS9/AIRB models (PD/LGD/EAD/ECL) for retail and SME portfolios of ING Group,
  • You have sound knowledge of statistical inference and econometric methods,
  • You have academic degree in quantitative field,
  • You have the sound knowledge of IFRS 9 standard and/or EBA AIRB regulations,
  • You have experience with databases, data preparation and data quality control,
  • You are proficient in SAS, SQL (Python nice to have),
  • You communicate efficiently in English (B2/C1).

You'll get extra points for:

  • Experience in banking regulator's inspections (ECB IMI/KNF),
  • Professional certification FRM/PRM/CFA or CQF,
  • Experience with source/version control tools (GIT, Azure etc.),
  • Familiarity with Agile/Scrum.

Your responsibilities:

  • You will play a crucial role in development and maintenance of IFRS9/AIRB models.
  • You will interact with stakeholders from different locations, departments and all seniority levels.
  • You will share your knowledge and expertise with more junior colleagues.

Information about the team:

In the Model Development department, we are involved in many credit risk retail and SME redevelopment projects in a close cooperation with Amsterdam credit risk modelling unit. We develop new IFRS9 and AIRB models for portfolios including multiple product types – unsecured / mortgages / revolving / non-revolving products and various modelling techniques. We develop credit risk models from scratch together with experienced modellers from ING Group.

In our daily activities we follow the Agile approach and mindset, we use Scrum. The broad autonomy our employees stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners.

Similar Jobs (1) Credit Risk Model Monitoring Senior Specialist locations Warszawa (Zajęcza 4) time type Full time posted on Posted 30+ Days Ago

We hire people like you for your potential. Our biggest expectation is that you'll stay curious. Keep learning. Take on more responsibility. In return, we'll back you to develop into an even more awesome version of yourself. With around 57,000 employees in over 40 countries, there is no shortage of opportunities. Show us initiative and we'll let you make a difference. ING is a great place to join. We work in a highly dynamic environment where people are trusted to make decisions and every voice gets heard. If you have an idea how to make things better, you'll be encouraged to make it happen – regardless of your position.
We'd love to meet you.

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