Senior IRB/IFRS9 Model Developer

2 tygodni temu

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

Senior IRB/IFRS9 Model Developer page is loaded

Senior IRB/IFRS9 Model Developer Apply locations Warszawa (Zajęcza 4) time type Full time posted on Posted 30+ Days Ago job requisition id REQ

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,
  • 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 have sound knowledge of statistical inference and econometric methods,
  • You have academic degree in quantitative field,
  • You code in SAS/Python,
  • You communicate efficiently in English (B2/C1).

You'll get extra points for:

  • Experience with developing models for low default portfolios
  • Experience in banking regulatory inspections (ECB IMI)
  • Professional certification FRM/PRM/CFA or CQF
  • Ability to use version control systems
  • Familiarity with Agile/Scrum

Your responsibilities:

  • You will play a crucial role in development and maintenance of IFRS9/AIRB models for ING portfolios
  • 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:

The Model Development department is responsible for the development of risk models at ING. We develop all credit risk, operational risk, IRRBB, trading and economic capital models for ING in cooperation with global and local ING offices.

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.

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