Senior Credit Risk Modeller

1 tydzień temu


Warszawa, Mazovia, Polska ING Hubs Poland Pełny etat
Senior Credit Risk Modeller Warsaw, Masovian Voivodeship Senior Credit Risk Modeller
Warszawa
Warsaw, Masovian Voivodeship, Polska technologies-expected :
  • SAS
  • Python
about-project :
  • We are seeking experienced Senior Credit Risk Modeller to join our global team. The successful candidate will play a pivotal role in developing and maintaining our credit risk models, specifically focusing on IRB and IFRS 9 domains. This is a unique opportunity to collaborate with our global office and/or units across the globe, contribute to our credit risk framework and ensure compliance with international regulatory standard
responsibilities :
  • Develop, implement, and maintain robust credit risk models, particularly focusing on IRB and IFRS 9.
  • Perform extensive data analysis, cleaning and processing using SAS 9. 4, SAS Viya, SQL and/or Python to support model development, maintenance and validation activities.
  • Prepare documentation, suggest improvements and develop/test automated solutions.
  • Work closely with the various stakeholders (data developers, business representatives, methodology experts, validators and regulators) to ensure quality and compliance with the group's risk management framework.
  • Monitor and report on the performance of credit risk models, ensuring they meet regulatory and internal standards.
  • Lead and mentor junior modellers, fostering a culture of sincere feedback and continuous development.
requirements-expected :
  • Degree in Mathematics, Statistics, Finance, Economics, or a related field.
  • Extensive experience (4+ years) in credit risk modelling, with a strong focus on IRB and IFRS 9.
  • Proficiency in SAS, SQL and other statistical software packages (Python nice to have).
  • Deep understanding of global regulatory requirements and standards in credit risk management.
  • Excellent analytical and problem-solving skills, with a keen attention to detail.
  • Strong communication and interpersonal skills, capable of working effectively with diverse teams and under time pressure.
  • Proven ability to lead projects and mentor junior team members.
offered :
  • We provide all necessary trainings and support to make your job start easier.
  • Annual bonus and increased tax-deductible cost and comprehensive benefits package.
  • Opportunities for professional development and career advancement within a global banking group.
  • A stable, collaborative and inclusive work environment that values innovation and excellence.
  • The chance to work on high-impact projects that shape the future of global finance.
  • Hybrid model of working (currently: 75% home office)
benefits :
  • sharing the costs of sports activities
  • private medical care
  • sharing the costs of foreign language classes
  • sharing the costs of professional training & courses
  • remote work opportunities
  • flexible working time
  • coffee / tea
Firma: ING Hubs Poland

Dodano:
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