Credit Risk Models Lead Validator/Expert

2 tygodni temu


Warszawa, Mazovia, Polska ING Pełny etat
We are looking for you, if you haveA degree (MSc or PhD) in a quantitative/numerical fieldMinimum 5 years' of experience with credit risk modelsKnowledge of IRB and/or IFRS9 models and regulationsKnowledge of statistical tools and modelling techniquesProgramming experience in SAS/ Python or similar languageEnglish level – B2/C1You will score extra points for:Knowledge of underwriting models or early-warning systemsExperience in statistical modelling of other areasExperience in managing project teamsStrong influencing skillsAbility to work independently and to make decisionsAbility to work on multiple projectsPositive & constructive mindsetYour responsibilities:Assessment of credit risk modelsCreation of high-quality validation reportsCollaboration with model owners and other stakeholdersLeading validation projects and teamsActing as a mentor for junior team membersImprovement of tools and methodologyInformation about the 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 Warsaw is a part of the central risk team located in Amsterdam and Warsaw. Model validation checks the design, performance, proper use of models and compliance with internal and external regulatory requirements. Together with Amsterdam office we work as one team and actively develop our methodology standards, validation frameworks and way of working.

Our goal is to increase the understanding of limitations and weaknesses of models and permanent perfection of models to assure the added value for ING. As Credit Risk Model Validation expert, you will validate state-of-the-art models used for regulatory purpose (IRB), provisions (IFRS 9) and innovative decision models covering different portfolios and countries.



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