Credit Risk Model Monitoring Expert

2 tygodni temu


Warszawa, Mazovia, Polska ING Pełny etat

We are looking for you if you:

have MSc in mathematics, econometrics, statistics or a similar quantitative field,have sound knowledge of statistical inference and econometric methods,have extensive knowledge of IRB and IFRS 9 models,have at least 5 years of experience with: development or monitoring or validation of IFRS9/IRB models, with programming (e.g. Python, SAS), databases, data modelling, data preparation and data quality control,have an ability to clearly and succinctly express ideas, facts and opinions,have an ability to identify problems, analyzing key information and making connections, in order to find appropriate solutions,complete tasks and achieves results in an efficient, timely and high-quality manner, with a focus on execution and delivery of targets and KPIs.

English level - C1.

You'll get extra points for:

experience in being a sparring partner/advisor to Senior Management,knowledge of and experience with advanced statistical techniques,knowledge of AIRB/IFRS9 regulations,familiarity with version control systems (e.g. GIT),professional certification FRM/PRM/CFA or CQF,experience with databases, data preparation and data quality control.

Your responsibilities:

• Monitoring of existing credit risk models,

• Share knowledge and expertise,

• Interact with stakeholders,

• Write reports/documentation.

Information about the squad:

A small, international team of risk modeling and monitoring enthusiasts. Works in an agile way to provide the state-of-the-art, robust solutions firmly embedded in the regulatory environment.
It's a group of open-minded people who enjoy breaking down complex problems in a way that makes them look easy and accessible.

The role naming convention in the global ING job architecture will be "Model Developer IV".



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