Credit Decision Modeller

3 dni temu

Warszawa, Mazovia, Polska ING Pełny etat

We are looking for you, if you have:

an advanced degree (PhD or Masters) in a quantitative discipline, such as Data Science, Statistics, Mathematics, Physics, Econometrics, Quantitative Finance or related field,knowledge of machine learning methods: supervised and unsupervised learning, classification, regression, etc.,experience in development of credit risk models in a financial institution or related industry,analytical skills with the ability to describe models, effectively articulate and document model's structure, logic and results,experience writing code in Python/SAS (or other statistical programming language as a plus), data processing and advanced visualization,knowledge of credit risk management process, including application of credit risk models like e.g., credit decision scorecards, early warning systems, collection systems, IRB, IFRS9 etc.,English verbal and writing proficiency.

You'll get extra points for:

knowledge of regulatory framework for credit risk management (IRB, IFRS9, etc.) and lending process,experience in development of decision models for retail portfolios,experience with the Agile way of working,code versioning - git.

Your responsibilities:

perform development and periodical monitoring of credit decision models models across global ING business lines and locations,ensure models are conceptually sound and appropriate,ensure model compliance with regulations, internal policies and industry best practices,collaborate closely with cross-functional teams including model validator, risk managers, and business stakeholders and promote best practices,stay up-to-date with industry trends and regulatory guidelines, in particular related to advanced analytics models to be able to contribute to the continuous improvement of credit decision models.

Information about the squad:

At ING Hubs Poland and ING group we follow the Agile approach and mindset. We use flexible frameworks like Scrum and Kanban at our everyday work. We are innovative and we trust people we work with. The broad autonomy our employees have, stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners. Small units called squads are the core of our organization. They have clear vision of products, overcome challenges autonomously and based on team cooperation, work out the most flexible and effective way of working. You will work in the Credit Risk Modelling team, whose mission is to understand, implement, maintain and develop operational credit scoring models / credit decision models. You will also report and monitor them. As Credit Risk Modeler, you develop statistical models as a basis on which to evaluate the various credit risk parameters at the bank. You will work in a dynamic environment at the forefront of new developments in the field of credit risk management.

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

  • Senior Credit Risk Modeller

    2 tygodni 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 :SASPythonabout-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...

  • 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...

  • Senior Credit Risk Modeller

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Hubs Poland Pełny etat

    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...

  • Quantitative Modeller

    2 tygodni temu

    Warszawa, Mazovia, Polska Goldman Sachs Pełny etat

    RISK ENGINEERING The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. Risk Engineering ("RE"), which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-driven...

  • Credit Risk Modeller for Non-Regulatory Models

    6 dni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    We are looking for you, if you:have a university degree in mathematics or economics with a strong focus on statistics/math's,have experience in statistical modelling, data processing, data quality control,are proficient in English,have an analytical mind, geared towards problem solving and able of critical thinking,have good communication and team player...

  • Quantitative Modeller – Risk Engineering – Associate – Warsaw

    2 tygodni temu

    Warszawa, Mazovia, Polska Goldman Sachs Pełny etat

    RISK ENGINEERING The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. Risk Engineering ("RE"), which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-driven...

  • Quantitative Modeller – Risk Engineering – Associate – Warsaw

    2 tygodni temu

    Warszawa, Mazovia, Polska Goldman Sachs Pełny etat

    Risk EngineeringThe Risk division is responsible for credit, market, and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. Risk Engineering ("RE"), which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-driven...

  • Senior Credit Risk Modeller

    1 tydzień temu

    Warszawa, Mazovia, Polska ING Pełny etat

    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...

  • Senior Credit Risk Modeller

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Bank N.V. Pełny etat

    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...

  • Senior Credit Risk Modeller

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    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...

  • Senior Machine Learning Credit Risk Model Developer

    4 tygodni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    We are looking for you, if you have:an advanced degree (PhD or Masters) in a quantitative discipline, such as Computer Science, Data Science, Statistics, Mathematics, Physics, Econometrics, Quantitative Finance or related field,excellent knowledge of classic machine learning methods: supervised and unsupervised learning, classification, regression,...

  • Credit Strategy Analyst

    2 tygodni temu

    Warszawa, Mazovia, Polska Uncapped Pełny etat

    What you will do Develop, maintain and monitor innovative credit strategies throughout the customer journey - our goal is to create unique products, so you will need to grasp the overall product objectives, identify relevant data sources, and continuously test and learn to develop strategies Collaborate with data engineers and product teams to automate...

  • Specialist - Risk Modeller for Credit Risk Economic Capital

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    We are looking for you, if you: are eager to learn the best practices of the Credit Risk Economic Capital model development, are willing to take part in a challenging project, which focuses on developing the Credit Risk Economic Capital for ING's credit portfolios, have academic degree in quantitative field, have sound knowledge of statistical...

  • Specialist - Risk Modeller for Credit Risk Economic Capital

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Bank N.V. Pełny etat

    We are looking for you, if you:areeager to learnthe best practices of the Credit Risk Economic Capital model development,are willing to take part in a challenging project, which focuses on developing the Credit Risk Economic Capital for ING's credit portfolios,have academic degree in quantitative field,have sound knowledge of statistical inference and...

  • Senior Machine Learning Credit Risk Model Developer

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Bank N.V. Pełny etat

    We are looking for you, if you have:an advanced degree (PhD or Masters) in a quantitative discipline, such as Computer Science, Data Science, Statistics, Mathematics, Physics, Econometrics, Quantitative Finance or related field,excellent knowledge of classic machine learning methods: supervised and unsupervised learning, classification, regression,...

  • Senior Machine Learning Credit Risk Model Developer

    2 tygodni temu

    Warszawa, Mazovia, Polska ING Pełny etat

    We are looking for you, if you have: an advanced degree (PhD or Masters) in a quantitative discipline, such as Computer Science, Data Science, Statistics, Mathematics, Physics, Econometrics, Quantitative Finance or related field, excellent knowledge of classic machine learning methods: supervised and unsupervised learning, classification, regression,...

  • Credit Strategy Analyst

    2 tygodni temu

    Warszawa, Mazovia, Polska Uncapped Pełny etat

    Hybrid role based in WarsawRole Overview We are looking for a highly skilled Credit Strategy Analyst to be responsible for devising credit risk strategies that align customer growth targets with credit risk management, all while maximizing profitability. As part of this role, you will utilize data and analytics to address various business challenges related...

  • Senior Machine Learning Credit Risk Model Developer

    2 tygodni temu

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

    Senior Machine Learning Credit Risk Model Developer page is loaded Senior Machine Learning Credit Risk 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:an advanced degree (PhD or Masters) in a quantitative discipline, such as Computer Science,...

  • Credit Risk Analyst

    2 tygodni temu

    Warszawa, Mazovia, Polska HeavyFinance Pełny etat

    HeavyFinance is in the business of removing one gigaton of CO2 emissions through science-based agricultural financing.The company operates as a marketplace connecting investors – from retail to institutional – with European farmers in need of external funding to expand their farms and shift to regenerative agriculture. To ensure a positive impact of...

  • Risk, Credit Risk

    2 tygodni temu

    Warszawa, Mazovia, Polska Goldman Sachs Pełny etat

    RISK The Risk Division is a team of specialists charged with managing the firm's credit, market, liquidity, operational and capital risk. Whether assessing the creditworthiness of the firm's counterparties, monitoring market risks associated with trading activities, or offering analytical and regulatory compliance support, our work contributes directly...