Credit Risk Model Validation Specialist

4 tygodni temu


Warsaw, Polska ING Pełny etat

We are looking for you if:

You have a degree (MSc or BSc) in a quantitative/numerical field,

You have experience with credit risk models,

You have knowledge of IRB and/or IFRS9 models and regulations,

You have knowledge of statistical tools and modelling techniques,

You have extensive programming experience in SAS or similar languages

Additionally, you will score for:

Having knowledge of underwriting models or early-warning systems

Specialization in modeling of other areas

Strong influencing skills

Having ability to work in small teams

Having positive & constructive mind-set

Your responsibilities :

Assessment of credit risk models

Creation of high-quality validation reports

Collaboration with model owners and other stakeholders

Improvement of tools and methodology

Information 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 Specialist, 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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