Senior Machine Learning Credit Risk Model Developer

7 miesięcy temu

Warsaw, 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, etc., experience in validation or 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 (R, 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 ., 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, and lending process, experience with the Agile way of working, code versioning - git.

Your responsibilities:

gain a great visibility across global ING business lines and locations; explore a possibility to grow in your expertise, with a lot of opportunities to share knowledge (internally and externally), broaden programming skills in Python or other statistical tools/stack in developing machine learning solutions, expand the hands-on skills in developing credit risk decision models (acceptance models, behavioural models, EWS, for individual and business clients, deep dive into models during periodical monitoring of credit risk decision models performance (acceptance models, behavioural models, EWS, for individual and business clients, learn the best practices in ensuring model compliance with regulations, internal policies and industry best practices, develop collaborative skills in dealing closely with cross-functional teams including model validators, risk managers, and business stakeholders, stay up-to-date with industry trends and regulatory guidelines, in particular related to machine learning and advanced analytics models to be able to contribute to the continuous improvement of credit risk models.

Information about the squad:

A fast growing, energetic, international team of highly qualified experts with a focus on applying machine learning techniques to ensure credit risk decision-making is safe and sound, and thus provide a relevant support for business growth.

Within Risk Hub Model Development Area, based in Warsaw, we are expanding a team of model developers for non-regulatory credit risk models.

We are responsible for developing and monitoring advanced analytics non-regulatory models used by ING.

On a daily basis, we have frequent collaborations with our colleagues in ING around the world, to provide them with relevant and timely expertise in credit risk models and driving their lending business.

Our goal is to ensure sustainable credit risk model performance. We strive to bring fresh ideas to life and embrace challenges in a fast changing and complex environments.

By bringing in our technical and business expertise we assure that models are appropriate for intended use, compliant with internal policies and external regulations and their applications are well understood by the organization.

We run projects with an end-to-end attitude, taking care of final products meeting objectives of our stakeholders, starting from initiation until finalization.

To make it happen, we are waiting for Your enthusiasm, open-minded and a pro-active team player attitude.

The role naming convention in the global ING job architecture will be “Model Developer V”.

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