Credit Risk Model Monitoring Senior Specialist

6 miesięcy temu


Warsaw, Polska ING Pełny etat

We are looking for you, if you:

Have (Financial) Econometrics, Financial Mathematics, Quantitative Financial Economics, Mathematics, Statistics, Physics, Possess sound knowledge of IRB and IFRS9 models, Previously spent at least 3 years working with IFRS9/IRB models, including development, monitoring, or validation. Proficiency in programming languages like SAS and/or Python/R, along with data modeling, preparation, and quality control, Can express ideas, facts, and opinions clearly and concisely in English (C1 level or higher), Are demonstrably skilled at identifying issues, analyzing key information, and making connections to find effective solutions, Consistently achieve results efficiently, with a strong emphasis on meeting targets and KPIs.

You’ll get extra points for:

Aptitude in providing strategic insight and advice to senior management, Advanced statistical techniques knowledge, Risk modelling experience within IRB/IFRS9 domains, Professional certifications (. FRM/CFA/PRM or CQF), Experience with source/version control tools (GIT, Azure , Experience with databases, data preparation and data quality control.

Your responsibilities:

Monitoring existing credit risk model across all parameters (PD, LGD and EAD) within both AIRB and IFRS9 landscapes, Sharing your knowledge and expertise, Communicating with stakeholders to achieve the best outcomes, Writing insightful reports for stakeholders and documenting important information.

Information about the squad:

This squad comprises a diverse team of experts with data science, statistical, finance and coding skills. Monitoring is integral to ongoing model development, and our stakeholders want to know they are using state-of-the-art models. Our squad collaborates with model development and validation to ensure best-of-breed models are in use.
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