Credit Risk Model Monitoring Expert

4 tygodni temu


Warsaw, 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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