Credit Risk Modeller for Non-Regulatory Models

2 tygodni temu

Warsaw, 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 skills, have an ability to clearly 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.


You'll get extra points for:

experience with SAS and any other modelling tool/language (eg. Python) is an asset, knowledge of and experience with advanced statistical techniques such as Bayesian modelling, Monte Carlo, neural networks, etc., experience in credit risk modelling, basic knowledge of credit risk management concepts, talent for taking it on and making it happen, enthusiasm for helping others to be successful and a knack for always being a step ahead, being a naturally collaborative person who listens and invests in others to achieve common goals, love to challenge the status quo and are eager to propose creative solutions to problems.


Your responsibilities:

develop and monitor predictive risk models like . credit decision, affordability, EWS models, collect the data required for the development, monitoring and validation of models, perform analyses and reports within credit risk management area, interact with stakeholders and explain the models, share knowledge.


Information about the team:

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 I”.

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