Credit Risk Models Quantitative Developer

3 tygodni temu


Warszawa, Mazovia, Polska TN Poland Pełny etat

Quantitative Developer for Credit Risk Models

Job Description
  • Develop and maintain IFRS9/AIRB models for ING portfolios using SAS/Python.
  • Collaborate with stakeholders from various locations, departments, and seniority levels to deliver high-quality results.
  • Maintain databases, prepare data, and ensure data quality control.
  • Apply statistical inference and econometric methods to drive informed decision-making.
Key Requirements
  1. Bachelor's degree in a quantitative field.
  2. Proficiency in English (B2/C1 level).
  3. Professional certification FRM/PRM/CFA or CQF is preferred.
  4. Experience with IFRS9/IRB models' development/maintenance/validation.
  5. Sound knowledge of statistical inference and econometric methods.
  6. Familiarity with Agile/Scrum and version control systems.
About the Role

This role requires a skilled Quantitative Developer to join our team in Warsaw, Poland. If you have a strong background in credit risk modeling, excellent communication skills, and a passion for delivering high-quality results, we encourage you to apply.



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