Credit Risk Models Quantitative Developer
3 tygodni temu
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.
- Bachelor's degree in a quantitative field.
- Proficiency in English (B2/C1 level).
- Professional certification FRM/PRM/CFA or CQF is preferred.
- Experience with IFRS9/IRB models' development/maintenance/validation.
- Sound knowledge of statistical inference and econometric methods.
- Familiarity with Agile/Scrum and version control systems.
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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