Senior IRB/IFRS9 Model Developer, Warsaw

3 tygodni temu


Warszawa, Mazovia, Polska TN Poland Pełny etat

Senior IRB/IFRS9 Model Developer Position at ING in Warsaw, Poland

Job Summary:

We are seeking a highly experienced Senior IRB/IFRS9 Model Developer to join our team in Warsaw, Poland. The successful candidate will have expertise in developing and maintaining complex IFRS9/AIRB models for low default portfolios.

Key Responsibilities:
  • Develop and maintain IFRS9/AIRB models for ING portfolios.
  • Collaborate with stakeholders across different locations, departments, and seniority levels.
  • Share knowledge and expertise with junior colleagues.
About the Team:

The Model Development department is responsible for creating risk models at ING. We develop credit risk, operational risk, IRRBB, trading, and economic capital models in collaboration with global and local ING offices. Our team follows an Agile approach and uses Scrum methodology. Employees have broad autonomy, which stimulates motivation and creativity, allowing us to adapt to changing business requirements.

Requirements:
  • At least 3 years of experience in expert-based and statistical IFRS9/IRB models' development/maintenance/validation.
  • In-depth knowledge of IFRS 9 standard and/or EBA AIRB regulations.
  • Experience with databases, data preparation, and data quality control.
  • Strong understanding of statistical inference and econometric methods.
  • Academic degree in a quantitative field.
  • Proficiency in coding languages SAS and Python.
  • Excellent communication skills in English (B2/C1).
  • Experience with banking regulatory inspections (ECB IMI).
  • Professional certification FRM/PRM/CFA or CQF.
  • Familiarity with version control systems.
  • Knowledge of Agile/Scrum methodologies.


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