Senior Quantitative Risk Modeler

2 tygodni temu


Warszawa, Mazovia, Polska ING Pełny etat

Key Responsibilities:

  • Contribute to the development and maintenance of IFRS9/AIRB models for ING portfolios
  • Collaborate with stakeholders from diverse locations, departments, and seniority levels
  • Share knowledge and expertise with junior colleagues

About the Team:

The Model Development department at ING is responsible for creating risk models. We develop credit risk, operational risk, IRRBB, trading, and economic capital models in collaboration with global and local ING offices. We follow the Agile approach and use Scrum, which allows our employees to work independently and effectively adapt to changing business requirements.

Requirements:

  • Proven experience in developing and maintaining expert-based and statistical IFRS9/IRB models
  • Sound knowledge of IFRS 9 standard and/or EBA AIRB regulations
  • Experience with databases, data preparation, and data quality control
  • Strong knowledge of statistical inference and econometric methods
  • Academic degree in a quantitative field
  • Proficiency in SAS and/or Python programming languages
  • Excellent communication skills in English (B2/C1 level)

Desirable Skills:

  • Experience with developing models for low default portfolios
  • Experience in banking regulatory inspections (ECB IMI)
  • Professional certifications such as FRM/PRM/CFA or CQF
  • Ability to use version control systems
  • Familiarity with Agile/Scrum methodologies

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