Quantitative Risk Model Evaluator

2 tygodni temu


Warszawa, Mazovia, Polska ING Pełny etat

Key Responsibilities:

We are seeking a highly skilled Credit Risk Model Validation Specialist to join our Risk Hub in Warsaw. As a key member of our team, you will be responsible for:

  • Validating state-of-the-art credit risk models used for regulatory purposes, provisions, and innovative decision-making
  • Conducting thorough assessments of model design, performance, and compliance with internal and external regulatory requirements
  • Collaborating with model owners, stakeholders, and cross-functional teams to improve model quality and methodology

About the Squad:

Our Risk Hub in Warsaw is part of the central risk team located in Amsterdam and Warsaw. We follow the Agile approach and mindset, prioritizing innovation, trust, and collaboration. As a Credit Risk Model Validation Specialist, you will work closely with our Amsterdam office to develop and refine our methodology standards, validation frameworks, and way of working.

Requirements:

To succeed in this role, you will need:

  • A degree in a quantitative/numerical field (MSc or BSc)
  • Experience with credit risk models, IRB, and/or IFRS9 models and regulations
  • Proficiency in statistical tools and modelling techniques, as well as programming experience in SAS or similar languages
  • Strong influencing skills, ability to work in small teams, and a positive constructive mindset

What We Offer:

As a Credit Risk Model Validation Specialist, you will have the opportunity to work on cutting-edge models, develop your skills, and contribute to the success of our Risk Hub. We offer a dynamic and supportive work environment, opportunities for growth and development, and a competitive compensation package.



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