Risk Modeling Specialist: Expert Credit Risk Analysis

1 tydzień temu


Warszawa, Mazovia, Polska ING Pełny etat

Overview

ING is a global leader in financial services, committed to providing innovative solutions for our customers.

We are seeking a highly skilled Risk Modeling Specialist to join our team of experts in credit risk analysis. As a specialist, you will be responsible for monitoring existing credit risk models, sharing knowledge and expertise, interacting with stakeholders, and writing reports/documentation.

About the Squad

A small, international team of risk modeling enthusiasts works in an agile way to provide state-of-the-art, robust solutions firmly embedded in the regulatory environment. Our team members enjoy breaking down complex problems into manageable tasks.

Key Responsibilities

  • Monitor existing credit risk models to ensure compliance with regulatory requirements.
  • Share knowledge and expertise with the team to drive innovation and improve processes.
  • Interact with stakeholders to gather information and provide updates on project progress.
  • Write reports and documentation to communicate results and recommendations.

Requirements

To be successful in this role, you will need:

  • MSc in mathematics, econometrics, statistics or a similar quantitative field.
  • Solid knowledge of statistical inference and econometric methods.
  • Extensive knowledge of IRB and IFRS 9 models.
  • At least 5 years of experience in developing or monitoring or validating IFRS9/IRB models, with programming (. Python, SAS), databases, data modelling, data preparation and data quality control.
  • An ability to clearly and succinctly express ideas, facts and opinions.
  • An ability to identify problems, analyze key information and make connections to find appropriate solutions.
  • Ability to complete tasks and achieve results in an efficient, timely and high-quality manner, with a focus on execution and delivery of targets and KPIs.

Preferred Skills

You will get extra points for:

  • Experience in being a sparring partner/advisor to Senior Management.
  • Knowledge of and experience with advanced statistical techniques.
  • Knowledge of AIRB/IFRS9 regulations.
  • Familiarity with version control systems ( GIT).
  • Professional certification FRM/PRM/CFA or CQF.
  • Experience with databases, data preparation and data quality control.

Salary Information

The estimated salary range for this position is €80,000 - €110,000 per annum, depending on location and experience.



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