Senior Credit Risk Analyst
4 tygodni temu
About the Role:
We are seeking a highly skilled Credit Risk Modelling Expert to join our team at ING Group. As a key member of our Model Development department, you will play a crucial role in the development and maintenance of IFRS9/AIRB models for retail and SME portfolios.
Key Responsibilities:
- Develop and maintain IFRS9/AIRB models for retail and SME portfolios.
- Interact with stakeholders from different locations, departments, and seniority levels.
- Share knowledge and expertise with junior colleagues.
About the Team:
Our Model Development department is involved in various credit risk retail and SME redevelopment projects in close cooperation with the Amsterdam credit risk modelling unit. We develop new IFRS9 and AIRB models for portfolios including multiple product types and various modelling techniques.
Requirements:
- At least 3 years of experience with IFRS9/IRB models' development/maintenance/validation (PD/EAD/LGD).
- Sound knowledge of statistical inference and econometric methods.
- Academic degree in a quantitative field.
- Experience with databases, data preparation, and data quality control.
- Proficient in SAS, SQL (Python nice to have).
- Effective communication in English (B2/C1).
Desirable Skills:
- Experience in banking regulator's inspections (ECB IMI/KNF).
- Professional certification FRM/PRM/CFA or CQF.
- Experience with source/version control tools (GIT, Azure).
- Familiarity with Agile/Scrum.
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