Senior Quantitative Analyst for IFRS9/AIRB Model Development
2 tygodni temu
Key Responsibilities:
We are seeking a highly skilled Senior IRB/IFRS9 Model Developer to join our team at ING.
Requirements:
- At least 3 years of experience with IFRS9/IRB model development, maintenance, and validation.
- Sound knowledge of IFRS 9 standard and/or EBA AIRB regulations.
- Experience with databases, data preparation, and data quality control.
- Academic degree in a quantitative field.
- Proficiency in SAS and Python programming languages.
- Excellent communication skills in English (B2/C1).
Desirable Skills:
- Experience with developing models for low default portfolios.
- Experience in banking regulatory inspections (ECB IMI).
- Professional certification FRM/PRM/CFA or CQF.
- Ability to use version control systems.
- Familiarity with Agile/Scrum methodology.
About the Team:
The Model Development department at ING is responsible for the development of risk models. We follow the Agile approach and use Scrum methodology. Our team is committed to delivering high-quality models that meet the changing requirements of our business partners.
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