Senior Quantitative Analyst for IFRS9/AIRB Model Development

2 tygodni temu


Warszawa, Mazovia, Polska ING Pełny etat

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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