Senior Quantitative Analyst

1 dzień temu

Warszawa, Polska ING Hubs Poland Pełny etat
Senior Specialist - Credit Risk Model Validation

We are seeking a highly skilled and experienced Senior Specialist to join our team at ING Hubs Poland. As a Senior Specialist, you will play a critical role in validating state-of-the-art credit risk models used for regulatory purposes, provisions, and innovative decision models.

Key Responsibilities:
  • Assess and validate credit risk models to ensure they meet regulatory requirements and internal standards.
  • Collaborate with model owners and stakeholders to improve model design, performance, and compliance.
  • Develop and maintain high-quality validation reports and documentation.
  • Contribute to the development of methodology standards, validation frameworks, and best practices.
Requirements:
  • Master's degree in a quantitative or numerical field (e.g., mathematics, statistics, economics).
  • Minimum 3 years of experience in credit risk modeling, with a strong understanding of statistical tools and modeling techniques.
  • Proficiency in programming languages such as SAS, Python, or similar.
  • Excellent English language skills (B2/C1 level).
Preferred Qualifications:
  • Knowledge of IRB and/or IFRS9 models and regulations.
  • Experience with underwriting models or early-warning systems.
  • Statistical modeling experience in other areas.
  • Positive and constructive mindset.
  • Ability to work independently and make decisions.

As a Senior Specialist at ING Hubs Poland, you will be part of a dynamic and innovative team that follows the Agile approach and mindset. We value collaboration, trust, and continuous improvement. If you are passionate about credit risk modeling and want to contribute to the development of cutting-edge models, we encourage you to apply for this exciting opportunity.

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