Risk Modeller Specialist

4 tygodni temu


Warszawa, Mazovia, Polska ING Pełny etat
Job Opportunity:

We are seeking a highly skilled Risk Modeller Specialist to join our team at ING. As a key member of our Model Development department, you will be responsible for developing and maintaining Credit Risk Economic Capital models for our global portfolios.

About the Role:

As a Risk Modeller Specialist, you will perform analyses to develop and maintain Credit Risk Economic Capital models, document your findings, and interact with stakeholders from various locations and departments. Your responsibilities will include:

  • Performing analyses for the development and maintenance of Credit Risk Economic Capital models for global ING portfolios
  • Documenting your analyses and interpreting the results
  • Interacting with stakeholders from different locations, departments, and seniority levels


About the Team:

The Model Development department is responsible for developing risk models at ING. We work closely with global and local ING offices to develop all credit risk, operational risk, IRRBB, trading, and economic capital models. Our team follows the Agile approach and uses Scrum, allowing us to adapt to changing business requirements and fostering a culture of motivation and creativity.

Requirements:

To be successful in this role, you will need:

  • A strong academic background in a quantitative field
  • Sound knowledge of statistical inference and econometric methods
  • Experience with coding languages such as SAS, R, or Python
  • Experience with databases, data preparation, and data quality control
  • English language proficiency at B2/C1 level


What We Offer:

We offer a dynamic and challenging work environment, opportunities for professional growth and development, and a competitive compensation package. If you are a motivated and detail-oriented individual with a passion for risk modeling, we encourage you to apply for this exciting opportunity.

Language: English

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