Credit Risk Model Monitoring Specialist
4 tygodni temu
We are seeking a highly skilled Credit Risk Model Monitoring Expert to join our team. As a key member of our risk modeling and monitoring squad, you will be responsible for monitoring existing credit risk models, sharing knowledge and expertise, interacting with stakeholders, and writing reports/documentation.
Key Responsibilities- Monitor and validate credit risk models to ensure they meet regulatory requirements
- Collaborate with cross-functional teams to share knowledge and expertise
- Interact with stakeholders to provide insights and recommendations
- Develop and maintain documentation and reports to support model validation
Our risk modeling and monitoring squad is a small, international team of enthusiasts who work in an agile way to provide robust solutions firmly embedded in the regulatory environment. We are a group of open-minded people who enjoy breaking down complex problems in a way that makes them look easy and accessible.
Requirements- MSc in mathematics, econometrics, statistics, or a similar quantitative field
- Sound knowledge of statistical inference and econometric methods
- Extensive knowledge of IRB and IFRS 9 models
- At least 5 years of experience in model development, monitoring, or validation
- Proficiency in programming languages (Python, SAS) and databases
- Ability to clearly and succinctly express ideas, facts, and opinions
- Ability to identify problems, analyze key information, and make connections to find solutions
- Experience as a sparring partner/advisor to Senior Management
- Knowledge of advanced statistical techniques
- Knowledge of AIRB/IFRS9 regulations
- Familiarity with version control systems (GIT)
- Professional certification (FRM/PRM/CFA or CQF)
As a Credit Risk Model Monitoring Expert at ING, you will have the opportunity to work with a talented team of risk modeling and monitoring enthusiasts. You will be responsible for monitoring existing credit risk models, sharing knowledge and expertise, interacting with stakeholders, and writing reports/documentation.
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