Quantitative Credit Risk Model Validator
1 tydzień temu
Key Responsibilities:
- Validate credit risk models to ensure compliance with regulatory requirements.
- Develop and maintain high-quality validation reports.
- Collaborate with model owners and stakeholders to improve model design and performance.
About the Role:
The Credit Risk Model Validation Specialist will be responsible for assessing the accuracy and reliability of credit risk models used by ING.
As a member of the central risk team, you will work closely with model owners and stakeholders to identify areas for improvement and develop strategies to enhance model performance.
The ideal candidate will have a strong background in quantitative modeling and experience with credit risk models.
About ING:
ING is a leading financial institution that follows the Agile approach and mindset.
As a Credit Risk Model Validation Specialist, you will be part of the Risk Hub Warsaw team, which is responsible for model validation and compliance with regulatory requirements.
Our goal is to increase the understanding of limitations and weaknesses of models and ensure their added value to ING.
Requirements:
- Master's or Bachelor's degree in a quantitative field.
- Experience with credit risk models and regulatory requirements.
- Strong programming skills in SAS or similar languages.
- Knowledge of statistical tools and modeling techniques.
Preferred Skills:
- Knowledge of underwriting models or early-warning systems.
- Specialization in modeling other areas.
- Strong influencing skills.
- Ability to work in small teams.
- Positive and constructive mindset.
What We Offer:
- Opportunity to work with state-of-the-art models.
- Collaborative and innovative work environment.
- Professional development and growth opportunities.
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