Quantitative Risk Model Developer

4 tygodni temu


Warszawa, Mazovia, Polska ING Pełny etat

Key Responsibilities:

  • Develop and maintain IFRS9/AIRB models for ING portfolios.
  • Interact 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 collaborate with global and local ING offices to create credit risk, operational risk, IRRBB, trading, and economic capital models.

We follow the Agile approach and use Scrum in our daily activities. Our employees have broad autonomy, which stimulates motivation and creativity, allowing us to adapt to changing business requirements.

Requirements:

  • Experience with IFRS9/IRB models' development/maintenance/validation.
  • Knowledge of statistical inference and econometric methods.
  • Academic degree in a quantitative field.
  • Proficiency in SAS/Python.
  • Independent, creative, and proactive mindset.
  • Efficient communication in English (B2/C1).

Preferred Qualifications:

  • Professional certification FRM/PRM/CFA or CQF.
  • Ability to use version control systems.
  • Familiarity with Agile/Scrum.


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