Quantitative Analyst for Credit Decision Models

7 dni temu


Warszawa, Mazovia, Polska TN Poland Pełny etat

About the Role

We are seeking a highly skilled Quantitative Analyst for Credit Decision Models to join our dynamic team in Warsaw. As a key member of our Risk Hub Model Development Area, you will be responsible for developing and monitoring advanced analytics non-regulatory models used by ING.

Key Responsibilities

  • Develop and maintain advanced analytics models for credit risk decision-making.
  • Collaborate with cross-functional teams to ensure model compliance with regulations, internal policies, and industry best practices.
  • Stay up-to-date with industry trends and regulatory guidelines related to machine learning and advanced analytics models.
  • Provide expertise and guidance to colleagues on credit risk models and their applications.

Requirements

  • PhD or Masters degree in a quantitative discipline such as Computer Science, Data Science, Statistics, Mathematics, Physics, Econometrics, or Quantitative Finance.
  • Expertise in machine learning methods including supervised and unsupervised learning, classification, regression, etc.
  • Experience in validation or development of credit risk models in a financial institution or related industry.
  • Strong analytical skills with the ability to describe models and articulate their logic and results.
  • Proficiency in writing code in Python (R, SAS, or other statistical programming languages as a plus), data processing, and advanced visualization.


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