Quantitative Analyst for Credit Decision Models
7 dni temu
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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