Quantitative Risk Model Auditor
11 godzin temu
About Us
ING, a leading financial institution, is committed to innovation and trust.
We follow the Agile approach, fostering collaboration and continuous improvement in our Central Risk Team located in Amsterdam and Warsaw. Our goal is to ensure the added value of models for ING, identifying limitations and weaknesses while striving for perfection.
About the Role
We are seeking a Credit Risk Model Validation Specialist to join our team. As a key member, you will be responsible for assessing credit risk models, creating high-quality validation reports, and collaborating with model owners and stakeholders.
Your Key Responsibilities
- Validate state-of-the-art models used for regulatory purposes (IRB), provisions (IFRS 9), and innovative decision models covering different portfolios and countries.
- Improve tools and methodology to enhance model performance and compliance.
Your Skills and Qualifications
To succeed in this role, you should possess:
- A degree in a quantitative or numerical field (MSc or BSc).
- Experience with credit risk models, IRB, and/or IFRS9 regulations.
- Knowledge of statistical tools and modeling techniques.
- Extensive programming experience in SAS or similar languages.
Bonus Points
- Familiarity with 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
We offer a competitive salary range of €60,000 - €80,000 per annum, depending on your qualifications and experience. You will also have opportunities for professional growth and development within our organization.
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