Credit Risk Model Monitoring Specialist

1 dzień temu

Warszawa, Polska ING Hubs Poland Pełny etat
{"title": "Credit Risk Model Monitoring Expert", "description": "Key Responsibilities

We are seeking a highly skilled Credit Risk Model Monitoring Expert to join our team at ING Hubs Poland. As a key member of our squad, you will be responsible for monitoring existing credit risk models, sharing knowledge and expertise, interacting with stakeholders, and writing reports/documentation.

About the Squad

Our team is a small, international group of risk modeling and monitoring enthusiasts who work in an agile way to provide state-of-the-art, robust solutions firmly embedded in the regulatory environment. We are a group of open-minded people who enjoy breaking down complex problems in a way that makes them look easy and accessible.

Requirements
  • Master's degree in mathematics, econometrics, statistics, or a similar quantitative field
  • Sound knowledge of statistical inference and econometric methods
  • Extensive knowledge of IRB and IFRS 9 models
  • At least 5 years of experience in development, monitoring, or validation of IFRS9/IRB models, with programming (e.g. Python, SAS), databases, data modeling, data preparation, and data quality control
  • Ability to clearly and succinctly express ideas, facts, and opinions
  • Ability to identify problems, analyze key information, and make connections to find appropriate solutions
  • Ability to complete tasks and achieve results in an efficient, timely, and high-quality manner, with a focus on execution and delivery of targets and KPIs
Desirable Skills
  • Experience as a sparring partner/advisor to Senior Management
  • Knowledge of and experience with advanced statistical techniques
  • Knowledge of AIRB/IFRS9 regulations
  • Familiarity with version control systems (e.g. GIT)
  • Professional certification FRM/PRM/CFA or CQF
  • Experience with databases, data preparation, and data quality control
", "lang_code": "en"}

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