Credit Risk Model Developer

2 tygodni temu

Warszawa Pańska, Polska ING Pełny etat 700 000 zł - 1 200 000 zł rocznie

ING Hubs Poland is hiring

We are looking for you if:

  • You have academic or professional experience in statistics, econometrics, data science, or financial engineering

  • You are passionate about quantitative risk modelling and want to shape the future of credit risk management in a leading international banking group

  • You are familiar with regulatory frameworks such as Basel (AIRB) and IFRS9, or eager to learn and grow in this space

  • You enjoy working in diverse, cross-functional teams and thrive in a collaborative, international environment

  • You are comfortable with programming languages such as SAS, Python or R, and have experience (or interest) in working with large datasets

  • You communicate clearly, document thoroughly and enjoy collaborating in agile squads
     

English level - C1
 

You'll get extra points for:

  • Hands-on experience in developing, monitoring, or validating AIRB or IFRS9 models

  • Knowledge of banking portfolios (retail, corporate, SME, etc.) and credit risk models' lifecycle

  • Familiarity with regulatory expectations from ECB, EBA, or local supervisors

  • Strong communication skills and ability to explain complex concepts to non-technical stakeholders

  • Professional certifications such as FRM, PRM or CFA

Your responsibilities:

Depending on your seniority level.

  • Junior Specialists: Support model monitoring and documentation, assist with data preparation and exploratory analysis

  • Specialists: Contribute to model design, coding, and testing; participate in regulatory submissions and internal reviews

  • Senior Specialist: Lead monitoring of AIRB/IFRS9 models and development of model parameters, coordinate with validation and audit teams, ensure compliance with regulatory standards

  • Experts: Lead development of AIRB/IFRS9 models, mentor junior staff, represent the team in regulatory discussions

  • Senior Experts: Lead complex projects, engage with senior stakeholders across risk, finance, and compliance
     

Information about the team:

The Retail Credit Risk Model Development team is a centre of expertise within ING Group, responsible for the development, enhancement and monitoring of regulatory and accounting models across multiple jurisdictions and portfolios.
 

We are transitioning from project-based setup to portfolio-oriented team, enabling deep collaboration with local entities across the Group. This structure offers a unique opportunity to work on international projects, gain exposure to diverse asset classes and model types and specialize in specific portfolios – making a tangible impact on the broader risk management function.
 

We work closely with business units, model validation, and regulatory affairs to ensure our models are robust, compliant, and fit-for-purpose. We value diversity, curiosity, and continuous learning. Whether you're just starting your career or bringing years of experience, we offer a supportive environment where you can grow and make a real impact. We work in a hybrid model with up to 75% remote work. You're always welcome to join us in our state-of-the-art Warsaw office whenever you prefer.

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