ING

Credit Risk Model Monitoring Specialist

ING  •  Republic of Poland (Onsite)  •  1 month ago
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Job Description

ING Hubs Poland is hiring!

The expected salary for this position: 7 100 - 16 000 PLN gross

The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.

We are looking for you, if you:

  • Have MSc in mathematics, econometrics, statistics or a similar quantitative field,

  • Have sound knowledge of statistical inference, econometric methods, and statistical programming

  • Have at least 1 year of experience with IRB/IFRS9 model development or at least 2 years of experience with IRB/IFRS9 model monitoring

  • Have an ability to clearly and succinctly express yourself,

  • Have an ability to identify problems, analyzing key information and making connections, to find appropriate structural solutions,

  • Complete tasks and achieve results in an efficient, timely, and high-quality manner, with a focus on execution and delivery of targets and KPIs.

English level - C1.

You'll get extra points for:

  • Familiarity with best practices in coding / software development (release management, version control, testing, issue tracking).

Your responsibilities:

  • Monitoring of IRB/IFRS9 models

  • Participate in IRB/IFRS9 model calibration/development

  • Collaborate with an internal Model Validation Unit during model development, model monitoring, and review processes.

  • Write reports / model documentation.

Information about the team:

The Model Strategy and Monitoring team is located in Warsaw and Amsterdam and is a part of the Integrated Risk Oversight area. The team is responsible for model lifecycle management frameworks for IRB and IFRS9 models for the whole ING Group. The role naming convention in the global ING job architecture will be "Model Developer II”.

The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.

ING

About ING

ING is a pioneer in digital banking and on the forefront as one of the most innovative banks in the world. As ING, we have a clear purpose that represents our conviction of people’s potential. We don’t judge, coach, or tell people how to live their lives. However big or small, modest or grand, we empower people and businesses to realise their vision for a better future. We made the promise to make banking frictionless, removing barriers to progress, and make people confident in their financial decisions. As a global bank we have a huge opportunity – and responsibility – to make an impact for the better. We can play a role by financing change, sharing knowledge, and innovating. Being sustainable is in all the choices we make—as a lender, as a partner and through the services we offer our customers

Industry
Finance & Insurance
Company Size
10,000+ employees
Headquarters
Amsterdam, NL
Year Founded
Unknown
Website
ing.com
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