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Credit Risk Model Monitoring Expert (Risk Hub)



Job Details

We are looking for you if:

  • You have MSc in mathematics, econometrics, statistics or a similar quantitative field,
  • You have sound knowledge of statistical inference and econometric methods,
  • You have extensive knowledge of IRB and IFRS 9 models,
  • You have at least 5 years of experience with: development or monitoring or validation of IFRS9/IRB models, with programming (e.g. Python, SAS), databases, data modelling, data preparation and data quality control,
  • You have an ability to clearly and succinctly express ideas, facts and opinions,
  • You have an ability to identify problems, analyzing key information and making connections, in order to find appropriate solutions,
  • You complete tasks and achieves 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:

  • Experience in being 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

Your responsibilities:

  • Monitoring of existing credit risk models
  • Share knowledge and expertise
  • Interact with stakeholders
  • Write reports/documentation
Your place of work Explore the area

Questions? Just ask
ING Recruitment team

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ING’s vision is to unlock our people’s full potential through our inclusive culture where everyone has the opportunity to develop and have impact for our customers and society. To achieve this vision, our policies support diversity, equity, and inclusion. As an equal opportunity employer, we do not tolerate discrimination of any kind with regard to age, gender, gender identity, cultural background, experience, religion, race, ethnicity, disability, family responsibilities, sexual orientation, social origin, or any other status protected by applicable law. If you require any assistance or if we can accommodate you in any way when participating in our application and/or interview process, please email the recruiting contact listed for the relevant position. We will be happy to work with you to ensure a fair and accessible process. Read more about our commitment to diversity, inclusion and belonging here.

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