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Credit Risk Model Monitoring Expert (Risk Hub)



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Detalles del trabajo

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
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ING Recruitment team

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