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Credit Risk Models Junior Specialist



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Detalles del trabajo

We are looking for you, if you:

  • Have education in a quantitative field (statistics, econometrics, math, physics or other similar),

  • Pay attention to details,

  • Can communicate in English,

  • Have analytical skills,

  • Are independent and proactive,

  • Think critically.

You will score extra points for:

  • Experience with working on SAS and/or SQL Databases,

  • Understanding of credit risk models,

  • FRM/PRM/CFA/CQF certificates.

Your responsibilities:

  • Support in IFRS9 credit risk models development and monitoring,

  • Conducting of wide-scope credit risk analyses on ING portfolio.

Information about the squad:

The Model Development department is an international team of 300 highly qualified professionals. Our expertise lies in the development and management of credit risk, ALM and operational risk models. The Risk Hub Model Development team performs model development activities for models throughout ING, working closely together on international projects with the teams in Amsterdam. The developed credit risk models are core to the success of ING and include IRB and IFRS9 models (PD, LGD, EAD) for retail and wholesale portfolios, as well as non-regulatory models. The models are used by all local Risk Management units within ING. All that is achieved together with offered to employees flexible work conditions in hybrid mode and wide scope of trainings and knowledge transfer.

The role naming convention in the global ING job architecture will be “Model Developer I” 

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