Senior IFRS9/AIRB credit risk model developer

ING Hubs Poland is hiring!

We are looking for you, if you have:

• very good analytical and conceptual skills,
• academic degree in quantitative field (economics, mathematics, statistics, computer science, physics),
• several years of experience with statistical models’ development, monitoring, validation,
• knowledge of development of IFRS9/AIRB models and relevant regulations (IFRS9, CRR, EBA Guidelines),
• experience with databases, data preparation and data quality control,
• sound knowledge of statistical inference and econometric methods,
• proficiency in programming languages like SAS/Python or equivalent analysis software,
• fluency in English (B2/C1).

You'll get extra points for:

• in-depth know-how in the area of ​​advanced machine learning techniques,
• experience in banking regulatory’s inspections (ECB IMI),
• professional certification FRM/PRM/CFA/CQF,
• familiarity with Agile/Scrum way of working,
• code versioning - git.

Your responsibilities:

• In risk management, looking into the future is part of daily business - we use data, models and statistics. This is where you start and develop credit risk models according to IRB & IFRS9 requirements, which you also monitor and recalibrate until everything fits,
• As an experienced analyst, you know that models are only as good as the data on which they are based. Therefore, you critically examine the data bases for risk modeling, develop them further and ensure their quality assurance,
• Thanks to your holistic view, you can quickly identify which process changes have an impact on the credit risk models and provide expert support for their implementation. With your conclusive analyzes and reports, you play an active role in managing our credit risk in the international projects.

About the Team:

In the Retail Banking Model Development Area, we are involved in various credit risk redevelopment projects in a close cooperation with Amsterdam head office and local ING offices in i.e. ING Italy, ING Germany, ING Spain. We develop credit risk models from scratch together with experienced modellers from ING Group in the international environment and basing on the highest standards. We have a corporate culture in which people meet on equal terms, learn from each other. We are sure you will be able to grow with us!

We have a hybrid working model: in addition to working in our brand new office in Dream Space Warsaw, you can also work remotely – within the framework of operational and legal requirements.

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