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Credit Risk Model Developer Expert in WB



ING Hubs Poland is hiring!

The expected salary for this position: 13 000 - 22 000 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 and econometric methods,

  • Have extensive knowledge of IRB and IFRS9 models, with the focus on IRB

  • Good understanding and interpretation of regulatory credit risk policies

  • Have at least 5 years of experience with: development of IRB/IFRS9 models, with programming (e.g. Python, SAS) and data modelling

  • Have an ability to identify problems, analyze key information and focus on finding appropriate solutions,

  • Pay attention to details in order to deliver high-quality results in a timely manner

  • Have an ability to clearly and succinctly express ideas, facts and opinions,

  • Value team work.

English level - C1.

You'll get extra points for:

  • Experience in being a sparring partner/advisor to Senior Management

  • Knowledge of AIRB/IFRS9 regulations

  • Familiarity with version control systems (e.g. GIT).

Your responsibilities:

  • Development of the global IRB models in Wholesalebank portfolios

  • Performing tasks from the whole model development life cycle: model implementation, monitoring, impact assessment, analysing business requirements

  • Interactions with stakeholders (including local units), IFRS9 team, data team

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

  • Engagement during audit reviews (internal and external).

  • Share knowledge and expertise,

  • Write reports / model documentation.

Information about the team:

Credit Risk Model Development is an international, global team (more than 400 risk experts) located in different locations in Europe (e.g., Amsterdam, Milan, Warsaw). The key responsibility is development of robust credit risk models firmly embedded in the regulatory environment.

The role naming convention in the global ING job architecture will be "Model Developer IV”.

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

Questions? Just ask
ING Recruitment team

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Chez ING, nous voulons libérer tout le potential de nos collaborateurs, grâce notamment à une culture inclusive où tout le monde peut se développer et avoir un impact sur nos clients et sur la société. Nous veillons à ce que la diversité, l'équité et l'inclusion soient prioritaires. En tant qu'employeur souscrivant au principe de l'égalité des chances, nous ne tolérons aucune forme de discrimination, qu’elle soit liée à l'âge, au sexe, à l'identité sexuelle, à l'origine culturelle, à l'expérience, à la religion, à la race, à l'origine ethnique, au handicap, aux responsabilités familiales, à l'orientation sexuelle, à l'origine sociale ou à tout autre statut protégé par la législation. Si vous avez besoin d'aide lors du processus de candidature et/ou d'entretien, veuillez contacter le (la) recruteur(se) du poste concerné. Nous serons heureux de vous accompagner pour garantir un processus équitable et accessible. Apprenez-en plus sur notre engagement en faveur de la diversité, de l’inclusion et de l’appartenance.

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