Specialist - Risk Modeller for Credit Risk Economic Capital

REQ-10054213
18/08/2025
Financial Risk
Varsovie, Pologne
ING Hubs

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Détails du poste

We are looking for you, if you:

are eager to learn the best practices of the Credit Risk Economic Capital model development,
are willing to take part in a challenging project, which focuses on developing the Credit Risk Economic Capital for ING’s credit portfolios,
have academic degree in quantitative field,
have sound knowledge of statistical inference and econometric methods,
code in SAS/R/Python,
have experience with databases, data preparation and data quality control.

English level: B2/C1

You'll get extra points for:

Experience with Economic Capital
Experience with developing statistical IFRS9/IRB models
Experience with statistical multi factor models
Sound knowledge of IFRS 9 standard and/or EBA AIRB regulations
Professional certification FRM/PRM/CFA or CQF
Ability to use version control systems
Familiarity with Agile/Scrum

Your responsibilities:

You will perform the analyses for the development and maintenance of Credit Risk Economic Capital model for global ING portfolios,
You will document the performed analyses and interpret their results,
You will interact with stakeholders from different locations, departments and all seniority levels.

Information about the team:

The Model Development department is responsible for the development of risk models at ING. We develop all credit risk, operational risk, IRRBB, trading and economic capital models for ING in cooperation with global and local ING offices.

In our daily activities we follow the Agile approach and mindset, we use Scrum. The broad autonomy our employees stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners.

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