Senior Model Developer – Credit Risk Methodologies

REQ-10093507
04/04/2025
Financial Risk
Varsovie, Pologne
ING Hubs

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ING Hubs Poland is hiring!

We are looking for you, if you:

have 3+ years of experience in IRB and/or IFRS 9 credit risk modelling,

understand regulatory requirements related to IRB and/or IFRS 9 models,

have an academic degree in quantitative field,

have sound knowledge of statistical and econometric methods,

have experience in coding in SAS/SQL, working with databases, data preparation and data quality,

can speak and share your knowledge and insights confidently and clearly,

showcasepositive attitude, attention to detail and ability to propose out-of-the-box solutions.

English level: B2+/C1

You'll get extra points for:

experience in design and/or maintenance of credit risk model development and/or monitoring methodologies,

experience in design and prototyping of statistical tests,

experience in development and/or maintenance of tooling for credit risk model development and/or monitoring purposes,

experience as a trainer or tutor in the fields of credit risk or mathematics/statistics,

experience with Git/Azure solutions,

professional certification FRM/PRM/CFA or CQF.

Your responsibilities:

contributing to regulatory credit risk model development and monitoring methodologies and tooling – proposing and prototyping of new solutions, maintenance, addressing of external findings,

supporting ING Group-wide methodology and tooling users – international collaboration across multiple ING units,

supporting of internal training service – preparation of training materials and conducting of training sessions on the topics of banking and credit risk modelling.

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. The Enabling Team works on ING Group-wide credit risk methodologies, tooling and trainings, and is also involved in innovative projects and initiatives in the field of ESG/Climate Risk.

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

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