Medior Quantitative Analyst - Credit Risk Model Development

REQ-10064800
13/01/2025
Financial Risk
Varsavia, Polonia

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We are looking for you if:

You have some experience with IFRS9/IRB models’ development/maintenance/validation,
You have experience with databases, data preparation and data quality control,
You have sound knowledge of statistical inference and econometric methods,
You have academic degree in quantitative field,
You code in SAS/Python,
You have independent, creative and pro-active mind-set,
You communicate efficiently in English (B2/C1).

You'll get extra points for:

Professional certification FRM/PRM/CFA or CQF
Ability to use version control systems
Familiarity with Agile/Scrum

Your responsibilities:

As part of the team you will develop and maintain of IFRS9/AIRB models for ING portfolios
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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