Senior Credit Decision Modeller

Non-regulatory model development chapter at ING Hubs, Poland invites applications from ambitious and experienced credit risk model developers/data scientists, who would like to contribute to ING’s goals of increased digitalization and automation in lending by developing & maintaining robust traditional as well as ML-powered credit decision models

We are looking for you, if you:

• have an M.Sc. or PhD in Mathematics, Physics, Economics, Statistics, Operations Research, Engineering, or any other Quantitative discipline,

• have 5+ years of experience with credit risk modelling, machine learning, data processing, programming, statistical analyses,

• have knowledge and hands-on experience with statistical and machine learning techniques such as Logistic/Linear Regression, Gradient Boosting, Neural Networks, etc.,

• understand model governance practices for credit risk model development,

• have excellent data handling skills including efficient raw data processing, data cleaning, data pre-processing, data wrangling and data transformation,

• have experience with SQL, SAS and one of other modelling tools/languages (e.g., Python/R),

• have an analytical mind, geared towards problem solving and critical thinking,

• have good communication and team player skills,

• are a sparring partner for leadership,

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

• have an ability to work on projects without continuous supervision in individual capacity,

• complete tasks and achieves results in an efficient, timely and high-quality manner, with a focus on execution and delivery of targets and KPIs.

English level - C1

You'll get extra points for:

• Being modelling and tech savvy – always up to date with the latest use cases of statistical modelling & machine learning and share knowledge within the team.

• Understanding and knowledge of existing and emerging analytics products, open source, and cloud technologies: Google Cloud Platform (BigQuery, Dataproc), PySpark, Hadoop, etc.

• Working knowledge of using Repos and Git for DevOps purposes

• Experience with credit risk processes, writing technically and functionally sound model documents, data preparation and data quality control

• Familiarity with concepts of fairness in models and explainable AI (XAI)

• Familiarity with ESG and its potential impact on model development.

• Familiarity with Basel and IFRS 9 modelling recommendations

Your responsibilities:

• Develop and monitor credit decision models (scorecards) for acquisition (underwriting), account management (behavioural scorecards), collections, etc., for key ING portfolios

• Interact with stakeholders; explain the models as well as steer and advise the front office/policy colleagues when taking credit risk decisions

• Work with implementation teams to get the models implemented in production

• Cooperate and work with model risk management to ensure models are developed according to global ING standards and governance standards from regulators

• Recruit and onboard new talents

• Share knowledge and contribute with the development of team members, helping them be successful.

Information about the squad:

At ING Hubs Poland and ING group we follow the Agile approach and mindset. We use flexible frameworks like Scrum and Kanban at our everyday work. We are innovative and we trust people we work with. The broad autonomy our employees have, stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners. Small units called squads are the core of our organization. They have clear vision of products, overcome challenges autonomously and based on team cooperation, work out the most flexible and effective way of working. You will work in the Credit Risk Modelling team, whose mission is to understand, implement, maintain, and develop operational credit scoring models / credit decision models. You will also report and monitor them. As Credit Risk Modeller, you develop statistical models as a basis on which to evaluate the various credit risk parameters at the bank. You will work in a dynamic environment at the forefront of new developments in the field of credit risk management.