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Senior IRB Model Developer



Detalii post

We are looking for you, if you:

  • have at least 3 years of experience with PD/EAD/LGD IFRS9/IRB models development/maintenance/validation,

  • have sound knowledge of statistical inference and econometric methods,

  • have academic degree in quantitative field,

  • have the sound knowledge of IFRS 9 standard and/or EBA AIRB regulations,

  • have experience with databases, data preparation and data quality control (SAS/Python/SQL),

  • communicate efficiently in English (B2/C1).

You’ll get extra points for:

  • experience in banking regulatory’s inspections (ECB/KNF),

  • professional certification FRM/PRM/CFA or CQF,

  • ability to use version control systems (GIT),

  • familiarity with Agile/Scrum.

Your responsibilities:

  • you will play a crucial role in development and maintenance of AIRB models,

  • you will interact with stakeholders from different locations, departments and all seniority levels.

The role naming convention in the global ING job architecture will be "Model Developer III"

Questions? Just ask
ING Recruitment team

Apply now

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  • Financial Risk, Varșovia, Voievodatul Mazovia, ПолонияRemove

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