Senior Specialist - Credit Risk Model Validation

REQ-10089072
24/01/2025
Model Risk Management
Varșovia, Полония

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We are looking for you, if you have:

A degree (MSc or PhD) in a quantitative/numerical field,
Minimum 3 years’ of experience with credit risk models,
Knowledge of statistical tools and modelling techniques
Programming experience in SAS/ Python or similar language
English level – B2/C1

You'll get extra points for:

Knowledge of IRB and/or IFRS9 models and regulations
Knowledge of underwriting models or early-warning systems
Experience in statistical modelling of other areas
Positive & constructive mindset.
Ability to work independently and to make decisions

Your responsibilities:

Assessment of credit risk models
Creation of high-quality validation reports
Collaboration with model owners and other stakeholders
Improvement of tools and methodology

Information about the squad:

At ING Hubs Poland and ING group we follow the Agile approach and mindset. We are innovative and we trust people we work with. Risk Hub Warsaw is a part of the central risk team located in Amsterdam and Warsaw. Model validation checks the design, performance, proper use of models and compliance with internal and external regulatory requirements. Together with Amsterdam office we work as one team and actively develop our methodology standards, validation frameworks and way of working.

Our goal is to increase the understanding of limitations and weaknesses of models and permanent perfection of models to assure the added value for ING. As Credit Risk Model Validation Senior Specialist, you will validate state-of-the-art models used for regulatory purpose (IRB), provisions (IFRS 9) and innovative decision models covering different portfolios and countries.

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