o Credit risk model development and / or validation, regulatory (Basel / IRB, IFRS9) and / or non-regulatory (e.g. credit approval models)
o Modelling of recovery processes
Nice to have
How we work
At ING we follow the Agile approach, using flexible frameworks like Scrum for our daily work. We are innovative and we trust people we work with.
The Financial Risk Model Development department is an international team of 80 highly qualified professionals. Our expertise lies in the development and management of credit risk, ALM and operational risk models.
To further strengthen and develop the modelling capabilities, ING decided to setup Risk Hub Warsaw.
The Risk Hub Warsaw model development team performs model development activities for models throughout ING, working closely together on international projects with the teams in Amsterdam.
The developed credit risk models are core to the success of ING and include IRB and IFRS9 models (PD, LGD, EAD) for retail and wholesale portfolios, as well as non-regulatory models.
The models are used by all local Risk Management (RM) units within ING. As a specialist in credit risk modelling, you will be given the opportunity to gain further experience in credit risk modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies.
You will participate in the development of credit risk models for the measurement and management of credit risk at ING, as an integral part of the group-wide financial risk modelling team.
The models that you develop will cover all products and geographical regions in the ING Bank portfolio. ING’s lending activities reach all across the globe, from Europe to Australia.
Scope of duties
We take care of : Your development
Your health, physical condition and family
suitable working conditions