Specialist - Credit Risk Modelling
4 d. temu

Must have

  • An academic degree (BSc or MSc) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field
  • Sound knowledge of statistical modelling and econometric methods
  • Experience with statistical programming (e.g. Python, R, SAS)
  • Experience with :
  • 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

  • Knowledge of financial regulation (Basel, EBA, IFRS9)
  • Knowledge of and experience with advanced statistical techniques such as Bayesian modelling, Monte Carlo, neural networks, etc.
  • Experience with databases, data modelling, data preparation and data quality control is considered a plus
  • Professional certification FRM / PRM / CFA or CQF
  • 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

  • Developing, improving, analysing and documenting credit risk models : 25%
  • Monitoring of internal models, backtesting and benchmarking : 25%
  • Improving model development methodology : 25%
  • Advising management about modelling topics : 25%
  • Other requirements

  • Strong analytical and problem-solving capabilities
  • Communication and presentation skills, advanced level of English (C1 or above)
  • Independent, creative and pro-active mind-set
  • Keen on innovation
  • We take care of : Your development

    Your development

  • international projects
  • access to the newest technologies
  • trainings
  • certificates
  • professional development
  • free English lessons
  • Your health, physical condition and family

  • Private medical care
  • MultiSport card with 50% funding
  • Bicycle parking
  • Chillout and entertainment zones
  • Sports events
  • suitable working conditions

  • Stable employment conditions
  • Laptop
  • Mobile phone
  • Additional screen
  • Delicious coffee
  • Modern kitchen
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