We are looking for you, if you have
- A degree (MSc or PhD) in a quantitative/numerical field
- Minimum 5 years’ of experience with credit risk models
- Knowledge of IRB and/or IFRS9 models and regulations
- Knowledge of statistical tools and modelling techniques
- Programming experience in SAS/ Python or similar language
- English level – B2/C1
You will score extra points for:
- Knowledge of underwriting models or early-warning systems
- Experience in statistical modelling of other areas
- Experience in managing project teams
- Strong influencing skills
- Ability to work independently and to make decisions
- Ability to work on multiple projects
- Positive & constructive mindset
Your responsibilities:
- Assessment of credit risk models
- Creation of high-quality validation reports
- Collaboration with model owners and other stakeholders
- Leading validation projects and teams
- Acting as a mentor for junior team members
- 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 expert, 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.
Top Skills
What We Do
Technology drives human progress. This tenet is the core of our business and vision. Our customers and team members are integral to our continuing success as we provide the essential infrastructure for organizations to transform their digital futures.
