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
ING is a pioneer in digital banking and on the forefront as one of the most innovative banks in the world. As ING, we have a clear purpose that represents our conviction of people’s potential. We don’t judge, coach, or tell people how to live their lives. However big or small, modest or grand, we empower people and businesses to realise their vision for a better future. We made the promise to make banking frictionless, removing barriers to progress, and make people confident in their financial decisions. As a global bank we have a huge opportunity – and responsibility – to make an impact for the better. We can play a role by financing change, sharing knowledge, and innovating. Being sustainable is in all the choices we make—as a lender, as a partner and through the services we offer our customers
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