Warszawa (Pańska 97), Poland
11 hours ago
Specialist / Senior – Tooling for Credit Risk Model Development

We are looking for you, if you have:

2+ years of experience in credit risk modelling, preferably with IFRS 9 models,an academic degree in quantitative field,sound knowledge of statistical and econometric methods,experience in coding in SAS/SQL,experience with databases, data preparation and data quality,positive attitude, good communication and cooperation skills.

English level: B2+/C1

You'll get extra points for:

experience in development and/or maintenance of tooling for credit risk model development and/or monitoring purposes,experience with Git/Azure solutions,knowledge of IRB models,FRM or other professional certifications,coding skills in Python.

Your responsibilities:

development and maintenance of IFRS 9 Model Development and Model Monitoring toolkits in cooperation with tooling and methodology squads,tooling user’s support,prototyping new solutions.

Information about the team:

The Model Development department is responsible for the development of risk models at ING. We develop all credit risk, operational risk, IRRBB, trading and economic capital models for ING in cooperation with global and local ING offices. The Enabling Team works on ING Group-wide credit risk methodologies, tooling and trainings, and is also involved in innovative projects and initiatives in the field of ESG/Climate Risk.

The role naming convention in the global ING job architecture will be “Model Developer II”

Confirm your E-mail: Send Email
All Jobs from ING Direct