Credit Risk Model Developer Expert

Responsibilities

• Development of PD, EAD, LGD IRB / IFRS9 models in Retail / Wholesalebank
• Be part of credit risk models life cycle: data sourcing, model development and annual monitoring, model implementation and support model validation and audit reviews (internal and external).
• Share knowledge and expertise
• Collaborate with internal Model Validation Unit during model development, model monitoring and review processes
• Interact with stakeholders
• Write reports / model documentation.
• Information about the team:
• Credit Risk Model Development is an international, global team (more than 400 risk experts) located in different locations in Europe (e.g., Amsterdam, Milan, Warsaw). The key responsibility is development of robust credit risk models firmly embedded in the regulatory environment.
• The role naming convention in the global ING job architecture will be "Model Developer IV".
• The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.

Additional Information

ING Hubs Poland is hiring! The expected salary for this position: 13 000 - 22 000 PLN gross The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations. We are looking for you, if you: Have MSc in mathematics, econometrics, statistics or a similar quantitative field Have sound knowledge of statistical inference and econometric methods Have extensive knowledge of IRB and IFRS 9 models Good understanding and interpretation of regulatory credit risk policies, attention to detail and accuracy Have at least 5 years of experience with: development IFRS9/IRB models, with programming (e.g. Python, SAS), databases, data modelling, data preparation and data quality control Have an ability to clearly and succinctly express ideas, facts and opinions Have an ability to identify problems, analyzing key information and making connections, in order to find appropriate solutions Complete tasks and achieves results in an efficient, timely and high-quality manner, with a focus on execution and delivery of targets and KPIs English level - C1. You'll get extra points for: Experience in being a sparring partner/advisor to Senior Management Knowledge of and experience with advanced statistical techniques Knowledge of AIRB/IFRS9 regulations Familiarity with version control systems (e.g. GIT) Professional certification FRM/PRM/CFA or CQF Experience with databases, data preparation and data quality control

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