IFRS9 Modelling and Methodology Expert

Responsibilities

• Shaping IFRS9 model development and monitoring methodology, including:
• Adapting and implementing IFRS9 standard into model development and monitoring framework covering the whole ING Group model landscape
• Reviewing and challenging IFRS9 model development and monitoring methodology, including its current implementation
• Translating IFRS9 methodology into functional specification for the purposes of the tools used for model development and monitoring within ING Group
• Participating in building internal tools used for IFRS9 model development and monitoring
• Participating in Development of IFRS9 models
• Participating in monitoring of IFRS9 and underlying IRB/Non-IRB models
• Collaborate with an internal Model Validation Unit during model development, model monitoring, and review processes.
• Write reports / model documentation.
• Information about the team:
• 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, econometric methods, and statistical programming Have extensive knowledge and good understanding of IFRS9 standard implementation in the field of model development Have at least 6 years of experience with IFRS9 standards interpretation and model development Have an ability to clearly and succinctly express yourself, Have an ability to identify problems, analyzing key information and making connections, to find appropriate structural solutions Complete tasks and achieve 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 Familiarity with best practices in coding / software development (release management, version control, testing, issue tracking) Professional certification FRM/PRM/CFA or CQF.

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