Credit Risk Model Developer Expert

About the Position

Credit Risk Model Developer Expert

ING Hubs Poland is hiring a Credit Risk Model Developer Expert to join our financial risk team in Warsaw.

Expected Salary

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 of IFRS9/IRB models
  • 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, analyze key information, and make connections to find appropriate 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
• 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

Responsibilities

• Development of PD, EAD, LGD IRB / IFRS9 models in Retail / Wholesale bank
• Be part of the 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 the 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 the 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”.

We Offer

• Competitive salary
• Opportunity to work in a dynamic and inclusive environment
• Professional development and career growth opportunities

About the Company

ING is a global bank supporting people and businesses. We enjoy a diverse, inclusive culture with flexible working possibilities and development. We always support diversity, equality, and inclusion. We do not tolerate any form of discrimination, whether due to age, gender, gender identity, culture, experience, religion, race, disability, family responsibilities, sexual orientation, or anything else. If you need support or adjustments during the recruitment process or interview, contact the recruiter indicated in the announcement. We are happy to help you make the process fair and accessible. Learn more about our commitment to diversity and inclusion here.

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Apply now to join our team and contribute to our mission of creating a more sustainable future for people and the planet.