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 global team in Warsaw. The expected salary for this position is 13,000 - 22,000 PLN gross.

Responsibilities

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

Requirements

• MSc in mathematics, econometrics, statistics or a similar quantitative field.
• Sound knowledge of statistical inference and econometric methods.
• Extensive knowledge of IRB and IFRS 9 models.
• Good understanding and interpretation of regulatory credit risk policies, attention to detail and accuracy.
• 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.
• Ability to clearly and succinctly express ideas, facts and opinions.
• 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.

Nice to Have

• 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.

We Offer

• Competitive salary.
• Opportunity to work in a global, innovative team.
• Professional development opportunities.

About the Company

ING Hubs Poland is part of a global team of 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.

English level - C1.

Apply Now

If you are interested in this position, please apply through our career portal.