Job Description, Responsibilities & Requirements
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, Poland.
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.
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 dynamic and international environment
- Professional growth and development opportunities
About the Company
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”.
Chez ING, nous voulons libérer tout le potentiel de nos collaborateurs, grâce notamment à une culture inclusive où tout le monde peut se développer et avoir un impact sur nos clients et sur la société. Nous veillons à ce que la diversité, l'équité et l'inclusion soient prioritaires. En tant qu'employeur souscrivant au principe de l'égalité des chances, nous ne tolérons aucune forme de discrimination, qu’elle soit liée à l'âge, au sexe, à l'identité sexuelle, à l'origine culturelle, à l'expérience, à la religion, à la race, à l'origine ethnique, au handicap, aux responsabilités familiales, à l'orientation sexuelle, à l'origine sociale ou à tout autre statut protégé par la législation. Si vous avez besoin d'aide lors du processus de candidature et/ou d'entretien, veuillez contacter le (la) recruteur(se) du poste concerné. Nous serons heureux de vous accompagner pour garantir un processus équitable et accessible. Apprenez-en plus sur notre engagement en faveur de la diversité, de l’inclusion et de l’appartenance.