Job Description, Responsibilities & Requirements
About the Position
ING Hubs Poland is hiring!
IFRS9 Modelling and Methodology Expert
- Location: Warsaw, Poland
- Employment Type: Full-time
- Expected Salary: 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
- 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.
Requirements
- MSc in mathematics, econometrics, statistics, or a similar quantitative field
- Sound knowledge of statistical inference, econometric methods, and statistical programming
- Extensive knowledge and good understanding of IFRS9 standard implementation in the field of model development
- At least 6 years of experience with IFRS9 standards interpretation and model development
- Ability to clearly and succinctly express yourself
- 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.
Nice to Have
- 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.
We Offer
- Competitive salary
- Opportunity to work in a dynamic and inclusive environment
- Professional development opportunities
About the Company
The Model Strategy and Monitoring team is located in Warsaw and Amsterdam and is a part of the Integrated Risk Oversight area. The team is responsible for model lifecycle management frameworks for IRB and IFRS9 models for the whole ING Group. The role naming convention in the global ING job architecture will be "Model Developer IV”.
ING chcemy, aby każdy mógł w pełni wykorzystać swój potencjał. Tworzymy inkluzywną kulturę, w której każdy ma szansę na rozwój i wpływ na naszych klientów oraz społeczeństwo. Zawsze wspieramy różnorodność, równość i integrację. Nie tolerujemy żadnej formy dyskryminacji, czy to z powodu wieku, płci, tożsamości płciowej, kultury, doświadczenia, religii, rasy, niepełnosprawności, obowiązków rodzinnych, orientacji seksualnej lub czegokolwiek innego. Jeśli potrzebujesz wsparcia lub dostosowania podczas procesu rekrutacji lub rozmowy, skontaktuj się z rekruterem wskazanym w ogłoszeniu. Z przyjemnością pomożemy Ci, aby proces był sprawiedliwy i dostępny. Dowiedz się więcej o naszym zaangażowaniu na rzecz różnorodności i integracji tutaj.