Job Description, Responsibilities & Requirements
About the Position
ING Hubs Poland is hiring!
The expected salary for this position: 8,900 PLN
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:
- are eager to learn about Credit Risk Modelling, Climate/ESG risk applications in different kinds of financial risks,
- are keen on researching various methods, acquiring knowledge from scientific papers and articles,
- are proactive, enjoy proposing new solutions,
- are willing to take part in challenging projects which focus on developing advanced credit risk models and innovative methods for the estimation of ESG/Climate risk levels,
- have/pursue an academic degree in quantitative field,
- have sound knowledge of statistical and econometric methods, probability theory,
- code in SAS/R/Python,
- have some experience with databases, data preparation and data quality control.
English level: B2/C1
You'll get extra points for:
- knowledge of basics of Credit Risk, ESG, Physical/Transition Climate risk,
- knowledge of Machine Learning methods,
- FRM/SCR certification or the interest in obtaining it,
- ability to use version control systems,
- familiarity with Agile/Scrum.
Responsibilities
- researching modelling methods and data that could be utilized for credit, climate and ESG risk purposes,
- analysing and choosing the most efficient modelling decisions,
- preparing codes that will estimate risk levels,
- documenting performed analyses and interpreting their results,
- assisting in preparation of learning sessions and materials for conferences.
Requirements
- Sound knowledge of statistical and econometric methods
- Proficiency in probability theory
- Coding skills in SAS/R/Python
Nice to Have
- Knowledge of Machine Learning methods
- Familiarity with Agile/Scrum
We Offer
- Competitive salary
- Opportunity to work in a dynamic and innovative environment
- Exposure to cutting-edge risk modelling and ESG projects
About the Company
The Model Development department is responsible for the development of risk models at ING. Our teams, next to being the center of excellence for credit risk regulatory and non-regulatory models, are engaging in ESG/Climate Risk innovative projects and initiatives.
In our daily activities, we follow the Agile approach and mindset, we use Scrum. The broad autonomy our employees stimulate motivation and creativity, allowing us to adapt to the changing requirements of business partners.