Machine Learning Credit Model Developer

About the Position

ING Hubs Poland is hiring!

We are looking for a Machine Learning Credit Model Developer to join our team in Warsaw. The expected salary for this position is 9600 - 18,000 PLN gross.

Responsibilities

• Perform development and periodical monitoring of credit decision models across global ING business lines and locations.
• Ensure models are conceptually sound and appropriate.
• Ensure model compliance with regulations, internal policies, and industry best practices.
• Collaborate closely with cross-functional teams including model validators, risk managers, and business stakeholders.
• Stay up-to-date with industry trends and regulatory guidelines, particularly related to advanced analytics models.

Requirements

• An advanced degree (PhD or Masters) in a quantitative discipline such as Computer Science, Data Science, Statistics, Mathematics, Physics, Econometrics, Quantitative Finance, or related field.
• Excellent knowledge of classic machine learning methods: supervised and unsupervised learning, classification, regression, etc.
• Experience in validation or development of credit risk models in a financial institution or related industry.
• Analytical skills with the ability to describe models, effectively articulate and document model’s structure, logic, and results.
• Experience writing code in Python (R, SAS, or other statistical programming languages are a plus), data processing, and advanced visualization.
• Knowledge of credit risk management processes, including application of credit risk models like credit decision scorecards, early warning systems, collection systems, IRB, IFRS9, etc.
• English verbal and writing proficiency.

Nice to Have

• Knowledge of the regulatory framework for credit risk management (IRB, IFRS9, etc.) and the lending process.
• Experience with the Agile way of working.
• Code versioning - git.

We Offer

• Competitive salary.
• Opportunity to work in a fast-growing, international team.
• Broaden programming skills in Python or other statistical tools/stack in developing machine learning solutions.
• Expand hands-on skills in developing credit risk decision models for individual and business clients.
• Learn best practices in ensuring model compliance with regulations, internal policies, and industry best practices.
• Develop collaborative skills in dealing closely with cross-functional teams including model validators, risk managers, and business stakeholders.
• Stay up-to-date with industry trends and regulatory guidelines, particularly related to machine learning and advanced analytics models.

About the Company

We are a fast-growing, international team of experts developing non-regulatory credit risk models. As part of the Risk Hub Model Development Area, we focus on applying machine learning techniques to ensure credit-risk decision making is safe and reasonable to provide relevant support for business growth.

Our mission is to develop and monitor advanced analytics non-regulatory models used by ING, collaborate with colleagues around the world, and ensure sustainable credit risk model performance. We strive to bring fresh ideas to life and embrace challenges in a fast-changing and complex environment.