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 and promote best practices.
Stay up-to-date with industry trends and regulatory guidelines, in particular related to advanced analytics models to be able to contribute to the continuous improvement of credit risk 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 the model’s structure, logic, and results.
Experience writing code in Python (R, SAS, or other statistical programming languages as a plus), data processing, and advanced visualization.
Knowledge of credit risk management processes, including the 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 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 of experts.
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, in particular 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 a 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 frequently 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.

Apply now and join our team!