Job Description, Responsibilities & Requirements
About the Position
Machine Learning Credit Model Developer
ING Hubs Poland is hiring! The expected salary for this position: 9600 - 18 000 PLN gross.
We are looking for you, if you have:
- 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 language as a plus), data processing and advanced visualization,
- Knowledge of credit risk management process, including application of credit risk models like e.g., credit decision scorecards, early warning systems, collection systems, IRB, IFRS9 etc.
- English verbal and writing proficiency.
You'll get extra points for:
- Knowledge of regulatory framework for credit risk management (IRB, IFRS9, etc.) and lending process,
- Experience with the Agile way of working,
- Code versioning - git.
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 validator, 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 decision models.
Requirements
- Advanced degree (PhD or Masters) in a quantitative discipline,
- Excellent knowledge of classic machine learning methods,
- Experience in validation or development of credit risk models,
- Analytical skills with the ability to describe models,
- Experience writing code in Python,
- Knowledge of credit risk management process,
- English verbal and writing proficiency.
Nice to Have
- Knowledge of regulatory framework for credit risk management (IRB, IFRS9, etc.),
- Experience with the Agile way of working,
- Code versioning - git.
We Offer
- Competitive salary range: 9600 - 18 000 PLN gross per year,
- 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,
- 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.
About the Company
We are a fast-growing, international team of experts developing non-regulatory credit risk models. As a part of a Risk Hub Model Development Area, we focus on applying machine learning techniques to ensure credit-risk decision making is safe and reasonable to provide a relevant support for business growth.
Our goal is to 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 to join our team and contribute to the continuous improvement of credit risk models at ING.