Risk AI Data Scientist

About the Position

ING Hubs Poland is hiring!

The expected salary for this position: 13000 – 22000 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 a Risk AI Data Scientist to drive the integration of advanced AI capabilities into the bank’s overall risk management (out of which Credit risk model maintenance is one of them).

In this role, you operate in the intersection of risk management practices (amongst which credit risk modelling), model lifecycle governance, and advanced AI (LLMs, NLP, Agentic workflows). You will not only build and steer these solutions; you will help design the cognitive layer of the bank’s risk management environment, turning cutting-edge AI into production-ready, compliant solutions.

Responsibilities

• Develop custom models by fine-tuning open-weights models (e.g., Llama, Mistral) on GCP GPUs to understand the specific nuances of risk management in wholesale/retail banking, credit policies, and financial risk (exploration, production and scaling),
• Evaluate and monitor GenAI systems in this context (e.g. hallucinations, quality, drifting),
• Architect Retrieval-Augmented Generation (RAG) systems to enable interaction with internal policy documents, regulations and other documentation in different formats with high precision,
• Work with large-scale unstructured data (documents, PDFs, OCR) as a core part of the role,
• Design and implement agentic AI workflows (e.g. LangChain/LangGraph) where AI components plan, reason, and execute multi-step tasks to support risk managers,
• Build NLP pipelines to extract complex signals (e.g. transaction patterns, legal clauses) from unstructured text and convert them into usable features,
• Write clean, modular Python code in Azure DevOps ensuring models are testable, reproducible, and ready for deployment.

Requirements

• Master’s degree in mathematics, economics or equivalent,
• 7+ year experience in risk management (experience with risk modelling is a plus),
• Advanced Python, SQL, PyTorch/TensorFlow (SAS is an advantage),
• HuggingFace (Transformers, PEFT), LangChain/LlamaIndex, Vector Stores (FAISS/Vertex Search), designing and optimising RAG pipelines,
• Experience in manipulating and governing structured and unstructured data for risk management purposes,
• Google Cloud Platform (Vertex AI, Workbench),
• Strong experience with Azure DevOps (Git, Pipelines),
• Experience with end-to-end pipelines (data → model → deployment).

Nice to Have

• Experience working in Agile/Scrum teams,
• Knowledgeable on AI (risk) governance.

About the Team

The mission of Integrated Risk is focused on providing risk identification, aggregation and insight capabilities at Group level across the various Risk domains. The team department is using those capabilities across the various risk functions, to assume a general oversight of risk governance, policies and frameworks, and to steer group-wide model and implementation activities across locations.

The Bank-wide Credit Risk Models department is responsible for the management of Wholesale Banking (WB) IRB and IFRS9 and the Bank-wide Credit Risk Economic Capital models - including their development, monitoring, and advisory support to the business - in cooperation with relevant stakeholders. All the models in scope are groupwide, managed and developed centrally and consistently applied across all ING’s locations.

We Offer

• Competitive salary
• Opportunity to work in a dynamic and innovative environment
• Professional growth and development opportunities

About the Company

ING’s vision is to unlock our people’s full potential through our inclusive culture where everyone has the opportunity to develop and have impact for our customers and society. To achieve this vision, our policies support diversity, equity, and inclusion. As an equal opportunity employer, we do not tolerate discrimination of any kind with regard to age, gender, gender identity, cultural background, experience, religion, race, ethnicity, disability, family responsibilities, sexual orientation, social origin, or any other status protected by applicable law. If you require any assistance or if we can accommodate you in any way when participating in our application and/or interview process, please email the recruiting contact listed for the relevant position. We will be happy to work with you to ensure a fair and accessible process. Read more about our commitment to diversity, inclusion and belonging here.