Informacje o stanowisku

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Credit Risk Model Monitoring Expert, Warsaw

Client:

ING

Location:

Warsaw, Poland

Job Category:

Other

EU work permit required:

Yes

Job Reference:

7fde0ff3cf24

Job Views:

18

Posted:

23.01.2025

Expiry Date:

09.03.2025

Job Description:

We are looking for you if you:

• have MSc in mathematics, econometrics, statistics or a similar quantitative field,
• have sound knowledge of statistical inference and econometric methods,
• have extensive knowledge of IRB and IFRS 9 models,
• have at least 5 years of experience with development or monitoring or validation of IFRS9/IRB models, with programming (. Python, SAS), databases, data modelling, data preparation and data quality control,
• have an ability to clearly and succinctly express ideas, facts and opinions,
• have an ability to identify problems, analyzing key information and making connections, in order to find appropriate solutions,
• complete tasks and achieve results in an efficient, timely and high-quality manner, with a focus on execution and delivery of targets and KPIs,
• experience in being a sparring partner/advisor to Senior Management,
• knowledge of and experience with advanced statistical techniques,
• knowledge of AIRB/IFRS9 regulations,
• familiarity with version control systems (. GIT),
• professional certification FRM/PRM/CFA or CQF,
• experience with databases, data preparation and data quality control.

Your responsibilities:

• Monitoring of existing credit risk models,

• Share knowledge and expertise,

• Interact with stakeholders,

• Write reports/documentation.

Information about the squad:

A small, international team of risk modeling and monitoring enthusiasts. Works in an agile way to provide state-of-the-art, robust solutions firmly embedded in the regulatory environment.

Its a group of open-minded people who enjoy breaking down complex problems in a way that makes them look easy and accessible.

The role naming convention in the global ING job architecture will be "Model Developer IV".

Warszawa - Oferty pracy w okolicznych lokalizacjach