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Credit Risk Model Monitoring Senior Specialist, Warsaw

Client:

ING

Location:

Warsaw, Poland

Job Category:

Other

EU work permit required:

Yes

Job Reference:

138e9d367254

Job Views:

54

Posted:

23.01.2025

Expiry Date:

09.03.2025

Job Description:

We are looking for you, if you:

1. Possess sound knowledge of IRB and IFRS9 models,
2. Previously spent at least 3 years working with IFRS9/IRB models, including development, monitoring, or validation. Proficiency in programming languages like SAS and/or Python/R, along with data modeling, preparation, and quality control,
3. Can express ideas, facts, and opinions clearly and concisely in English (C1 level or higher),
4. Are demonstrably skilled at identifying issues, analyzing key information, and making connections to find effective solutions,
5. Consistently achieve results efficiently, with a strong emphasis on meeting targets and KPIs.
6. Aptitude in providing strategic insight and advice to senior management,
7. Advanced statistical techniques knowledge,
8. Risk modelling experience within IRB/IFRS9 domains,
9. Professional certifications (FRM/CFA/PRM or CQF),
10. Experience with source/version control tools (GIT, Azure),
11. Experience with databases, data preparation, and data quality control.

Your responsibilities:

1. Monitoring existing credit risk models across all parameters (PD, LGD, and EAD) within both AIRB and IFRS9 landscapes,
2. Sharing your knowledge and expertise,
3. Communicating with stakeholders to achieve the best outcomes,
4. Writing insightful reports for stakeholders and documenting important information.

Information about the squad:

1. This squad comprises a diverse team of experts with data science, statistical, finance, and coding skills. Monitoring is integral to ongoing model development, and our stakeholders want to know they are using state-of-the-art models. Our squad collaborates with model development and validation to ensure best-of-breed models are in use.

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