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Credit Risk Portfolio Expert
  • Warszawa
Credit Risk Portfolio Expert
Warszawa, Warszawa, Województwo mazowieckie, Polska
ING Hubs Poland
3. 8. 2024
Informacje o stanowisku

We are looking for you, if you:


  • Would like to support Wholesale Bank Data Collection Team with insight about data and credit risk methodologies,
  • Would like to work with other Analysts from all over the world on understanding the data, IRB/IFRS9 models and portfolio specifics,
  • Would like to define how the data process flow for Model Development / Model Monitoring / Model validation should look like,
  • Would like to be involved in project related to Wholesale Banking Rating Systems model development and maintenance,
  • Have min. 3 years of experience working in the area of financial risk or credit risk,
  • Have experience with IRB and IFRS9 methodology or regulatory requirements,
  • Have experience in analysis of internal and external regulations and preparation of functional documentation on this basis,
  • Have experience in monitoring and analysis of the Wholesale Banking portfolios,
  • Have ability of risk identification, knowledge of basic aspects/concepts of credit risk (NPL, forbearance etc.),
  • Have experience working with SQL,
  • Like defining problems, analyzing key information and making connections, in order to find appropriate solutions,
  • Are good at establishing plans to determine tasks, priorities, and timelines and identifying the resources needed to achieve goals.


You will get extra points, if you:


  • Have ability to conduct sector/financial analysis and knowledge of corporate finance,
  • Have knowledge of the specificity of financial instruments (including derivatives such as SWAP, etc.)
  • Have worked in Agile environment, and you know how to make it a real part of your job,
  • Have experience working in a bank, financial institution or other institution regulated by the government,
  • Have hands-on experience working in SAS environment (preferably SAS Enterprise Guide),
  • Have hands-on experience in 4GL programming,
  • Have hands-on experience working with Analytical Base Tables (ABTs).


Your responsibilities:


  • Coordination of data delivery projects across Wholesale Bank portfolios,
  • Analysis of model development and implementation documentation, providing requirements for other parties involved in data delivery process,
  • Gathering portfolio knowledge, including cooperation with model owners and model development teams,
  • Managing stakeholders and determining all dependencies related to data preparation process,
  • Being main point of contact for data delivery projects for Wholesale Bank portfolios,
  • Being point of contact for Analysts delivering risk data.


Information about squad:


As Wholesale Bank Portfolio Analyst you will be responsible for data and portfolio related topics in one of the squads in Wholesale Bank Model Data Team. The Risk Data Tribe is responsible for E2E data solutions for various IRB and IFRS9 projects, covering entire model life cycle needs. Being the main point of contact for data delivery projects for Wholesale Bank portfolios will allow you to deep dive into portfolio and model specifics across different Rating Systems in Wholesale Bank domain. You will closely cooperate with model owners and model development teams on various regulatory projects in credit risk area.

You will gain knowledge about data we collect in ING Group, analyze it and prepare prototypes of new data structures that will be used further in the process. We have expertise about Rating Systems, Wholesale Bank portfolios and stakeholder needs on different model lifecycle phase. As Wholesale Bank Portfolio Analyst you will have crucial role to play in delivering high quality data to other participants of risk processes (i.e. credit risk modelers, validators and many others).

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