Informacje o stanowisku

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Client:

ING

Location:

Warsaw, Poland

Job Category:

Other

EU work permit required:

Yes

Job Reference:

17cbf5c0c832

Job Views:

15

Posted:

23.01.2025

Expiry Date:

09.03.2025

Job Description:

We are looking for you, if you:

• have a Bachelor’s or Master’s degree in Finance, Statistics, Mathematics, Data Science, or a related field,
• are proficient in programming tools such as SAS or Python, and familiar with statistical software and data analysis tools,
• have an in-depth understanding of PD, LGD, and EAD concepts and methodologies,
• demonstrate strong analytical and problem-solving skills with the ability to interpret complex data and derive meaningful insights,
• have excellent verbal and written communication skills, with the ability to present complex information clearly and concisely to various stakeholders,
• are a team player who can work collaboratively in a team environment.
• advanced degrees or certifications in relevant fields,
• prior experience working within regulatory frameworks and ensuring compliance in model development,
• experience in producing detailed reports and presentations for senior management.

Your responsibilities:

• regularly monitor and analyze the performance of SME IRB and IFRS9 models for PD, LGD, and EAD,
• conduct thorough data analysis to identify trends, anomalies, and areas for model improvement,
• prepare detailed reports and presentations on model performance, highlighting key findings and recommendations,
• effectively communicate results and insights to stakeholders, providing clear and actionable advice,
• ensure all models comply with regulatory requirements and internal policies,
• work closely with other team members and departments to support the implementation of model improvements.

Information about the squad:

Our squad consists of around 6 members plus an Expert Lead (manager). We monitor INGs SME credit risk models, ensuring they meet performance and regulatory standards. The working environment is great, characterized by a collaborative spirit where we share knowledge, learn as a team, and help each other. We value transparency and analytical thinking, making sure to support one another in all our tasks.

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

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