Perform development and periodical monitoring of credit decision models across global ING business lines and locations,
Ensure models are conceptually sound and appropriate,
Ensure model compliance with regulations, internal policies and industry best practices,
Collaborate closely with cross-functional teams including model validator, risk managers, and business stakeholders and promote best practices,
Stay up-to-date with industry trends and regulatory guidelines, in particular related to advanced analytics models to be able to contribute to the continuous improvement of credit decision models.
requirements-expected :
An advanced degree (PhD or Masters) in a quantitative discipline, such as Computer Science, Data Science, Statistics, Mathematics, Physics, Econometrics, Quantitative Finance or related field,
Excellent knowledge of classic machine learning methods: supervised and unsupervised learning, classification, regression, etc.,
Experience in validation or development of credit risk models in a financial institution or related industry,
Analytical skills with the ability to describe models, effectively articulate and document model’s structure, logic and results,
Experience writing code in Python (R, SAS or other statistical programming language as a plus), data processing and advanced visualization,
Knowledge of credit risk management process, including application of credit risk models like e.g., credit decision scorecards, early warning systems, collection systems, IRB, IFRS9 etc.,
English verbal and writing proficiency.
benefits :
sharing the costs of sports activities
private medical care
sharing the costs of foreign language classes
sharing the costs of professional training & courses
