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Senior IRB/IFRS9 Model Developer, Warsaw

Client: ING

Location: Warsaw, Poland

Job Category: Other

EU work permit required: Yes

Job Reference: d0158df8b867

Job Views: 24

Posted: 23.01.2025

Expiry Date: 09.03.2025

Job Description:

We are looking for you if:

• You have at least 3 years of experience with expert-based and statistical IFRS9/IRB models’ development/maintenance/validation.
• You have sound knowledge of IFRS 9 standard and/or EBA AIRB regulations.
• You have experience with databases, data preparation, and data quality control.
• You have sound knowledge of statistical inference and econometric methods.
• You have an academic degree in a quantitative field.
• You code in SAS/Python.
• You communicate efficiently in English (B2/C1).
• You have experience with developing models for low default portfolios.
• You have experience in banking regulatory inspections (ECB IMI).
• You have professional certification FRM/PRM/CFA or CQF.
• You have the ability to use version control systems.
• You are familiar with Agile/Scrum.

Your responsibilities:

• You will play a crucial role in the development and maintenance of IFRS9/AIRB models for ING portfolios.
• You will interact with stakeholders from different locations, departments, and all seniority levels.
• You will share your knowledge and expertise with more junior colleagues.

Information about the team:

The Model Development department is responsible for the development of risk models at ING. We develop all credit risk, operational risk, IRRBB, trading, and economic capital models for ING in cooperation with global and local ING offices.

In our daily activities, we follow the Agile approach and mindset; we use Scrum. The broad autonomy our employees have stimulates motivation and creativity, allowing us to adapt to the changing requirements of business partners.

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