Informacje o stanowisku

Client: ING

Location: Warsaw, Poland

Job Category: Other

EU work permit required: Yes

Job Reference: a517d840ee83

Job Views: 20

Posted: 23.01.2025

Expiry Date: 09.03.2025

Job Description:

We are looking for you, if you:

1. are eager to learn the best practices of the Credit Risk Economic Capital model development,

2. are willing to take part in a challenging project, which focuses on developing the Credit Risk Economic Capital for ING’s credit portfolios,

3. have an academic degree in a quantitative field,

4. have sound knowledge of statistical inference and econometric methods,

5. code in SAS/R/Python,

6. have experience with databases, data preparation and data quality control.

English level: B2/C1

Youll get extra points for:

1. Experience with Economic Capital

2. Experience with developing statistical IFRS9/IRB models

3. Experience with statistical multi-factor models

4. Sound knowledge of IFRS 9 standard and/or EBA AIRB regulations

5. Professional certification FRM/PRM/CFA or CQF

6. Ability to use version control systems

7. Familiarity with Agile/Scrum

Your responsibilities:

1. You will perform the analyses for the development and maintenance of Credit Risk Economic Capital model for global ING portfolios,

2. You will document the performed analyses and interpret their results,

3. You will interact with stakeholders from different locations, departments and all seniority levels.

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 stimulates motivation and creativity which allows us to adapt to the changing requirements of business partners.

The role naming convention in the global ING job architecture will be "Model Developer"

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