Senior Credit Risk Modeller (Model Developer III)

ING Hubs Poland is hiring!

We are looking for you, if you have:

• more than 3 years of experience in Credit Risk Modelling, including relevant experience in IRB modelling and/or IFRS9 modelling,
• deep knowledge of quantitative methods and techniques, experience with Data Science and Machine Learning combined with business knowledge of Credit Risks,
• MSc degree or PhD in e.g. mathematics, physics, econometrics, statistics,
• experience with development of credit risk models,
• excellent knowledge of statistics and/or mathematics,
• excellent knowledge of programming, preferably in SAS Base, SAS Macro Language, SQL,
• experience with risk modelling and business tooling, specifically SAS EG, MS Excel, SharePoint,
• sound knowledge of IFRS 9 standard and/or EBA AIRB regulations,
• experience with databases, data gathering and processing,
• knowledge of banking and financial industry, financial and lending products, and processes,
• strong analytical and problem-solving execution skills,
• excellent communication skills writing and reporting in English.

You'll get extra points for:

• experience with source/version control tools (GIT, Azure etc.),
• experience with Credit Decision models,
• knowledge of Python,
• being familiar with Agile/Scrum way of working.

Your responsibilities:

• developing and maintaining models for measuring and managing credit risk for Dutch Portfolio,
• model development of regulatory models for IRB-modelling and IFRS9 loan loss provisioning process,
• forecasting and describing developments in provisions, risk costs, RWA and arrears are important components,
• delivery of bank wide ESG strategy and supporting managing and analysing ESG risk,
• supporting new products, processes via measuring credit risk adequately and support decision making,
• collaborating with other departments on develop an adequate credit risk policy, align the various interests and to exchange knowledge as well as ensure adequate data/platform management,
• work according to ING’s one Way of Working (agile WoW).

Information about the squad:

Model Development team support the development and management of regulatory and non-regulatory Credit Risk models with state-of-the-art modeling methods, tooling, and data processing technologies. These models are core to the success of ING and they are applied for different purposes, amongst others to determine capital adequacy, loan loss provisions but also credit decisions and in-life & problem management of loans.

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