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Senior Model Developer

  • REQ-10089384
  • 20/02/2025
  • Financial Risk
  • Warsaw, Poland
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We are looking for you, if you:

  • have at least 3 years of experience with PD/EAD/LGD IFRS9/IRB models development/maintenance/validation,

  • have sound knowledge of statistical inference and econometric methods,

  • have academic degree in quantitative field,

  • have the sound knowledge of IFRS 9 standard and/or EBA AIRB regulations,

  • have experience with databases, data preparation and data quality control (SAS/Python/SQL),

  • communicate efficiently in English (B2/C1).

You’ll get extra points for:

  • experience in banking regulatory’s inspections (ECB/KNF),

  • professional certification FRM/PRM/CFA or CQF,

  • ability to use version control systems (GIT),

  • familiarity with Agile/Scrum.

Your responsibilities:

  • you will play a crucial role in development and maintenance of AIRB models,

  • you will interact with stakeholders from different locations, departments and all seniority levels.

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

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ING’s vision is to unlock our people’s full potential through our inclusive culture where everyone has the opportunity to develop and have impact for our customers and society. To achieve this vision, our policies support diversity, equity, and inclusion. As an equal opportunity employer, we do not tolerate discrimination of any kind with regard to age, gender, gender identity, cultural background, experience, religion, race, ethnicity, disability, family responsibilities, sexual orientation, social origin, or any other status protected by applicable law. If you require any assistance or if we can accommodate you in any way when participating in our application and/or interview process, please email the recruiting contact listed for the relevant position. We will be happy to work with you to ensure a fair and accessible process. Read more about our commitment to diversity, inclusion and belonging here.

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