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Medior Quantitative Analyst - Credit Risk Model Development

  • REQ-10064800
  • 13/01/2025
  • Financial Risk
  • Warsaw, Poland
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We are looking for you if:

  • You have some experience with IFRS9/IRB models’ development/maintenance/validation,
  • You have experience with databases, data preparation and data quality control,
  • You have sound knowledge of statistical inference and econometric methods,
  • You have academic degree in quantitative field,
  • You code in SAS/Python,
  • You have independent, creative and pro-active mind-set,
  • You communicate efficiently in English (B2/C1).

You'll get extra points for:

  • Professional certification FRM/PRM/CFA or CQF
  • Ability to use version control systems
  • Familiarity with Agile/Scrum

Your responsibilities:

  • As part of the team you will develop and maintain of IFRS9/AIRB models for ING portfolios
  • 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 what allows us to adapt to the changing requirements of business partners.

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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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