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Senior Credit Risk Model Developer in WB CMA



The expected salary for this position: 9600 - 18 300 PLN

The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.

We are looking for you if you:

  • Have MSc in mathematics, econometrics, statistics or a similar quantitative field,
  • Have sound knowledge of statistical inference and econometric methods,
  • Have extensive knowledge of IRB and IFRS9 models, with the focus on IRB
  • Good understanding and interpretation of regulatory credit risk policies
  • Have at least 3 years of experience with: development of IRB/IFRS9 models, with programming (e.g. Python, SAS) and data modelling
  • Have an ability to identify problems, analyze key information and focus on finding appropriate solutions,
  • Pay attention to details in order to deliver high-quality results in a timely manner
  • Have an ability to clearly and succinctly express ideas, facts and opinions,
  • Value team work

English level - C1.


You'll get extra points for:

  • Experience in being a sparring partner/advisor to Senior Management,
  • Knowledge of AIRB/IFRS9 regulations,
  • Familiarity with version control systems (e.g. GIT).

Your responsibilities:

  • Development of the global IRB models in Wholesalebank portfolios
  • Performing tasks from the whole model development life cycle: model implementation, monitoring, impact assessment, analysing business requirements
  • Interactions with stakeholders (including local units), IFRS9 team, data team
  • Collaborate with internal Model Validation Unit during model development, model monitoring and review processes.
  • Engagement during audit reviews (internal and external).
  • Share knowledge and expertise,
  • Write reports / model documentation.

The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.

Questions? Just ask
ING Recruitment team

Apply now

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