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Credit Risk Model Monitoring Expert Lead



ING Hubs Poland is hiring! 


The expected salary for this position: 17 300 - 28 000 PLN gross


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: 

  • Hold an MSc in mathematics, econometrics, statistics or a related quantitative discipline,
  • Have solid knowledge of statistical inference, econometric methods and statistical programming,
  • Understand IFRS9/IRB implementation in model development,
  • Have at least 7 years of experience in developing and monitoring IRB/IFRS9 models,
  • Have at least 2 years of experience in a leadership or expert role,
  • Communicate clearly and concisely,
  • Identify problems, analyse key information and make connections to develop appropriate structural solutions, 
  • Deliver high-quality work efficiently and on time, with a focus on meeting targets and KPIs. 

English level - C1. 

You'll get extra points for: 

  • Experience in being a sparring partner/advisor to Senior Management, 
  • Familiarity with best practices in coding / software development (release management, version control, testing, issue tracking), 
  • Professional certification FRM/PRM/CFA or CQF.


Your responsibilities: 

  • Contribute to shaping the IRB/IFRS9 model life cycle management strategy in close collaboration across the Integrated Risk Oversight area,
  • Oversee and review IRB/IFRS9 model monitoring,
  • Support the development of monitoring internal tools (working with the development team on UAT, bug fixes and ongoing maintenance),
  • Contribute to the development of the new Early Warning Signals platform for model backtesting,
  • Collaborate with the internal Model Validation Unit,
  • Contribute to IFRS9/IRB modelling and monitoring methodology development,
  • Translating methodology into functional specifications for monitoring tools used across ING Group. 

Information about the team: 

The Model Strategy and Monitoring team is located in Warsaw and Amsterdam and is a part of the Integrated Risk Oversight area. The team is responsible for model lifecycle management frameworks for IRB and IFRS9 models for the whole ING Group. 

The role naming convention in the global ING job architecture will be "Financial Risk Specialist V”. 

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Solliciteer

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