Specialist - Credit Risk Modelling (RiskHub) [rekrutacja online]

  • Firma: ING Tech Poland
  • Lokalizacja: mazowieckie
  • Data publikacji: 2021-05-27
Specialist - Credit Risk Modelling (RiskHub) [rekrutacja online]
Miejsce pracy: Warszawa
How we work:


At ING Tech Poland and ING group we follow the Agile approach and mindset. We use flexible frameworks like Scrum and Kanban at our everyday work. We are innovative and we trust people we work with. The broad autonomy our employees have, stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners. Small units called squads are the core of our organization. They have clear vision of products, overcome challenges autonomously and based on team cooperation, work out the most flexible and effective way of working.

 

The Financial Risk Model Development department is an international team of 200 highly qualified professionals. Our expertise lies in the development and management of credit risk, ALM and operational risk models. To further strengthen and develop the modelling capabilities, ING decided to setup Risk Hub Warsaw. The Risk Hub Warsaw model development team performs model development activities for models throughout ING, working closely together on international projects with the teams in Amsterdam.

 

The developed credit risk models are core to the success of ING and include IRB and IFRS9 models (PD, LGD, EAD) for retail and wholesale portfolios, as well as non-regulatory models. The models are used by all local Risk Management units within ING.

 

As a specialist in credit risk modelling, you will be given the opportunity to gain further experience in credit risk modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies.

 

Must have:
  • An academic degree (BSc or MSc) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field
  • Sound knowledge of statistical modelling and econometric methods
  • Experience with statistical programming (e.g. Python, SAS)
  • Knowledge and experience with credit risk model development or validation, regulatory (Basel/IRB, IFRS9) or non-regulatory (e.g. credit approval models) or modelling of recovery processes
Nice to have:
  • Knowledge of financial regulation (Basel, EBA, IFRS9)
  • Knowledge of and experience with advanced statistical techniques such as Bayesian modelling, Monte Carlo, neural networks, etc.
  • Experience with databases, data modelling, data preparation and data quality control is considered a plus
  • Professional certification FRM/PRM/CFA or CQF
  • contract of employment
    type of contract
  • Start 7:00 - 9:00 Koniec 15:00 - 17:00
    work hours
  • Zajęcza 4, Warszawa
    this is the location of our office
Scope of duties

You will participate in the development of credit risk models for the measurement and management of credit risk at ING, as an integral part of the group-wide financial risk modelling team. You will take responsibility for:

25%- Developing, improving, analysing and documenting credit risk models
25%- Monitoring of internal models, backtesting and benchmarking
25%- Improving model development methodology
25- Advising management about modelling topics

The models that you develop will cover all products and geographical regions in the ING Bank portfolio. ING’s lending activities reach all across the globe, from Europe to Australia.

 

Other requirements
  • Strong analytical and problem-solving capabilities
  • Communication and presentation skills, advanced level of English (C1 or above)
  • Independent, creative and pro-active mind-set
  • Keen on innovation
  • Analytical and critical attitude
Your development
  • professional development
  • certificates and knowledge development
  • training budget
  • access to the newest technologies
  • international projects
  • free English courses
Your health, well-being and family
  • provate medical care
  • 50% funded Multisport Card
  • bicycle parking
  • chillout rooms
  • integration events and Stay Fit program
Working conditiions
  • stability of employement
  • fully equipped workstations
  • kitchen
We kindly inform you that we will get in touch only with the chosen candidates.

If you agree for processing your data for future recruitment offers, we will keep the data for a year.

All information concerning the way we process personal data can be found here here.
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