Senior Specialist - Credit Risk Model Validation
Employee | Risk Management | Professional | Poland | ISP-98986632 | ING Tech Poland
We are looking for you if:
- if:
- You like to validate and are looking for new ways to develop credit risk models
- You have a master degree or PhD in quantitative methods (mathematics, physics, statistics or familiar)
- You have over 3 years of experience in working with credit risk models
- You have experience in programming in SAS or similar tools (Python, R)
- You have knowledge of statistical tools and modeling techniques
- You have knowledge about IRB and/or IFRS 9
- You are characterized by an analytical and critical approach
- You are fluent in English, spoken and written
Additionally, you will score for:
- Good understanding of regulatory requirements (IRB and/or IFRS 9)
- Detailed knowledge of IRB and/or IFRS 9 modeling techniques
- Knowledge of credit decision models (e.g. underwriting models, credit valuation and early warning systems)
- Specialization in modeling in other areas
- independence and ability to make decisions