VAC - GBLEXT  Risk Management

Back to search result
22 January 2021 ... min. read Listen

Senior Specialist - Credit Risk Model Validation

Employee | Risk Management | Professional | Poland | ISP-98986632 | ING Tech Poland

Apply

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

Apply

Back to top

Please be aware that the recruitment procedures, (labour) regulations and labour agreements of Poland apply.

Yes No