Back to search result

Senior Specialist - Credit Risk Model Validation

Employee | Risk Management | Professional | Poland | 2023-11-30 | REQ-10063088

Apply

We are looking for you, if you have:

  • A degree (MSc or PhD) in a quantitative/numerical field,
  • Minimum 3 years’ of experience with credit risk models,
  • Knowledge of statistical tools and modelling techniques
  • Programming experience in SAS/ Python or similar language
  • English level – B2/C1

 

You'll get extra points for:

  • Knowledge of IRB and/or IFRS9 models and regulations
  • Knowledge of underwriting models or early-warning systems
  • Experience in statistical modelling of other areas
  • Positive & constructive mindset.
  • Ability to work independently and to make decisions

Your responsibilities:

  • Assessment of credit risk models
  • Creation of high-quality validation reports
  • Collaboration with model owners and other stakeholders
  • Improvement of tools and methodology

Information about the squad:

At ING Hubs Poland and ING group we follow the Agile approach and mindset. We are innovative and we trust people we work with. Risk Hub Warsaw is a part of the central risk team located in Amsterdam and Warsaw. Model validation checks the design, performance, proper use of models and compliance with internal and external regulatory requirements. Together with Amsterdam office we work as one team and actively develop our methodology standards, validation frameworks and way of working.

Our goal is to increase the understanding of limitations and weaknesses of models and permanent perfection of models to assure the added value for ING. As Credit Risk Model Validation Senior Specialist, you will validate state-of-the-art models used for regulatory purpose (IRB), provisions (IFRS 9) and innovative decision models covering different portfolios and countries.

Apply

Questions about this opportunity?

Feel free to contact KAROLINA GOMOŁA-SZULC, Recruiter. project.phoneVia +48 (887) 840386

Back to top

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

Yes No
Listen