12 June 2020 ... min read Listen

Michiel van Lunsen

Seeing the creation of a new model highlights the dynamism in what I do

“Hi, I’m Michiel van Lunsen. I work as an Associate Research & Advice Prof-Model Validation. In my job, I get to experience the full production of a risk model in a short time span. Seeing the creation of a new model highlights the dynamism in what I do.

As a validator, I combine my knowledge of quantitative risk management with machine learning to keep enhancing my skills. As part of  ING’s Data Science Model Validation (DSMV) team, I’m focusing on banking models and on increasing my data science knowledge. This will help me in the future to write business reports on model validation that stay away from an academically centred approach. ING has provided an ultimate experience in understanding the working environment. I’ve learned the basics of Apache Spark and I look to improving my programming skills.

I became interested in quantitative risk during my bachelor studies. I really liked that it combines mathematics and financial theory. This led me to do my masters in Quantitative Risk Management where I learned more on artificial intelligence. I took some Data Mining and Machine learning courses which gave me a good understanding of the data science models that are currently validated by our team at ING. Of course, I’m always interested in learning more on this topic, by taking trainings and courses, that luckily ING encourages to do.

For my internship, I wanted to work at a company with an international scope. I came across ING at a networking event, where I had a drink with the person who would become my manager at ING. I was impressed by his views on the modern way of working and how the corporate environment impacts efficiency.

My experience at ING has been great so far. I finished my master’s thesis based on validating unsupervised models used for correspondent banks. After this, I felt ready to join the DSMV team as a full-time employee. The biggest change in my transition from an intern to a full-time employee was not having to work on my thesis anymore!

The culture in our department is diverse, with colleagues from different educational and cultural backgrounds, each with their own collaboration style. It’s a culture I thrive in. My colleagues are approachable and empower each other to speak their minds and share their ideas.

In addition to a highly engaging job and friendly colleagues, ING offers many opportunities to grow. I’m able to continuously learn new tactics and inform a process, and that’s valuable. I can definitely see myself staying here and I’m excited to see what’s next.”

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