Credit Risk Model Monitoring Senior Specialist
Employee | Risk Management | Professional | Poland | Warszawa | 2024-04-08 | REQ-10071866
We are looking for you, if you:
- Have (Financial) Econometrics, Financial Mathematics, Quantitative Financial Economics, Mathematics, Statistics, Physics,
- Possess sound knowledge of IRB and IFRS9 models,
- Previously spent at least 3 years working with IFRS9/IRB models, including development, monitoring, or validation. Proficiency in programming languages like SAS and/or Python/R, along with data modeling, preparation, and quality control,
- Can express ideas, facts, and opinions clearly and concisely in English (C1 level or higher),
- Are demonstrably skilled at identifying issues, analyzing key information, and making connections to find effective solutions,
- Consistently achieve results efficiently, with a strong emphasis on meeting targets and KPIs.
You’ll get extra points for:
- Aptitude in providing strategic insight and advice to senior management,
- Advanced statistical techniques knowledge,
- Risk modelling experience within IRB/IFRS9 domains,
- Professional certifications (e.g. FRM/CFA/PRM or CQF),
- Experience with source/version control tools (GIT, Azure etc.),
- Experience with databases, data preparation and data quality control.
Your responsibilities:
- Monitoring existing credit risk model across all parameters (PD, LGD and EAD) within both AIRB and IFRS9 landscapes,
- Sharing your knowledge and expertise,
- Communicating with stakeholders to achieve the best outcomes,
- Writing insightful reports for stakeholders and documenting important information.
Information about the squad:
- This squad comprises a diverse team of experts with data science, statistical, finance and coding skills. Monitoring is integral to ongoing model development, and our stakeholders want to know they are using state-of-the-art models. Our squad collaborates with model development and validation to ensure best-of-breed models are in use.
Questions about this opportunity?
Feel free to contact Team, Recruiter. e-mail: Career.INGHubsPoland@ing.com or Phone: +48 (887) 843421