Credit Risk Models Lead Validator/Expert
Risk Management | Professional | Warszawa | REQ-10063420
We are looking for you, if you have
- A degree (MSc or PhD) in a quantitative/numerical field
- Minimum 5 years’ of experience with credit risk models
- Knowledge of IRB and/or IFRS9 models and regulations
- Knowledge of statistical tools and modelling techniques
- Programming experience in SAS/ Python or similar language
- English level – B2/C1
You will score extra points for:
- Knowledge of underwriting models or early-warning systems
- Experience in statistical modelling of other areas
- Experience in managing project teams
- Strong influencing skills
- Ability to work independently and to make decisions
- Ability to work on multiple projects
- Positive & constructive mindset
Your responsibilities:
- Assessment of credit risk models
- Creation of high-quality validation reports
- Collaboration with model owners and other stakeholders
- Leading validation projects and teams
- Acting as a mentor for junior team members
- 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 expert, 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.
We kindly inform you that we will get in touch only with the chosen candidates. If you agree for processing your data for future recruitment offers, we will keep the data for a year.
All information concerning the way we process personal data can be found here.
Our benefits
Well-thought-out development plans will help you spread your wings.
Gain from the knowledge of our experts and take the opportunity to obtain certificates.
Develop the skills you care the most about, thanks to the high training budget.
Use the latest technologies and their capabilities in diverse projects.
Work on interesting and international projects that will enable you to meet people from all over the world.
Improve your language skills on a course tailored to your proficiency level.
Take care of yourself and your loved ones health with LUX MED private medical care.
A healthy body, healthy mind! Find it out with our sports programs.
Do you ride a bike? So do we, that's why we provide everything you need - a parking, shower and lockers.
Take a break in one of our chillout zones! Enjoy Xboxes, table tennis, billiards, table football, comfy chairs, etc.
Spend time with family and friends and have fun at company events.
In our company, we focus on feedback from each employee, both anonymous and direct.
After the trial period, we offer an employment contract.
On the first day of your employment, you will be provided with all essential equipment, i.e. work phone, laptop, an additional monitor and your own desk.
At ING Hubs Poland you can receive an annual bonus – its amount is based on the assessment of your work.
Start work between 7.00 and 9.00 and adjust the work to yourself, not the other way around.
We come to the office when our presence is conducive to cooperation.
Use the fully equipped kitchen that you will find on each floor. Enjoy a cup of delicious coffee or tea.