Senior IRB/IFRS9 Model Developer
Risk Management | Professional | Warszawa | REQ-10064797
We are looking for you if:
- You have at least 3 years of experience with expert-based and statistical IFRS9/IRB models’ development/maintenance/validation,
- You have the sound knowledge of IFRS 9 standard and/or EBA AIRB regulations,
- You have experience with databases, data preparation and data quality control,
- You have sound knowledge of statistical inference and econometric methods,
- You have academic degree in quantitative field,
- You code in SAS/Python,
- You communicate efficiently in English (B2/C1).
You'll get extra points for:
- Experience with developing models for low default portfolios
- Experience in banking regulatory inspections (ECB IMI)
- Professional certification FRM/PRM/CFA or CQF
- Ability to use version control systems
- Familiarity with Agile/Scrum
Your responsibilities:
- You will play a crucial role in development and maintenance of IFRS9/AIRB models for ING portfolios
- You will interact with stakeholders from different locations, departments and all seniority levels.
- You will share your knowledge and expertise with more junior colleagues
Information about the team:
The Model Development department is responsible for the development of risk models at ING. We develop all credit risk, operational risk, IRRBB, trading and economic capital models for ING in cooperation with global and local ING offices.
In our daily activities we follow the Agile approach and mindset, we use Scrum. The broad autonomy our employees stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners.
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.
Do you have any questions?
If you have any questions about the details of this job offer, the form of employment or working at ING Hubs Poland, you can direct them to the e-mail address given below. We will certainly answer them!
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.
