Specialist - Risk Modeller for Credit Risk Economic Capital
Risk Management | Professional | Warszawa | REQ-10070517
are eager to learn the best practices of the Credit Risk Economic Capital model development,
are willing to take part in a challenging project, which focuses on developing the Credit Risk Economic Capital for ING’s credit portfolios,
have academic degree in quantitative field,
have sound knowledge of statistical inference and econometric methods,
code in SAS/R/Python,
have experience with databases, data preparation and data quality control.
English level: B2/C1
You'll get extra points for:
Experience with Economic Capital
Experience with developing statistical IFRS9/IRB models
Experience with statistical multi factor models
Sound knowledge of IFRS 9 standard and/or EBA AIRB regulations
Professional certification FRM/PRM/CFA or CQF
Ability to use version control systems
Familiarity with Agile/Scrum
Your responsibilities:
You will perform the analyses for the development and maintenance of Credit Risk Economic Capital model for global ING portfolios,
You will document the performed analyses and interpret their results,
You will interact with stakeholders from different locations, departments and all seniority levels.
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.
The role naming convention in the global ING job architecture will be "Model Developer"
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.
