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Credit Risk Modellers

Impiegato | Risk Management | Lombardia | 2023-11-27 | 068962


Job Description:

ING Italy is looking for Credit Risk Modellers that have at least 4 years of experience with developing AIRB models for Wholesale Banking portfolios. You will be working for and in close cooperation with the WB Credit Risk Model Development department of ING Group. The WB Credit Risk Model Development department is part of ING Group Model Development which comprises of a large team of modelling experts in Trading Risk, Credit Risk and Market Risk in IRRBB and Balance Sheet Risk models and that uses  state-of-the-art modelling methods, tooling, and data-processing technologies. 

You will be joining an energetic team of highly qualified professionals. 

Our area of expertise is modelling Credit Risk and IFRS 9 concepts for ING Wholesale Banking. These models are core to the success of ING’s corporate lending activities!

 The position offers excellent opportunities to excel in what you do and to broaden your modelling and coding skills, as well as exposure to a dynamic and agile international working environment.

Does it sound interesting? Please read on!


What you'll do

The team activities are quite varied – here are some of the main ones:

  • You will play a crucial role in the development and maintenance of models for measuring and managing credit risk for Wholesale portfolios, as well as steering and advising the front office colleagues when taking credit risk decisions.
  • You will interact with different regulators with regard to to the design, use and implementation of the models, as well on leading/ managing discussions on changes to the models and its submissions.
  • You will take responsibility for developing and calibrating credit risk models by applying ING’s modelling standards. The models that you develop will cover all products and geographical regions in the ING Bank portfolio.
  • In addition to the modelling activities, you will also be responsible for further improving the measurement and monitoring of existing models.


Who we are looking for

  • You have an academic degree (MSc or PhD), preferably in econometrics, physics, statistics, or mathematics
  • You have good knowledge of Basel and IFRS 9 models and experience in developing expert-based or statistical credit risk models
  • You have at least 4 years of relevant experience in developing and monitoring regulatory Wholesale Banking Credit Risk Models 
  • You have extensive experience in using data modelling software/ or coding (C++, Java, Python, R, SAS)
  • You are a sparring partner/advisor to Senior Management
  • You have strong analytical, problem-solving, communication and execution skills
  • You have a creative and pro-active mind-set
  •  You can challenge the status quo
  •  You are a team player
  • You are fluent in English


What we offer

A job where you really can make a difference and impact for our customers. Lending is key in financing enterprises and consumers. The models that you will develop will determine and measure risk and are key in all the decisions we make. 



Duration: Permanent

Location: Milan


About ING

ING offers many opportunities to build a diverse and rewarding career. You will be joining an international innovative digital bank, the first in Italy to adopt a fully flexible smart working model, and you will be working in a stimulating environment where you can grow both as an individual and as a professional.

Our purpose - empowering people to stay a step ahead in life and in business - represents our belief in people’s potential. We don’t judge, coach or to tell people how to live their lives. We empower people and businesses to realize their own vision for a better future.

#doyourthing is our brand direction with us each and every day. It is how we articulate our purpose and our promise to make banking frictionless to the world. ‘do your thing’ is about people being free to live the life they want to live, knowing that they will make their world a little better for it.

Do you think you are "a step ahead"? Apply now! 


The benefits of joining ING

In addition to being a part of a great team, working in a fun and innovative environment, we offer:


  • Super flexible smart working 
  • Competitive base salaries and performance based bonuses 
  • Diverse cultures & Innovative mindsets 
  • International Environment
  • Commitment to sustainability
  • Lots of training development opportunities to help you grow
  • Lots of moments dedicated to physical and mental well-being
  • A special day off when it is your birthday: we call it #doyourbirthday!
  • And of course we can’t forget: free water & coffee at the office! 


Our Commitment

Diversity is a fundamental element of our corporate culture, and we are fully committed to creating a safe and inclusive environment, based on mutual respect and the value of diversity, offering equal job opportunities to all qualified candidates.


Verso l'alto

Please be aware that the recruitment procedures, (labour) regulations and labour agreements of Italia apply.

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