Credit Risk Junior Model Developer
ING Hubs Poland
For over 20 years we have been taking up challenges and proving that we are a trustworthy partner supporting ING in digital transformation. We are the unseen heroes providing the people of the bank with the essential — and often unnoticed — services. We also protect their money and simply create the future of banking. And that's a big thing! See what exactly we do at ING Hubs Poland!
Wymagane umiejętności
Analytical skills
English
Opis stanowiska
We are looking for you, if you:
- Have education in a quantitative field (statistics, econometrics, math, physics or other similar),
- Pay attention to details,
- Can communicate in English,
- Have analytical skills,
- Are independent and proactive,
- Think critically.
You will score extra points for:
- Experience with working on SAS and/or SQL Databases,
- Understanding of credit risk models,
- FRM/PRM/CFA/CQF certificates.
Your responsibilities:
- Support in IFRS9 credit risk models development and monitoring,
- Conducting of wide-scope credit risk analyses on ING portfolio.
Information about the squad:
The Model Development department is an international team of 300 highly qualified professionals. Our expertise lies in the development and management of credit risk, ALM and operational risk models. The Risk Hub Model Development team performs model development activities for models throughout ING, working closely together on international projects with the teams in Amsterdam. The developed credit risk models are core to the success of ING and include IRB and IFRS9 models (PD, LGD, EAD) for retail and wholesale portfolios, as well as non-regulatory models. The models are used by all local Risk Management units within ING. All that is achieved together with offered to employees flexible work conditions in hybrid mode and wide scope of trainings and knowledge transfer.
The role naming convention in the global ING job architecture will be “Model Developer I”
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