Credit Risk Models Lead Validator/Expert
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
IFRS9
Statistical tools
Python
IRB
SAS
Modelling techniques
język angielski
Credit Risk Modelling
Opis stanowiska
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.
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