Senior IRB/IFRS9 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
data preparation
IFRS9
IRB
statistical inference
język angielski
data quality control
Databases
econometric methods
Opis stanowiska
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.
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