Senior Model Developer

We are looking for you, if you:

• have at least 3 years of experience with PD/EAD/LGD IFRS9/IRB models development/maintenance/validation,

• have sound knowledge of statistical inference and econometric methods,

• have academic degree in quantitative field,

• have the sound knowledge of IFRS 9 standard and/or EBA AIRB regulations,

• have experience with databases, data preparation and data quality control (SAS/Python/SQL),

• communicate efficiently in English (B2/C1).

You’ll get extra points for:

• experience in banking regulatory’s inspections (ECB/KNF),

• professional certification FRM/PRM/CFA or CQF,

• ability to use version control systems (GIT),

• familiarity with Agile/Scrum.

Your responsibilities:

• you will play a crucial role in development and maintenance of AIRB models,

• you will interact with stakeholders from different locations, departments and all seniority levels.

The role naming convention in the global ING job architecture will be "Model Developer III"