Senior Model Developer – Credit Risk Methodologies

<p><b>ING Hubs Poland is hiring!</b></p><p></p><p><b><span>We are looking for </span><span>you, if</span><span> you:</span></b><span> </span></p><ul><li><p><span><span>have </span><span>3</span><span>+ years of experience in </span><span>IRB and/or IFRS 9 </span><span>credit risk modelling,</span></span><span> </span></p></li></ul><ul><li><p><span><span>u</span><span>nderstand regulatory requirements related to IRB and</span><span>/or</span><span> IFRS 9 models,</span></span><span> </span></p></li></ul><ul><li><p><span><span>have </span><span>an academic degree in quantitative field,</span></span><span> </span></p></li></ul><ul><li><p><span><span>have </span><span>sound knowledge of statistical and econometric methods,</span></span><span> </span></p></li></ul><ul><li><p><span><span>have </span><span>experience in coding in SAS/SQL,</span><span> working </span><span>with databases, data preparation and data quality,</span></span><span> </span></p></li></ul><ul><li><p><span><span>can speak and share your knowledge and insights confidently and clearly,</span></span><span> </span></p></li></ul><ul><li><p><span><span>showcase</span><span> </span><span>positive attitude, </span><span>attention to detail and ability to propose out-of-the-box solutions</span><span>.</span></span><span> </span></p></li></ul><p></p><p><b><span>English level:</span></b><span><span> B2+/C1</span></span></p><p><span> </span></p><p><b><span>You'll</span><span> get extra points for:</span></b><span> </span></p><ul><li><p><span><span>experience in design and/or maintenance of credit risk model development and/or monitoring methodologies</span><span>,</span></span><span> </span></p></li></ul><ul><li><p><span><span>experience in design and prototyping of statistical tests,</span></span><span> </span></p></li></ul><ul><li><p><span><span>experience in development and/or maintenance of tooling for credit risk model development and/or monitoring purposes,</span></span><span> </span></p></li></ul><ul><li><p><span><span>experience as a trainer or tutor in the fields of credit risk or <span>mathematics/statistics,</span></span></span><span> </span></p></li></ul><ul><li><p><span><span>experience with Git/Azure solutions,</span></span><span> </span></p></li></ul><ul><li><p><span><span>professional certification FRM/PRM/CFA or CQF</span><span>.</span></span><span> </span></p></li></ul><p></p><p><b><span>Your responsibilities:</span></b><span> </span></p><ul><li><p><span><span>contributing to </span><span>regulatory </span><span>credit risk model development and monitoring methodologies and tooling</span><span> – proposing and prototyping of </span><span>new solutions</span><span>, maintenance, addressing of external findings</span><span>,</span></span><span> </span></p></li></ul><ul><li><p><span><span>supporting </span><span>ING Group-wide </span><span>methodology</span><span> and tooling users – international collaboration across multiple ING units,</span></span><span> </span></p></li></ul><ul><li><p><span><span>support</span><span>ing</span><span> of</span><span> internal training service –</span><span> preparation of training materials and conducting of training</span><span> session</span><span>s</span><span> on the topics of banking and credit risk modelling.</span></span><span> </span></p></li></ul><p></p><p><b><span>Information about the team:</span></b><span> </span></p><p><span><span>The Model Development department </span><span>is responsible for</span><span> 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. The Enabling Team works on ING Group-wide credit risk methodologies, </span><span>tooling</span><span> and trainings, and is also involved in innovative projects and initiatives in the field of ESG/Climate Risk.</span></span><span> </span></p><p><span><span>The role naming convention in the global ING job architecture will be “Model Developer II</span><span>I</span><span>”</span><span>.</span></span><span> </span></p>