Credit Risk IRB Senior Model Developer

<p>We are looking for you, if You:</p><ul><li>Have at least 3 years of experience with expert-based and statistical IFRS9/IRB models’ development/maintenance/validation,</li><li>Have the sound knowledge of EBA AIRB regulations,</li><li>Have experience with databases, data preparation and data quality control,</li><li>Have sound knowledge of statistical inference and econometric methods,</li><li>Have academic degree in quantitative field,</li><li>Code in SAS/Python,</li><li>Communicate efficiently in English (B2/C1).</li></ul><p>  </p><p>You'll get extra points for:</p><ul><li>Experience in banking regulatory inspections (ECB IMI),</li><li>Professional certification FRM/PRM/CFA or CQF,</li><li>Ability to use version control systems,</li><li>Familiarity with Agile/Scrum.</li></ul><p> </p><p>Your responsibilities:</p><ul><li>You will play a crucial role in development and maintenance of AIRB models for ING portfolios,</li><li>You will interact with stakeholders from different locations, departments and all seniority levels,</li><li>You will share your knowledge and expertise with more junior colleagues.</li></ul>