ING Investment Banking
3 zile în urmă

Back to search result

  • A degree (MSc or PhD) in a quantitative / numerical field
  • Extensive programming experience in SAS or similar language
  • Knowledge of statistical tools and modelling techniques
  • Minimum of 5 years’ experience with credit risk models
  • Knowledge of both IRB or IFRS9 models and regulation
  • An analytical and critical attitude
  • Ability to train junior team members
  • Knowledge of underwriting models or early-warning systems
  • At ING Tech Poland we follow the Agile approach, using flexible frameworks like Scrum and Kanban at our everyday work.

    We are innovative and we trust people we work with. The broad autonomy our employees have, stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners.

    Small units called squads are the core of our organization. They have clear vision of products, overcome challenges autonomously and based on team cooperation, work out the most flexible and effective way of working.

    Model Validation assesses whether models are appropriate for intended use and compliant with internal policies and external regulations.

    Our goal is to increase the ING’s understanding of a model’s limitations & weaknesses and contribute to ongoing model improvement to ensure the added value of models.

    To further strengthen and develop the credit risk validation capabilities ING decided to set-up a Risk Hub Warsaw. The Risk Hub Warsaw team will be performing model validations for models throughout the ING globally.

    We are looking for professionals to join this new team that has significant growth ambitions. Together with the team in Amsterdam you will be validating models used for regulatory capital (Internal Rating Based approach) and loan loss provisioning (IFRS9), covering all components of the models for any type of portfolio globally.

    In addition, the team has the ambition to expend the scope to credit decision models such as underwriting models, loan pricing and early-

    warning systems. We use statistical techniques, amended with qualitative analyses, to assess the quality of the models and the appropriate use by the model stakeholders.

    Our reports are presented to Senior Management on group level to make decision on the ongoing use of models or approval of new models.

    Our reports are also shared frequently with external regulators (ECB), internal and external audit.

  • perform assessment of credit risk models : 40%
  • write high quality validation reports : 20%
  • coach junior team members : 20%
  • interact with model stakeholders : 10%
  • ongoing improvement & coordination : 10%
  • Ability to work on multiple projects simultaneously
  • Positive constructive mind-set
  • Excellent communication skills in English
  • Ability to write clear reports
  • Ability to work in small teams Work independently
  • Your development

  • international projects
  • access to the newest technologies
  • certificates
  • professional development
  • Your health, physical condition and family

  • Private medical care
  • MultiSport card with 50% funding
  • Sports events
  • suitable working conditions

  • Stable employment conditions
  • Mobile phone
  • Additional screen
  • Delicious coffee
  • Modern kitchen
  • Aplică
    Adaugați la favorite
    Eliminați de la favorite
    Email-ul meu
    Făcând clic pe "Continuă", acord nevoo consimțământ de a procesa datele mele și de a-mi trimite alerte prin e-mail, așa cum este detaliat în policyApplicația de confidențialitate a lui neuvoo. Pot să-mi retrag consimțământul sau să mă dezabonez în orice moment.