Credit Risk Modelling and Monitoring Senior Specialist

ING Hubs Poland is hiring!

The expected salary for this position: 9 600 - 18 000 PLN gross.

The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.

We are looking for you if you:

• Have MSc in mathematics, econometrics, statistics or a similar quantitative field,
• Have sound knowledge of statistical inference, econometric methods, and statistical programming,
• Have good understanding of IFRS9/IRB implementation in the field of model development,
• Have at least 3 years of experience with IRB/IFRS9 model development or at least 5 years of experience with IRB/IFRS9 model monitoring,
• Have an ability to clearly and succinctly express yourself,
• Have an ability to identify problems, analyzing key information and making connections, to find appropriate structural solutions,
• Complete tasks and achieve results in an efficient, timely, and high-quality manner, with a focus on execution and delivery of targets and KPIs.

English level - C1.

You'll get extra points for:

• Experience in being a sparring partner/advisor to Senior Management,
• Familiarity with best practices in coding / software development (release management, version control, testing, issue tracking),
• Professional certification FRM/PRM/CFA or CQF.

Your responsibilities:

• Monitoring of IRB/IFRS9 models,
• Collaborate with an internal Model Validation Unit during model development, model monitoring, and review processes,
• Participate in IRB/IFRS9 model calibration/development,
• Write reports / model documentation,
• Work with IFRS9/IRB methodology in the following range:
• Participating in shaping model and monitoring methodology for the whole ING Group,
• Translating methodology into functional specification for the purposes of the tools used for model development and monitoring within ING Group,
• Participating in building internal tools used for model development and monitoring.

Information about the team:

The Model Strategy and Monitoring team is located in Warsaw and Amsterdam and is a part of the Integrated Risk Oversight area. The team is responsible for model lifecycle management frameworks for IRB and IFRS9 models for the whole ING Group.

The role naming convention in the global ING job architecture will be "Financial Risk Specialist III”.