Credit Risk Methodology & Model Monitoring Specialist

ING Hubs Poland is hiring! The expected salary for this position:

• Junior Specialist: 10 000 - 11 000 PLN
• Specialist: 12 000 - 14 000 PLN
• Senior Specialist: 15 000 - 19 000 PLN
• Expert: 20 000 - 24 000 PLN
• Senior Expert: 25 000 – 29 000 PLN

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 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

Additionally, we expect from you the following background depending on the level of experience:

Senior Specialist

• Have at least 3 year of experience with IRB/IFRS9 model development or at least 5 years of experience with IRB/IFRS9 model monitoring
• Have good understanding of IFRS9/IRB standards implementation in the field of model development

Expert/Senior Expert

• Have at least 6 years of experience with IFRS9/IRB standards interpretation and model development
• Have extensive knowledge and good understanding of IFRS9/IRB standards implementation in the field of model development

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

Your responsibilities:

• Monitoring of IRB/IFRS9 models
• Collaborate with an internal Model Validation Unit during model development, model monitoring, and review processes
• Write reports / model documentation

Additional responsibilities depending on level of experience:

Senior Specialist

• Leading monitoring of IRB/IFRS9 models
• 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
  • Participating in Development of IFRS9 models

Expert/Senior Expert

• Leading Development of IFRS9 models
• Shaping IFRS9 model development and monitoring methodology, including:
  • Adapting and implementing IFRS9 standard into model development and monitoring framework covering the whole ING Group model landscape
  • Reviewing and challenging IFRS9 model development and monitoring methodology, including its current implementation
  • Translating IFRS9 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 IFRS9 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 "Model Developer II, III or IV”.

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

Die ING ist eine globale Bank mit über 60.000 Mitarbeitenden. Wir sind für rund 38 Millionen Privat-Kundinnen und Kunden sowie für unsere Geschäfts- und Firmenkunden in über 40 Ländern da. Wir sind bunt, vielfältig, digital und stolz darauf. Lust uns kennenzulernen? Dich erwartet eine Kultur auf Augenhöhe, flexible Arbeitsweisen und die Chance, mit einem Job wirklich etwas zu verändern. Denn als globale Bank berühren wir das Leben von Millionen Menschen und wir streben danach einen positiven Einfluss auf die Gesellschaft und auf unseren Planeten zu haben. Selbstbestimmtes Arbeiten ist unser täglich Brot: Wir vertrauen unseren Mitarbeitenden und ermutigen sie, ihr Ding zu machen – also ihre Karriere so zu gestalten, wie es für sie am besten ist. Wir sind mehr als ein Arbeitgeber – wir sind innovativ, lösen Probleme, sind immer einen Schritt voraus und setzen uns dafür ein, einen echten Unterschied zu machen. Egal, ob Du gerade Deine Karriere startest oder die nächste große Herausforderung suchst, wir haben viele Jobmöglichkeiten, die Dich inspirieren und über Dich hinauswachsen lassen. Deine Zukunft bei der ING beginnt mit einer Bewerbung. Bist du bereit, Teil der ING zu werden? Wir haben viele Jobmöglichkeiten, die zu Deinen Fähigkeiten und Ambitionen passen! Verwende die Filter unter der Suchleiste, wie Standort und Jobtyp, um die perfekte Stelle zu finden. Starte jetzt mit der Suche und finde heraus, wohin Dich Dein nächster Karriereschritt führen könnte!