Credit Risk Model Developer

Job description

We are looking for someone with very strong analytical background, experienced with IRB/IFRS9 rating system development/ methodologies as well as Credit Decision Models ( e.g. scorecards, EWS) and Model Life Cycle. Technical skills should include extensive experience in using data modelling software/ or coding (SAS , Python, R ) Having soft skills are equally important; such as strong communication and presentation skills, being a self-starter, autonomous, good team player, organized (e.g. documentation, scripting), creative/ design thinking and agile. The team: ING NL is looking for a Quantitative Model Risk Specialist to strengthen the Predictive Analytics team within the Integrated Risk Department ( IR ). Predictive Analytics is responsible for the (co-)development and management of regulatory and non-regulatory Credit Risk models with state-of-the-art modeling methods, tooling, and data processing technologies. These models are core to the success of ING and they are applied for different purposes, amongst others to determine capital adequacy, loan loss provisions but also credit decisions and in-life & problem management of loans . The position offers excellent opportunities t...