Credit Risk Senior Model Developer

Job description

ING Hubs Poland is hiring! The expected salary for this position: 9600 - 22 000 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 at least 3 years of experience with expert-based and statistical IFRS9/IRB models’ development/maintenance/validation, have the sound knowledge of IFRS 9 standard and/or EBA AIRB regulations, have experience with databases, data preparation and data quality control, have sound knowledge of statistical inference and econometric methods, have academic degree in quantitative field, code in SAS/Python, communicate efficiently in English (B2/C1). You'll get extra points for: experience in banking regulatory inspections (ECB IMI), professional certification FRM/PRM/CFA or CQF, ability to use version control systems. Your responsibilities: you will play a crucial role in development and maintenance of IFRS9/AIRB models for ING portfolios, you will interact with stakeholders from different locations, departments and all seniority levels, you will share your knowledge and expertise with more junior colleagues. Information about the...