Model Developer Cross Model Analytics

Job description

The mission of Integrated Risk is focused on providing risk identification, aggregation and insight capabilities at Group level across the various Risk domains. The team department is using those capabilities across the various risk functions, to assume a general oversight of risk governance, policies and frameworks, and to steer group-wide model and implementation activities across locations. The Team: The Bank-wide Credit Risk Models department is responsible for the management of Wholesale Banking (WB) IRB and IFRS9 and the Bank-wide Credit Risk Economic Capital models - including their development, monitoring, and advisory support to the business - in cooperation with relevant stakeholders. All the models in scope are groupwide, managed and developed centrally and consistently applied across all ING’s locations. Roles and responsibilities: Responsible for coordinating the Model development and maintenance environment for non-IRB credit risk models related to WB, being feeder models, IFRS9 and Economic Capital. Translating business needs and regulatory requirement to an advice and approach for all Model Life Cycle steps including execution of the model development and maintenanc...