JobMesh

Risk Model Oversight Expert

ING · Amsterdam, North Holland, THE NETHERLANDS

The mission of Integrated Risk is focused on providing risk identification, aggregation and insight capabilities at Group level across the various Risk domains.

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 Integrated Risk Oversight department within Integrated Risk will be responsible for the Credit Risk Model oversight tasks assigned to the Credit Risk Control function under CRR articles 189 and 190. In addition, the team will be responsible for the functional coordination of local model development units across ING’s locations, acting as the gatekeeper for the Group’s methodological standards and regulatory requirements related to model development and monitoring of IRB and IFRS9 models. This includes the coordination of ECB communication on these models and ensuring adherence to regulatory and internal standards for SRT process. Roles and Responsibilities: Senior expert responsible for overseeing ING’s regulatory model changes. Supports, advises and challenges senior risk manag...