WB Credit Risk Model Developer Expert

Job Description

We are looking for you, if you:

• Have MSc in mathematics, econometrics, statistics or a similar quantitative field,
• Have sound knowledge of statistical inference and econometric methods,
• Have extensive knowledge of IRB and IFRS 9 models,
• Have at least 5 years of experience with: development or monitoring or validation of IFRS9/IRB models, with programming (e.g. Python, SAS), databases, data modelling, data preparation and data quality control,
• Have an ability to clearly and succinctly express ideas, facts and opinions,
• Have an ability to identify problems, analyzing key information and making connections, in order to find appropriate solutions,
• Complete tasks and achieves results in an efficient, timely and high-quality manner, with a focus on execution and delivery of targets and KPIs.

English level - C1.

You'll get extra points for:

• Experience in being a sparring partner/advisor to Senior Management,
• Knowledge of and experience with advanced statistical techniques,
• Knowledge of AIRB/IFRS9 regulations,
• Familiarity with version control systems (e.g. GIT),
• Professional certification FRM/PRM/CFA or CQF,
• Experience with databases, data preparation and data quality control.

Your responsibilities:

• Monitoring of existing credit risk models,
• Share knowledge and expertise,
• Interact with stakeholders,
• Write reports/documentation.

Information about the squad:

A small, international team of risk modeling and monitoring enthusiasts. Works in an agile way to provide the state-of-the-art, robust solutions firmly embedded in the regulatory environment.
It's a group of open-minded people who enjoy breaking down complex problems in a way that makes them look easy and accessible.

The role naming convention in the global ING job architecture will be "Model Developer IV”.