Expert Quantitative Analyst - IRB/IFRS9 Model Developer
Risk Management | Professional | Warszawa | REQ-10064797
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,
- You have the sound knowledge of IFRS 9 standard and/or EBA AIRB regulations,
- You have experience with databases, data preparation and data quality control,
- You have sound knowledge of statistical inference and econometric methods,
- You have academic degree in quantitative field,
- You code in SAS/Python,
- You communicate efficiently in English (B2/C1).
You'll get extra points for:
- Experience with developing models for low default portfolios
- Experience in banking regulatory inspections (ECB IMI)
- Professional certification FRM/PRM/CFA or CQF
- Ability to use version control systems
- Familiarity with Agile/Scrum
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 team:
The Model Development department is responsible for the development of risk models at ING. We develop all credit risk, operational risk, IRRBB, trading and economic capital models for ING in cooperation with global and local ING offices.
In our daily activities we follow the Agile approach and mindset, we use Scrum. The broad autonomy our employees stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners.
We kindly inform you that we will get in touch only with the chosen candidates. If you agree for processing your data for future recruitment offers, we will keep the data for a year.
All information concerning the way we process personal data can be found here.
Do you have any questions?
If you have any questions about the details of this job offer, the form of employment or working at ING Hubs Poland, you can direct them to the e-mail address given below. We will certainly answer them!
Our benefits
Professional development
Spread your wings with well thought out development plans.
Spread your wings with well thought out development plans.
Internal trainings
Benefit from the knowledge of our experts during internal trainings or become a trainer yourself!
Benefit from the knowledge of our experts during internal trainings or become a trainer yourself!
Training budget
Develop the skills you care the most about, thanks to the high training budget.
Develop the skills you care the most about, thanks to the high training budget.
Learning platforms
Use internal and external learning platform (e.g. Udemy for Business).
Use internal and external learning platform (e.g. Udemy for Business).
Access to the newest technologies
Use the latest technologies and their capabilities in diverse projects.
Use the latest technologies and their capabilities in diverse projects.
International projects
Work on interesting and international projects that will enable you to meet people from all over the world.
Work on interesting and international projects that will enable you to meet people from all over the world.
Free language courses
Within your training budget, improve your language skills on a course tailored to your proficiency level.
Within your training budget, improve your language skills on a course tailored to your proficiency level.
Free Polish courses
Don't speak Polish? Take part in a free Polish language course.
Don't speak Polish? Take part in a free Polish language course.
Coaching and mentoring
Benefit from the support of certified coaches and mentors in achieving your professional goals and strengthening your potential.
Benefit from the support of certified coaches and mentors in achieving your professional goals and strengthening your potential.
Additional days off
Enjoy your additional days off that we offer to our employees (e.g. "Day for Wellbeing", voluntary day).
Enjoy your additional days off that we offer to our employees (e.g. "Day for Wellbeing", voluntary day).
BeWell
Take part in numerous activities supporting your wellbeing. Let's take care of your physical and mental health, and work-life balance together.
Take part in numerous activities supporting your wellbeing. Let's take care of your physical and mental health, and work-life balance together.
Multisport and Stay Fit & Well programme
A healthy body, healthy mind! Find it out with our sports programmes.
A healthy body, healthy mind! Find it out with our sports programmes.
Private medical care
Take care of yourself and your loved ones health with LUX MED private medical care.
Take care of yourself and your loved ones health with LUX MED private medical care.
Individual and group insurance
Use the possibility to join group insurance, as well as BEST HELP insurance – insurance for the treatment of serious medical issues abroad.
Use the possibility to join group insurance, as well as BEST HELP insurance – insurance for the treatment of serious medical issues abroad.
Employee pension scheme (PPE)
Join the PPE programme and save additional money for your retirement.
Join the PPE programme and save additional money for your retirement.
Integration events
Build relationships within the team and get to know the people you work with better during team integration meetings.
Build relationships within the team and get to know the people you work with better during team integration meetings.
Feedback
Share with us your feedback, both anonymous and direct. Use a dedicated tool adjusted to our needs that allows us to see and focus on the issues that matter most to our employees.
Share with us your feedback, both anonymous and direct. Use a dedicated tool adjusted to our needs that allows us to see and focus on the issues that matter most to our employees.
Bicycle parking
Do you ride a bike? So do we, that's why we provide everything you need - parking, a shower, and lockers.
Do you ride a bike? So do we, that's why we provide everything you need - parking, a shower, and lockers.
Stability of employment
Work on an employment contract.
Work on an employment contract.
Hybrid mode
Work in a hybrid mode. We like to meet in the office sometimes and drink coffee together. Plan your team’s work schedule with your manager and set dates suitable for you to come to the office.
Work in a hybrid mode. We like to meet in the office sometimes and drink coffee together. Plan your team’s work schedule with your manager and set dates suitable for you to come to the office.
Flexible working time
Start your work between 7 and 9 AM, adjust it to yourself, not the other way around.
Start your work between 7 and 9 AM, adjust it to yourself, not the other way around.
Comfortable office
Feel comfortable in specially designed offices that helps teams to work more efficiently.
Feel comfortable in specially designed offices that helps teams to work more efficiently.
Workplace equipment
Use a company laptop and get an equivalent to buy a phone. We offer various laptop models, depending on the work you perform. After employment, you can also apply for an additional monitor for remote work.
Use a company laptop and get an equivalent to buy a phone. We offer various laptop models, depending on the work you perform. After employment, you can also apply for an additional monitor for remote work.
Chillout and entertainment zones
Take a break in one of our chillout zones! Enjoy Xboxes, table tennis, billiards, table football, comfy chairs, etc.
Take a break in one of our chillout zones! Enjoy Xboxes, table tennis, billiards, table football, comfy chairs, etc.
Financial bonuses
Enjoy your annual bonus and allowance to the remuneration, along with extra awards based on the assessment of your work.
Enjoy your annual bonus and allowance to the remuneration, along with extra awards based on the assessment of your work.
You recommended = You gain
Do you know someone who you think would be a great fit for our company? You can get a cash bonus for each person you recommend if they are hired based on the contract of employment and go through the trial period positively.
Do you know someone who you think would be a great fit for our company? You can get a cash bonus for each person you recommend if they are hired based on the contract of employment and go through the trial period positively.
50% reduction of tax
Take advantage of the tax deduction in case of performing creative work.
Take advantage of the tax deduction in case of performing creative work.
Relocation package
Use a relocation subsidy or other support for your relocation.
Use a relocation subsidy or other support for your relocation.
Gifts and other financial bonuses
Enjoy a gift for starting your job (Welcome Box), some national holidays, birth of a child (Baby Box) and more!
Enjoy a gift for starting your job (Welcome Box), some national holidays, birth of a child (Baby Box) and more!
Subsidy programmes
Every month you can count on subsidies for remote work, using public transport, meals in the office, and you can also benefit from our cafeteria platform.
Every month you can count on subsidies for remote work, using public transport, meals in the office, and you can also benefit from our cafeteria platform.
Discounts
Take advantage of discounts on studies, trainings and exams, language courses and a purchase of a new car.
Take advantage of discounts on studies, trainings and exams, language courses and a purchase of a new car.
