Senior Model Developer – Credit Risk Methodologies
Description For Senior Model Developer – Credit Risk Methodologies
ING Hubs Poland is seeking a Senior Model Developer to join their Credit Risk Methodologies team. This role sits within the Model Development department, which is responsible for developing all credit risk, operational risk, IRRBB, trading and economic capital models for ING in collaboration with global and local offices. The position offers an opportunity to work on sophisticated credit risk modeling while contributing to ING's global risk management framework.
The ideal candidate will bring 3+ years of experience in credit risk modeling, particularly in IRB and IFRS 9 frameworks. They should possess strong quantitative skills, including statistical and econometric methods, combined with practical experience in SAS/SQL programming and database management. The role involves not just technical work but also significant collaboration across ING's international units and contribution to training initiatives.
What makes this role particularly attractive is the opportunity to work on innovative projects, including ESG/Climate Risk initiatives, while being part of a global financial institution. The position offers exposure to cutting-edge risk methodologies and the chance to influence how ING approaches credit risk modeling across its global operations.
The role combines technical expertise in risk modeling with opportunities for knowledge sharing and international collaboration. It's ideal for someone who wants to apply their quantitative skills in a practical, impactful way while working for a major global bank that emphasizes innovation and sustainability in its operations.
Responsibilities For Senior Model Developer – Credit Risk Methodologies
- Contributing to regulatory credit risk model development and monitoring methodologies and tooling
- Proposing and prototyping new solutions, maintenance, addressing external findings
- Supporting ING Group-wide methodology and tooling users – international collaboration across multiple ING units
- Supporting internal training service – preparation of training materials and conducting training sessions
Requirements For Senior Model Developer – Credit Risk Methodologies
- 3+ years of experience in IRB and/or IFRS 9 credit risk modeling
- Understanding of regulatory requirements related to IRB and IFRS 9 models
- Academic degree in quantitative field
- Sound knowledge of statistical and econometric methods
- Experience in coding in SAS/SQL
- Experience with databases, data preparation and data quality
- English language proficiency level B2+/C1
- Strong communication skills
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