at ING Bank
OtherPosted 12 days ago
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**Credit Risk Model Monitoring Specialist** at ING Hubs Poland ensures IRB/IFRS9 models' health, collaborating with validation units and developing model documentation. Key responsibilities include model monitoring, calibration, and contributing to model development. Required: MSc in quantitative field, 1+ years IRB/IFRS9 model development or 2+ years monitoring experience, statistical inference expertise, clear communication skills, and ability to meet KPIs. Familiarity with coding best practices is a plus. English proficiency C1.
- Compensation
- PLN 7,100 – PLN 16,000 PLN
- City
- Warsaw, Amsterdam
- Country
- Poland, Netherlands
Currency: PLN
Full Job Description
ING Hubs Poland is hiring!
The expected salary for this position: 7 100 - 16 000 PLN gross
The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.
We are looking for you, if you:
Have MSc in mathematics, econometrics, statistics or a similar quantitative field,
Have sound knowledge of statistical inference, econometric methods, and statistical programming
Have at least 1 year of experience with IRB/IFRS9 model development or at least 2 years of experience with IRB/IFRS9 model monitoring
Have an ability to clearly and succinctly express yourself,
Have an ability to identify problems, analyzing key information and making connections, to find appropriate structural solutions,
Complete tasks and achieve 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:
Familiarity with best practices in coding / software development (release management, version control, testing, issue tracking).
Your responsibilities:
Monitoring of IRB/IFRS9 models
Participate in IRB/IFRS9 model calibration/development
Collaborate with an internal Model Validation Unit during model development, model monitoring, and review processes.
Write reports / model documentation.
Information about the team:
The Model Strategy and Monitoring team is located in Warsaw and Amsterdam and is a part of the Integrated Risk Oversight area. The team is responsible for model lifecycle management frameworks for IRB and IFRS9 models for the whole ING Group. The role naming convention in the global ING job architecture will be "Model Developer II.
The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.
