Credit Risk Model Developer Expert in WB

ING Hubs Poland is hiring a Credit Risk Model Developer Expert in Warsaw. The role involves developing global IRB models in Wholesale bank portfolios and collaborating with internal teams.

Requirements

• MSc in mathematics, econometrics, statistics or a similar quantitative field
• Sound knowledge of statistical inference and econometric methods
• Extensive knowledge of IRB and IFRS9 models, with focus on IRB
• Good understanding and interpretation of regulatory credit risk policies
• At least 5 years of experience with: development of IRB/IFRS9 models, with programming (e.g. Python, SAS) and data modelling
• English level - C1

Benefits

• Salary range: 13 000 - 22 000 PLN gross