Credit Risk Methodology & Model Monitoring Specialist

23

Warsaw, Poland
Junior: 10,000-11,000 pln; specialist: 12,000-14,0...
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Msc in mathematics, econometrics, or statistics
Statistical inference and econometric methods knowledge
Statistical programming skills
** ING Hubs Poland is seeking a Credit Risk Methodology & Model Monitoring Specialist for their team in Warsaw. The position requires a strong quantitative background, particularly in model development and monitoring related to IFRS9 and IRB standards, with varying experience levels from junior to senior experts. **

Job Summary

  • The role involves monitoring IRB/IFRS9 models and collaborating with the Model Validation Unit throughout the model lifecycle.
  • Candidates will shape model and monitoring methodology for the ING Group and participate in developing IFRS9 models.
  • The position offers a competitive salary range from 10,000 PLN for Junior Specialists up to 29,000 PLN for Senior Experts.

Matching Summary

Match Score: 75

** ING Hubs Poland is seeking a Credit Risk Methodology & Model Monitoring Specialist for their team in Warsaw. The position requires a strong quantitative background, particularly in model development and monitoring related to IFRS9 and IRB standards, with varying experience levels from junior to senior experts. **

Salary

Junior: 10,000-11,000 PLN; Specialist: 12,000-14,000 PLN; Senior: 15,000-19,000 PLN; Expert: 20,000-24,000 PLN; Senior Expert: 25,000-29,000 PLN

Skills & Requirements

Must-have

  • MSc in mathematics, econometrics, or statistics
  • Statistical inference and econometric methods knowledge
  • Statistical programming skills
  • English C1 proficiency
  • Problem identification and structural solution finding

Nice-to-have

  • Experience as sparring partner to Senior Management
  • Familiarity with coding best practices and release management
  • Professional certification FRM/PRM/CFA
  • Ability to translate methodology into functional specifications
  • Experience building internal tools for model development

Key Requirements

  • MSc in quantitative field (mathematics, econometrics, statistics)
  • 3+ years experience for Senior Specialist level
  • 6+ years experience for Expert/Senior Expert level
  • C1 English language level
  • Understanding of IFRS9/IRB standards implementation

Work Rights

Not specified

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