Credit Risk Model Monitoring Specialist

ING Hubs Poland

Warsaw, Poland
7,100 - 16,000 pln gross; not specified; not speci...
Msc in mathematics or statistics
Statistical inference knowledge
Econometric methods expertise
The role involves monitoring IRB/IFRS9 models and participating in their calibration and development

Job Summary

  • The role involves monitoring IRB/IFRS9 models and participating in their calibration and development.
  • Candidates will collaborate with the internal Model Validation Unit during model lifecycle processes.
  • The team is part of the Integrated Risk Oversight area responsible for ING Group-wide model frameworks.

Matching Summary

The role involves monitoring IRB/IFRS9 models and participating in their calibration and development.

Salary

7,100 - 16,000 PLN gross; Not specified; Not specified

Skills & Requirements

Must-have

  • MSc in mathematics or statistics
  • Statistical inference knowledge
  • Econometric methods expertise
  • 1-2 years IRB/IFRS9 experience
  • English C1 proficiency

Nice-to-have

  • Software development best practices
  • Version control familiarity
  • Issue tracking experience

Key Requirements

  • MSc in quantitative field
  • 1 year IRB/IFRS9 development OR 2 years monitoring
  • C1 English level required

Work Rights

Not specified

Tailored Resume

Cover Letter