7,100 - 16,000 pln gross; not specified; not speci...
Advanced degree in quantitative discipline
Expertise in supervised and unsupervised learning
Experience developing credit risk models
The role involves developing and periodically monitoring non-regulatory credit decision models across global ING business lines
Job Summary
The role involves developing and periodically monitoring non-regulatory credit decision models across global ING business lines.
Candidates will collaborate closely with cross-functional teams including model validators, risk managers, and business stakeholders to ensure compliance.
The team focuses on applying advanced analytics to support sustainable credit risk performance and business growth.
Matching Summary
The role involves developing and periodically monitoring non-regulatory credit decision models across global ING business lines.
Salary
7100 - 16000 PLN gross; Not specified; Not specified
Skills & Requirements
Must-have
Advanced degree in quantitative discipline
Expertise in supervised and unsupervised learning
Experience developing credit risk models
Proficiency in Python for data processing
Knowledge of credit risk management processes
Nice-to-have
Knowledge of IRB and IFRS9 regulatory frameworks
Experience with Agile working methodologies
Familiarity with Git version control systems
Key Requirements
PhD or Masters in Computer Science, Data Science, Statistics, Mathematics, Physics, Econometrics, or Quantitative Finance
English verbal and writing proficiency required
Prior experience in validation or development of credit risk models within a financial institution