Credit Risk Model Monitoring Specialist

282

Warsaw, Poland
7,000 - 16,000 pln gross; not specified; not speci...
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Msc in mathematics or statistics
Statistical inference and econometric methods
1 year irb/ifrs9 model development experience
** ING Hubs Poland is seeking a Credit Risk Model Monitoring Specialist in Warsaw, with a focus on monitoring and developing IRB/IFRS9 models. Ideal candidates should possess a relevant master's degree, strong quantitative skills, and experience in model monitoring or 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 model frameworks across the ING Group.

Matching Summary

Match Score: 75

** ING Hubs Poland is seeking a Credit Risk Model Monitoring Specialist in Warsaw, with a focus on monitoring and developing IRB/IFRS9 models. Ideal candidates should possess a relevant master's degree, strong quantitative skills, and experience in model monitoring or development. **

Salary

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

Skills & Requirements

Must-have

  • MSc in mathematics or statistics
  • Statistical inference and econometric methods
  • 1 year IRB/IFRS9 model development experience
  • 2 years IRB/IFRS9 model monitoring experience
  • English C1 proficiency

Nice-to-have

  • Familiarity with coding best practices
  • Experience with release management and version control
  • Ability to identify problems and find structural solutions

Key Requirements

  • MSc in quantitative field
  • 1-2 years IRB/IFRS9 experience
  • English C1 level

Work Rights

Not specified

Tailored Resume

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