Credit Risk Model Developer Expert

ING Hubs Poland

Warsaw, Poland
Base: 13,000 - 22,000 pln gross; bonus/equity: not...
Msc in mathematics or statistics
Irb and ifrs9 model development
Python or sas programming skills
The role involves developing robust PD, EAD, and LGD models within the Retail and Wholesale banking sectors

Job Summary

  • The role involves developing robust PD, EAD, and LGD models within the Retail and Wholesale banking sectors.
  • Candidates will collaborate with internal Model Validation Units and interact with stakeholders throughout the model lifecycle.
  • This position is part of an international global team of over 400 risk experts located across Europe.

Matching Summary

The role involves developing robust PD, EAD, and LGD models within the Retail and Wholesale banking sectors.

Salary

Base: 13,000 - 22,000 PLN gross; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • MSc in mathematics or statistics
  • IRB and IFRS9 model development
  • Python or SAS programming skills
  • 5 years experience in credit risk
  • Data modeling and quality control

Nice-to-have

  • Sparring partner to Senior Management
  • Advanced statistical techniques knowledge
  • Version control systems like GIT
  • FRM/PRM/CFA or CQF certification
  • Experience with AIRB regulations

Key Requirements

  • Master's degree in quantitative field
  • Minimum 5 years of relevant experience
  • C1 English proficiency level

Work Rights

Not specified

Tailored Resume

Cover Letter