Credit Risk Methodology & Model Monitoring Specialist

ING Hubs Poland

Warsaw, Poland
Junior: 10,000-11,000 pln; specialist: 12,000-14,0...
Msc in mathematics or statistics
Statistical inference and econometric methods
Statistical programming skills
The role involves monitoring IRB/IFRS9 models and collaborating with the internal Model Validation Unit

Job Summary

  • The role involves monitoring IRB/IFRS9 models and collaborating with the internal Model Validation Unit.
  • Candidates will shape model and monitoring methodology for the whole ING Group and translate it into functional specifications.
  • The position offers competitive salary ranges based on experience levels from Junior Specialist to Senior Expert.

Matching Summary

The role involves monitoring IRB/IFRS9 models and collaborating with the internal Model Validation Unit.

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 or statistics
  • Statistical inference and econometric methods
  • Statistical programming skills
  • English C1 proficiency
  • Problem identification and analysis

Nice-to-have

  • Experience as sparring partner to Senior Management
  • Familiarity with software development best practices
  • Professional certification FRM/PRM/CFA

Key Requirements

  • 3-6 years of IRB/IFRS9 model experience depending on level
  • Master's degree in quantitative field
  • C1 English language level

Work Rights

Not specified

Tailored Resume

Cover Letter