Credit Risk Model Monitoring Specialist

ING

Warsaw, Poland
7,100 - 16,000 pln gross; not specified; not speci...
Hybrid
Msc in mathematics or statistics
Statistical inference and econometric methods
1 year irb/ifrs9 model development experience
ING is seeking a Credit Risk Model Monitoring Specialist to join their Model Strategy and Monitoring team in Warsaw or Amsterdam. The ideal candidate will have a strong quantitative background, experience in model monitoring or development, and excellent analytical skills

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 responsible for model lifecycle management frameworks for the whole ING Group.

Matching Summary

Match Score: 85

ING is seeking a Credit Risk Model Monitoring Specialist to join their Model Strategy and Monitoring team in Warsaw or Amsterdam. The ideal candidate will have a strong quantitative background, experience in model monitoring or development, and excellent analytical skills.

Salary

7,100 - 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
  • Version control and testing knowledge
  • Issue tracking system experience

Key Requirements

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

Work Rights

Not specified

Tailored Resume

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