Senior Credit Risk Model Developer In Wb Cma

ING

Base: 9,600 - 18,300 pln; bonus/equity: not specif...
Msc in mathematics or quantitative field
Extensive knowledge of irb and ifrs9 models
3+ years experience in model development
The role involves developing global IRB models specifically for Wholesalebank portfolios within the full model development life cycle

Job Summary

  • The role involves developing global IRB models specifically for Wholesalebank portfolios within the full model development life cycle.
  • Candidates must possess extensive knowledge of IRB and IFRS9 models along with strong statistical inference and econometric methods.
  • The position requires active collaboration with stakeholders, data teams, and internal Model Validation Units during audits and reviews.

Matching Summary

The role involves developing global IRB models specifically for Wholesalebank portfolios within the full model development life cycle.

Salary

Base: 9600 - 18300 PLN; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • MSc in mathematics or quantitative field
  • Extensive knowledge of IRB and IFRS9 models
  • 3+ years experience in model development
  • Programming skills in Python or SAS
  • Understanding of regulatory credit risk policies

Nice-to-have

  • Experience advising Senior Management
  • Knowledge of AIRB/IFRS9 regulations
  • Familiarity with version control systems like GIT
  • Ability to clearly express ideas succinctly

Key Requirements

  • MSc in mathematics, econometrics, statistics
  • At least 3 years of experience
  • English level C1
  • Programming proficiency in Python or SAS

Work Rights

Not specified

Tailored Resume

Cover Letter