Credit Risk Senior Model Developer

ING Hubs Poland

Warsaw, Poland
9,600 - 22 000 pln gross; not specified; not speci...
Hybrid (up to 80% remote work)
Ifrs9/irb model development/maintenance/validation
Sas/python coding
Statistical inference and econometric methods
ING Hubs Poland is seeking a Credit Risk Senior Model Developer with expertise in IFRS9/IRB model development and a strong quantitative background to join their team in Warsaw. The role offers a hybrid work model and the opportunity to collaborate on international projects while enforcing compliance and robust risk management practices

Job Summary

  • You will play a crucial role in development and maintenance of IFRS9/AIRB models for ING portfolios.
  • The Retail Credit Risk Model Development team is a centre of expertise within ING Group, responsible for the development, enhancement and monitoring of regulatory and accounting models.
  • We work in a hybrid model with up to 80% remote work.

Matching Summary

Match Score: 85

ING Hubs Poland is seeking a Credit Risk Senior Model Developer with expertise in IFRS9/IRB model development and a strong quantitative background to join their team in Warsaw. The role offers a hybrid work model and the opportunity to collaborate on international projects while enforcing compliance and robust risk management practices.

Salary

9600 - 22 000 PLN gross; Not specified; Not specified

Skills & Requirements

Must-have

  • IFRS9/IRB model development/maintenance/validation
  • SAS/Python coding
  • statistical inference and econometric methods
  • database and data preparation experience

Nice-to-have

  • banking regulatory inspections experience
  • professional certification
  • version control systems usage

Key Requirements

  • at least 3 years of experience
  • sound knowledge of IFRS 9 standard and/or EBA AIRB regulations
  • academic degree in quantitative field
  • communicate efficiently in English (B2/C1)

Work Rights

Not specified

Tailored Resume

Cover Letter