This role offers the opportunity to shape your own development path while building deep expertise across capital, provisioning, and broader credit risk modelling initiatives
Job Summary
This role offers the opportunity to shape your own development path while building deep expertise across capital, provisioning, and broader credit risk modelling initiatives.
You will own the end-to-end model life cycle including development, monitoring, and engagements with Independent Validation and Audit teams.
ING provides a supportive culture where individuality is encouraged, offering benefits like an additional Rest Day and an IMPACT Day for volunteering.
Matching Summary
This role offers the opportunity to shape your own development path while building deep expertise across capital, provisioning, and broader credit risk modelling initiatives.
Skills & Requirements
Must-have
Quantitative credit risk modelling experience
APRA prudential standards knowledge
SAS R Python or SQL proficiency
End-to-end model lifecycle management
Stakeholder engagement with audit teams
Nice-to-have
Machine learning in controlled environments
European regulatory requirements exposure
Strong communication of complex concepts
Flat organization structure experience
Key Requirements
Tertiary qualification in Statistics or Mathematics
5+ years quantitative credit risk modelling experience
Knowledge of IRB, IFRS 9, or stress testing models