Senior Credit Risk Model Developer In Wb Cma

ING

Warszawa, Poland
9,600 - 18,300 pln; not specified; not specified p...
Irb and ifrs9 models
Statistical inference and econometric methods
Python or sas programming
Develop global IRB models in Wholesalebank portfolios, covering the entire model development life cycle

Job Summary

  • Develop global IRB models in Wholesalebank portfolios, covering the entire model development life cycle.
  • Collaborate with stakeholders, IFRS9 team, data team, and internal Model Validation Unit, engaging in audit reviews.
  • Share knowledge and expertise through reporting and model documentation.

Matching Summary

Develop global IRB models in Wholesalebank portfolios, covering the entire model development life cycle.

Salary

9600 - 18300 PLN; Not specified; Not specified

Skills & Requirements

Must-have

  • IRB and IFRS9 models
  • statistical inference and econometric methods
  • Python or SAS programming
  • data modelling
  • credit risk policies interpretation

Nice-to-have

  • sparring partner to Senior Management
  • AIRB/IFRS9 regulations knowledge
  • version control systems (GIT)

Key Requirements

  • MSc in mathematics, econometrics, statistics or similar
  • At least 3 years of experience
  • English level C1

Work Rights

Not specified

Tailored Resume

Cover Letter