Credit Risk Methodology & Model Monitoring Specialist

224

Warsaw, Poland
Junior: 10,000-11,000 pln; specialist: 12,000-14,0...
Hybrid (with locations in warsaw, poland, and amsterdam, netherlands)
Msc in mathematics or statistics
Statistical inference and econometric methods
Irb/ifrs9 model development experience
ING Hubs Poland is seeking a Credit Risk Methodology & Model Monitoring Specialist to join their team in Warsaw or Amsterdam. The ideal candidate should have a strong quantitative background, experience with IFRS9/IRB models, and be proficient in statistical programming, with roles available at various seniority levels

Job Summary

  • The role involves monitoring IRB and IFRS9 models while collaborating with the internal Model Validation Unit.
  • Candidates will shape methodology for the whole ING Group and translate it into functional specifications for tools.
  • The position offers competitive salary ranges based on seniority from Junior Specialist to Senior Expert levels.

Matching Summary

Match Score: 85

ING Hubs Poland is seeking a Credit Risk Methodology & Model Monitoring Specialist to join their team in Warsaw or Amsterdam. The ideal candidate should have a strong quantitative background, experience with IFRS9/IRB models, and be proficient in statistical programming, with roles available at various seniority levels.

Salary

Junior: 10,000-11,000 PLN; Specialist: 12,000-14,000 PLN; Senior: 15,000-19,000 PLN; Expert: 20,000-24,000 PLN; Senior Expert: 25,000-29,000 PLN

Skills & Requirements

Must-have

  • MSc in mathematics or statistics
  • Statistical inference and econometric methods
  • IRB/IFRS9 model development experience
  • Strong English communication skills C1
  • Problem identification and structural solutions

Nice-to-have

  • Experience advising Senior Management
  • Familiarity with software release management
  • Professional certification FRM PRM or CFA
  • Ability to build internal development tools

Key Requirements

  • MSc in quantitative field
  • 3-6 years IRB/IFRS9 experience depending on level
  • English level C1

Work Rights

Not specified

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