BW Team Lead

Details

ING Hubs is hiring!

The role is part of Credit Risk Model Development — an international, global team (more than 400 risk experts) located in different locations in Europe (e.g., Amsterdam, Milan, Warsaw). The team is responsible for the development of robust credit risk models firmly embedded in the regulatory environment. The role naming convention in the global ING job architecture will be "Lead Financial Risk II".

Responsibilities

• Manage the work of a team of 10+ experts in the area of model development and monitoring.
• Steer and lead senior experts in IMI quality assurance and monitoring of QnAs.
• Proactively manage internal stakeholders across end-to-end regulatory credit risk model lifecycle as well as external stakeholders, in particular ECB / local regulator, regarding ING's regulatory model changes. Represent ING on matters related to internal models to regulator.
• Oversee closure of supervisory obligations across all ING's regulatory models, challenging first line on remediation approaches and reviewing obligation closure memos.
• Build, grow and lead a team of senior experts; motivate, recruit/hire and support talent development of senior regulatory/model experts.
• Drive and steer main area activities and products (e.g. model monitoring or developments).

Requirements

• 8+ years experience in financial risk management, supervision or related fields.
• Broad expertise across credit risk modelling, statistics, policy development, regulation/supervision, combining strong technical background with domain expertise.
• Extensive experience in steering / managing / organizing teams of experts over short/medium timescales.
• Quantitative background: MSc or PhD degree in (Financial) Econometrics, Financial Mathematics, Quantitative Financial Economics, Mathematics, Statistics, Physics (or similar).
• Sound knowledge of statistical inference and econometric methods.
• Extensive knowledge of IRB and IFRS 9 models.
• Good understanding and interpretation of regulatory credit risk policies, attention to detail and accuracy.
• English level: C1.

Extra (nice to have)

• Experience as a sparring partner/advisor to Senior Management.
• Professional certification FRM / PRM / CFA or CQF.
• Participation in ECB inspections on behalf of the bank, including preparation of materials and presentation of results.
• Knowledge of and experience with advanced statistical techniques.
• Knowledge of AIRB / IFRS9 regulations.

Benefits

• Expected salary for this position: 17 300 - 28 000 PLN gross (as stated in the announcement). The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.