Credit Decision Models Developer

Details

ING Hubs Poland is hiring for a Credit Decision Models Developer to join the Credit Risk Modelling team. The role focuses on developing, maintaining, implementing, monitoring, and reporting operational credit scoring and credit decision models across global ING business lines and locations.

Responsibilities

• Develop and periodically monitor credit risk models, including credit decision, affordability, and early warning system models.
• Ensure that models are conceptually sound and appropriate.
• Ensure model compliance with regulations, internal policies, and industry best practices.
• Perform analyses and prepare reports within the credit risk management area.
• Collaborate closely with model validators, risk managers, business stakeholders, and cross-functional teams.
• Promote best practices and contribute to the continuous improvement of credit decisioning.
• Stay up to date with industry trends and regulatory guidelines, particularly those related to advanced analytics models.
• Develop statistical models used to evaluate various credit risk parameters at the bank.

Requirements

• An advanced degree, such as a PhD or Master's degree, in a quantitative discipline such as Data Science, Statistics, Mathematics, Physics, Econometrics, Quantitative Finance, or a related field.
• Knowledge of machine learning methods, including supervised and unsupervised learning, classification, and regression.
• Experience developing credit risk models in a financial institution or related industry.
• Strong analytical skills, including the ability to describe models and effectively articulate and document model structure, logic, and results.
• Experience writing code in Python or SAS; experience with other statistical programming languages is a plus.
• Experience with data processing and advanced visualization.
• Knowledge of credit risk management processes and credit risk models such as credit decision scorecards, early warning systems, collection systems, IRB, and IFRS 9.
• English verbal and written proficiency.

Additional Qualifications

• Knowledge of the regulatory framework for credit risk management, including IRB and IFRS 9, and the lending process.
• Experience working with Agile methodologies.
• Experience with code versioning using Git.

Team

ING Hubs Poland and the ING Group follow an Agile approach and mindset, using flexible frameworks such as Scrum and Kanban. Small units called squads are the core of the organization, with clear product visions and autonomy based on team cooperation.

The Credit Risk Modelling team understands, implements, maintains, develops, reports on, and monitors operational credit scoring and credit decision models. The team works in a dynamic environment at the forefront of developments in credit risk management.

The role naming convention in the global ING job architecture is “Model Developer III”.

Compensation

The expected salary is 9,600–18,000 PLN gross per month. The financial ranges specified in the announcement may differ from the range specified in the remuneration regulations.