Credit Risk Data Engineer

at ING
📍 Warsaw, Poland
PLN 115,200-216,000 per year
MIDDLE
✅ On-site
✅ Visa Sponsorship

Used Tools & Technologies

Not specified

Required Skills & Competences

Hiring @ 3 Communication @ 3 Oracle @ 3 Agile @ 3

Details

ING Hubs Poland is hiring!

The expected salary for this position: 9600 – 18000 PLN

The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.

Responsibilities

  • Drive the technical activities with the team and ensure the engines run smoothly and are compliant with the latest policy updates.
  • Liaise with Credit Risk Functional Analysts and modelers and ensure that functional requirements are properly implemented.
  • Understand the complex Credit Risk Data Landscape regarding the credit risk models (PD, EAD and LGD) and Engines (DOD, etc.).
  • Priority & incident management alignment: ensure that incidents are properly logged and tackled, and that appropriate communication is given to involved parties.
  • Contribute to the implementation of the target tooling and data landscape: help building seamless flows and efficient tooling for the Risk family and Business tribes.
  • Play a key role in the digitalization of Risk.
  • Contribute to a variety of projects and be in contact with many teams within the bank.
  • Work in a progressive and agile way of working, where new ideas are valued ahead of convention.
  • Work on challenging projects at the forefront of the new regulations.

Requirements

  • Experience working in Oracle Databases, SAS Data Integration Studio and SAS Enterprise Guide.
  • Strong interest and understanding for data and systems, and for regulation and technology especially the data lake architecture.
  • Ability to communicate with both technical and non-technical audiences.
  • Fluency in English is a must.
  • Curiosity and willingness to keep learning and take on responsibility.

Extra points

  • Interest in design of data marts is a plus.

Information about the team

The Credit Infrastructure team within Integrated Risk Management is responsible for building and maintaining batch engines for the Risk domain. The batch engines compute parameters which can be rule based like definition of default, early warning signals as well as parameters based on models like probability of default (PD), Loss Given Default (LGD). The engines must be regulatory compliant as the computed parameters have a major impact on the capital calculation, risk weighted assets (RWA) and the loan loss provisions (LLP). The team also maintains the data mart responsible for the development of new models and acts as a link between credit risk business and operational tribes like data management. As part of the team, members contribute towards the digitalization of the risk domain.

The role naming convention in the global ING job architecture will be "Data Scientist III".

The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.