Credit Risk Data Science And Reporting Specialist

at ING
PLN 120,000-348,000 per year
INTERN JUNIOR MIDDLE SENIOR
✅ On-site
✅ Visa Sponsorship

Used Tools & Technologies

Not specified

Required Skills & Competences

Software Development @ 2 Data Science @ 3 Hiring @ 3 Data Analysis @ 3 IFRS @ 3 Reporting @ 3

Details

ING Hubs Poland is hiring!

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

Compensation

  • Junior Specialist: 10 000 - 11 000 PLN (monthly)
  • Specialist: 12 000 - 14 000 PLN (monthly)
  • Senior Specialist: 15 000 - 19 000 PLN (monthly)
  • Expert: 20 000 - 24 000 PLN (monthly)
  • Senior Expert: 25 000 – 29 000 PLN (monthly)

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

Role overview

You will work in the Model Strategy and Monitoring team responsible for model lifecycle management frameworks for IRB and IFRS9 models for the whole ING Group. The team is located in Warsaw and Amsterdam. The global ING job architecture role naming will be "Model Risk Specialist II/III or IV".

Responsibilities

  • Reporting information on credit risk models in relation to underlying portfolios, including:
    • Reconciliation of obtained data with reliable sources
    • Preparing ad-hoc analyses
    • Reviewing data used for the purposes of model monitoring and development
  • Additional responsibilities depending on level:
    • Senior Specialist: Designing and building data marts; designing and building regular (monthly, quarterly) reports
    • Expert / Senior Expert: Participating in improving data collection processes used in model development and model monitoring, including tightening cooperation with key stakeholders

Requirements

  • MSc in quantitative methods or advanced data analytics field
  • Sound knowledge of data analysis and report creation
  • Strong analytical skills and ability to identify problems, analyze key information and make connections to find appropriate solutions
  • Ability to clearly and succinctly express yourself
  • Ability to complete tasks and achieve results in an efficient, timely, and high-quality manner with a focus on execution and delivery of targets and KPIs
  • English level: C1

Additional experience required depending on level:

  • Senior Specialist:

    • At least 5 years of experience with credit risk reporting, including designing and building data marts, preparing ad hoc analyses, and designing and building credit risk portfolio reports
    • Experience with data preparation for IFRS9/IRB model development/monitoring/validation
  • Expert / Senior Expert:

    • At least 7 years of experience with credit risk reporting, including designing and building data marts, preparing ad hoc analyses, and designing and building credit risk portfolio reports
    • Sound knowledge and understanding of IRB and IFRS 9 standards

Nice to have / Extra points

  • Experience acting as a sparring partner/advisor to Senior Management
  • Knowledge of AIRB/IFRS9 regulations
  • Familiarity with best practices in coding / software development (release management, version control, testing, issue tracking)
  • Data analytics certification (e.g., SAS data science certification)

Team information

The Model Strategy and Monitoring team is located in Warsaw and Amsterdam and is part of the Integrated Risk Oversight area. The team is responsible for model lifecycle management frameworks for IRB and IFRS9 models across ING Group.