Credit Risk Model Monitoring Expert Lead

at ING

📍 Warsaw, Poland

PLN 207,600-336,000 per year

SENIOR

✅ On-site

✅ Visa Sponsorship

Tech Stack
Tag name is followed by "@" symbol and proficiency level value. About proficiency levels:

1-2 — basic awareness. Minimal hands-on experience, and a rudimentary understanding of the technology's purpose;

3-6 — daily use. Comfortable and regular usage, capable of handling common tasks and challenges related to the technology;

7-9 — you are an expert, you can teach others, you know all the pitfalls and tricks;

10 — exceptional knowledge, comprehensive understanding, and adeptness in all aspects of the technology, including advanced problem-solving. Think twice before claiming or demanding such level.

Communication @ 6 Leadership @ 4 Mathematics @ 6 Software Development @ 3 Statistics @ 6

Details

ING Hubs Poland is hiring for a role within the Model Strategy and Monitoring team, which is part of the Integrated Risk Oversight area. The team is responsible for model lifecycle management frameworks for IRB and IFRS9 models across the ING Group.

The role naming convention in the global ING job architecture will be “Financial Risk Specialist V.”

Responsibilities

Contribute to shaping the IRB/IFRS9 model lifecycle management strategy in close collaboration across the Integrated Risk Oversight area.
Oversee and review IRB/IFRS9 model monitoring.
Support the development of monitoring internal tools by working with the development team on user acceptance testing, bug fixes, and ongoing maintenance.
Contribute to the development of the new Early Warning Signals platform for model backtesting.
Collaborate with the internal Model Validation Unit.
Contribute to IFRS9/IRB modelling and monitoring methodology development.
Translate methodology into functional specifications for monitoring tools used across ING Group.

Requirements

MSc in mathematics, econometrics, statistics, or a related quantitative discipline.
Solid knowledge of statistical inference, econometric methods, and statistical programming.
Understanding of IFRS9/IRB implementation in model development.
At least 7 years of experience developing and monitoring IRB/IFRS9 models.
At least 2 years of experience in a leadership or expert role.
Clear and concise communication skills.
Ability to identify problems, analyse key information, and make connections to develop appropriate structural solutions.
Ability to deliver high-quality work efficiently and on time, with a focus on targets and KPIs.
English proficiency at C1 level.

Additional Qualifications

Experience acting as a sparring partner or advisor to senior management.
Familiarity with coding and software development best practices, including release management, version control, testing, and issue tracking.
Professional certification such as FRM, PRM, CFA, or CQF.

Compensation

The expected salary is PLN 17,300–28,000 gross per month. The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.