Credit Risk Modelling and Monitoring Senior Specialist

at ING

📍 Warsaw, Poland

PLN 115,200-216,000 per year

SENIOR

✅ On-site

✅ Visa Sponsorship

Tech Stack
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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.

Mathematics @ 6 Software Development @ 3 Statistics @ 6

Details

ING Hubs Poland is hiring for a senior specialist role within the Model Strategy and Monitoring team.

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

Responsibilities

Monitor IRB/IFRS9 models.
Collaborate with the internal Model Validation Unit during model development, model monitoring, and review processes.
Participate in IRB/IFRS9 model calibration and development.
Write reports and model documentation.
Work with IFRS9/IRB methodology, including:
- Participating in shaping model and monitoring methodology for the whole ING Group.
- Translating methodology into functional specifications for tools used for model development and monitoring within ING Group.
- Participating in building internal tools used for model development and monitoring.

Requirements

MSc in mathematics, econometrics, statistics, or a similar quantitative field.
Sound knowledge of statistical inference, econometric methods, and statistical programming.
Good understanding of IFRS9/IRB implementation in model development.
At least 3 years of experience with IRB/IFRS9 model development or at least 5 years of experience with IRB/IFRS9 model monitoring.
Ability to express yourself clearly and succinctly.
Ability to identify problems, analyze key information, make connections, and find appropriate structural solutions.
Ability to complete tasks and achieve results efficiently, timely, and with high quality, with a focus on execution and delivery of 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.

Team

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 for the whole ING Group.

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