Used Tools & Technologies
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Required Skills & Competences ?
Python @ 6 Statistics @ 4 Hiring @ 4 Communication @ 4 Git @ 3 Mathematics @ 4Details
ING Hubs Poland is hiring!
The expected salary for this position: 9 600 - 18 000 PLN gross
The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.
Role overview
We are looking for a candidate with a quantitative background (finance, mathematics, econometrics, statistics or similar) to work in Credit Risk Model Development. The team is international and focuses on developing robust credit risk models embedded in the regulatory environment.
Responsibilities
- Development and assessment of credit risk models
- Write high quality reports and maintain documentation
- Interact with stakeholders
Requirements
- Academic degree in finance, mathematics, econometrics, statistics or a similar quantitative field
- Sound knowledge of statistical inference and econometric methods
- Familiarity with the new Definition of Default
- At least 3 years of experience with development/monitoring/validation of IFRS9/IRB models, programming (e.g. SAS, Python), databases, data modelling, data preparation and data quality control
- Ability to clearly and succinctly express ideas, facts and opinions
- Ability to identify problems, analyze key information and make connections to find appropriate solutions
- Deliver tasks efficiently, timely and with high quality, focusing on execution and delivery of targets and KPIs
- English level: B2
Additional / Nice-to-have
- Knowledge of and experience with advanced statistical techniques
- Knowledge of AIRB/IFRS9 regulations
- Familiarity with version control systems (e.g. GIT)
- Professional certification (FRM / PRM / CFA / CQF)
- Experience with databases, data preparation and data quality control
- Communication and presentation skills; independent, creative and pro-active mindset
- Strong analytical and problem-solving capabilities
Team information
Credit Risk Model Development is an international, global team (more than 400 risk experts) located in different locations in Europe (e.g., Amsterdam, Milan, Warsaw). The key responsibility is development of robust credit risk models firmly embedded in the regulatory environment.
Compensation
The expected salary for this position: 9 600 - 18 000 PLN gross. The financial ranges specified in the announcement are adjusted and may differ from the range specified in the remuneration regulations.