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
Git @ 1
GitHub @ 1
IFRS @ 6
Python @ 4
- 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.
Details
ING Hubs Poland is hiring for a senior model development role within the Retail Credit Risk Model Development team.
The team is a centre of expertise within ING Group, responsible for the development, enhancement, and monitoring of regulatory and accounting models across multiple jurisdictions and portfolios. The team is transitioning from a project-based setup to a portfolio-oriented structure, enabling close collaboration with local entities across the Group. The role provides exposure to international projects, diverse asset classes, and different model types, with opportunities to specialize in specific portfolios and contribute to broader risk management.
The team works closely with business units, model validation, and regulatory affairs to ensure models are robust, compliant, and fit for purpose.
Responsibilities
- Develop and maintain IFRS 9 models for ING portfolios.
- Interact with stakeholders from ING locations across Europe, as well as departments and colleagues at all seniority levels.
- Contribute to the development, enhancement, and monitoring of regulatory and accounting models.
Requirements
- At least 3 years of experience in the development, maintenance, or validation of expert-based and statistical IFRS 9 or IRB models.
- Sound knowledge of the IFRS 9 standard and/or EBA AIRB regulations.
- Experience with databases, data preparation, and data quality control.
- Sound knowledge of statistical inference and econometric methods.
- An academic degree in a quantitative field.
- Programming experience with SAS and Python.
- Efficient English communication skills at B2/C1 level.
- Experience with version control systems such as Git and GitHub Copilot is an advantage.
Work Arrangement
- Hybrid work model.
- Full-time position.
Compensation
- Expected salary: PLN 7,100–18,000 per month.
- The financial ranges specified in the announcement may differ from the range specified in the remuneration regulations.