IFRS9 Modelling and Methodology Expert

Details

ING Hubs Poland is hiring!

The expected salary for this position: 13 000 - 28 000 PLN gross

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

Responsibilities

• Shape IFRS9 model development and monitoring methodology.
• Adapt and implement the IFRS9 standard into model development and monitoring frameworks covering the ING Group model landscape.
• Review and challenge IFRS9 model development and monitoring methodology and its current implementation.
• Translate IFRS9 methodology into functional specifications for tools used for model development and monitoring within ING Group.
• Participate in building internal tools used for IFRS9 model development and monitoring.
• Participate in development of IFRS9 models.
• Participate in monitoring of IFRS9 and underlying IRB/Non-IRB models.
• Collaborate with the internal Model Validation Unit during model development, model monitoring, and review processes.
• Write reports and model documentation.

Requirements

• MSc in mathematics, econometrics, statistics or a similar quantitative field.
• At least 6 years of experience with IFRS9 standards interpretation and model development.
• Extensive knowledge and good understanding of IFRS9 standard implementation in the field of model development.
• Sound knowledge of statistical inference, econometric methods, and statistical programming.
• Ability to clearly and succinctly express yourself.
• Ability to identify problems, analyze key information and make connections to find appropriate structural solutions.
• Focus on execution and delivery of targets and KPIs; complete tasks efficiently, timely, and with high quality.
• English level: C1.

You'll get extra points for:

• Experience as a sparring partner/advisor to Senior Management.
• Familiarity with best practices in coding / software development (release management, version control, testing, issue tracking).
• Professional certification FRM/PRM/CFA or CQF.

Information about the 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 "Model Developer IV".