ITP Trainee in Risk Hub Model Development

at ING
πŸ“ Warsaw, Poland
PLN 73,200-106,800 per year
INTERN
βœ… On-site
βœ… Visa Sponsorship

Used Tools & Technologies

Not specified

Required Skills & Competences

Python @ 3 R @ 3 Machine Learning @ 3 Hiring @ 3 Agile @ 2

Details

ING Hubs Poland is hiring!

The expected salary for this position: 6 100 - 8 900 PLN

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

We are looking for you if you:

  • are eager to learn about Credit Risk Modelling, Climate/ESG risk applications in different kinds of financial risk
  • are keen on researching various methods, acquiring knowledge from scientific papers and articles
  • are pro-active, enjoy proposing new solutions
  • are willing to take part in challenging projects which focus on developing advanced credit risk models and innovative methods for the estimation of ESG/Climate risk levels
  • have / pursue an academic degree in a quantitative field
  • have sound knowledge of statistical and econometric methods, probability theory
  • code in SAS / R / Python
  • have some experience with databases, data preparation and data quality control

English level: B2/C1

You'll get extra points for:

  • knowledge of basics of Credit Risk, ESG, Physical/Transition Climate risk
  • knowledge of Machine Learning methods
  • FRM/SCR certification or the interest in obtaining it
  • ability to use version control systems
  • familiarity with Agile/Scrum

Responsibilities

  • Researching modelling methods and data that could be utilised for credit, climate and ESG risk purposes
  • Analysing and choosing most efficient modelling decisions
  • Preparing codes that will estimate risk levels
  • Documenting performed analyses and interpreting their results
  • Assisting in preparation of learning sessions and materials for conferences

Requirements

  • Academic background in a quantitative field (or pursuing a degree)
  • Sound knowledge of statistical and econometric methods and probability theory
  • Coding experience in SAS, R or Python
  • Some experience with databases, data preparation and data quality control
  • English at B2/C1 level

Information about the team

The Model Development department is responsible for the development of risk models at ING. Our teams are a centre of excellence for credit risk regulatory and non-regulatory models and engage in ESG/Climate Risk innovative projects and initiatives. We follow an Agile approach and use Scrum. The role naming convention in the global ING job architecture will be β€œITP Trainee I”.

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