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.
Agile
Compliance @ 4
IFRS @ 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 Expert Credit Risk Model Validation position.
The role involves validating credit risk models used for regulatory purposes, provisions, and innovative decision-making across different portfolios and countries. Model validation focuses on assessing the proper use of models and compliance with internal and external regulatory requirements, while improving understanding of model limitations and weaknesses.
Responsibilities
- Assess credit risk models (50%).
- Create high-quality validation reports (30%).
- Collaborate with model owners and other stakeholders (10%).
- Improve tools and products, and coordinate activities and deliverables (10%).
Requirements
- MSc or PhD degree in a quantitative or numerical field.
- At least 3 years of experience with credit risk models.
- Knowledge of IRB and/or IFRS 9 models and regulations.
- Knowledge of statistical tools and modelling techniques.
- Extensive programming experience in SAS or a similar language.
- English proficiency at C1 level.
Additional Qualifications
- Knowledge of underwriting models or early-warning systems.
- Specialization in modelling other areas.
- Strong influencing skills.
- Ability to work in small teams.
- Positive and constructive mindset.
Team And Organization
ING Hubs Poland and ING Group follow an Agile approach and mindset. Risk Hub is part of the central risk team located in Amsterdam. As a Senior Specialist for Credit Risk Model Validation, you will validate models used for regulatory purposes under IRB, provisions under IFRS 9, and innovative decision models covering different portfolios and countries.
The role naming convention in the global ING job architecture is “Model Validator V”.