Tech Stack
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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
Communication @ 7
Data Science @ 4
Python @ 6
R @ 6
Statistics @ 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 quantitative risk modelling role focused on credit risk management and the development, enhancement, and monitoring of regulatory and accounting models across multiple jurisdictions and portfolios.
Responsibilities
- Develop, enhance, and monitor AIRB and IFRS9 credit risk models.
- Work with banking portfolios including retail, corporate, and SME portfolios.
- Contribute to the full credit risk model lifecycle.
- Collaborate with business units, model validation, and regulatory affairs to ensure models are robust, compliant, and fit for purpose.
- Work on international projects involving diverse asset classes and model types.
- Document work thoroughly and explain complex concepts to non-technical stakeholders.
- Collaborate in agile squads and cross-functional, international teams.
Requirements
- More than 3 years of experience in quantitative risk modelling.
- Academic or professional experience in statistics, econometrics, data science, or financial engineering.
- Familiarity with regulatory frameworks such as Basel AIRB and IFRS9, or a willingness to learn.
- Experience or interest in working with large datasets.
- Comfort with programming languages such as SAS, Python, or R.
- Clear communication and strong collaboration skills.
- Hands-on experience developing, monitoring, or validating AIRB or IFRS9 models is an advantage.
- Knowledge of banking portfolios and credit risk model lifecycles is an advantage.
- Familiarity with regulatory expectations from the ECB, EBA, or local supervisors is an advantage.
- Professional certifications such as FRM, PRM, or CFA are an advantage.
Team
The Retail Credit Risk Model Development team is a center 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 deep collaboration with local entities across the Group. The role offers exposure to diverse asset classes and model types, with opportunities to specialize in specific portfolios and contribute to the broader risk management function.
The role naming convention in the global ING job architecture will be “Model Developer III.”
Work Arrangement
The role follows a hybrid model with up to 75% remote work. Employees are welcome to work from the Warsaw office whenever they prefer.