Our expertise lies in the development and management of Market Risk, Credit and Trading Risk and Financial Markets models, with state-of-the-art modelling methods, tooling and data-processing technologies.
To further strengthen and develop the Credit Risk modelling capabilities ING decided to set-up a Risk Hub Warsaw. We are looking for an experienced and energetic colleague who will set–up and lead this Credit Risk modelling team.
Type of employment: contract of employment
The Chapter Lead - Credit Risk Modelling is responsible for the life cycle management of the regulatory and non-regulatory risk models in scope. This includes leading the model development, performance monitoring, documentation and maintenance of these models. In addition you will be responsible of managing the data requirements and ensuring - together with the IT colleagues - that the models are implemented according to specifications set. Other responsibilities include:
- building a world class team that is responsible for the management of the regulatory and non-regulatory risk models in scope,
- interaction with the different stakeholders to ensure the models are fit-for-purpose,
- remediate model issues from business stakeholders, internal validation, internal audit as well as external regulators.
- MSc in the field of Computer Science, Finance, Economics and/or Mathematics/Statistics,
- at least 6+ years of hands-on experience in developing regulatory and non-regulatory credit risk models,
- strong technical knowledge and experience of audit practices, methodologies and regulations in banking/ insurance,
- strong English communication skills, including the ability to produce high quality written reports and documentation guidance,
- extensive experience and knowledge of regulatory requirements,
- excellent planning and project management skills,
- excellent consultancy and people management skills,
- a hands-on person who enjoys developing models him/ herself.
- Stable employment conditions
- Trainig
and development programs - Access to new technologies
- The premium depends on the results
- Private medical care
- Employee retirement program
- Sports package
- The cafeteria system of benefits