- MSc in finance, (financial) mathematics, econometrics, statistics or a similar quantitative field
- Sound knowledge of statistical inference and econometric methods
- Familiarity with new definition of default
- Extensive knowledge of IRB and IFRS 9 models,
- At least 5 years of experience with: development/monitoring/validation of IFRS9/IRB models, with programming (e.g. SAS, Python), databases, data modelling, data preparation and data quality control
- Experience in being a sparring partner/advisor to Senior Management
- Knowledge of and experience with advanced statistical techniques
- Knowledge of AIRB/IFRS9 regulations
- Familiarity with version control systems (e.g. GIT)
- Knowledge of and experience with new Definition of Default
- Professional certification FRM/PRM/CFA or CQF
- Experience with databases, data preparation and data quality control
- Communication and presentation skills, English at B2 or above level
- Strong analytical and problem-solving capabilities
- Independent, creative and pro-active mind-set
- The ability to challenge the status quo
- Great team player skills
At ING Tech Poland we follow the Agile approach and mindset. We use flexible frameworks like Scrum at our everyday work. We are innovative and we trust people we work with. The broad autonomy our employees stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners. Small units called squads are the core of our organization. They have clear vision of products, overcome challenges autonomously and based on team cooperation, work out the most flexible and effective way of working. We are currently recruiting for several squads, which main area of expertise are development, recalibration and monitoring of IFRS9 and IRB models. We are servicing all models present in ING Group, so expect a lot of challenges!
- contract of employment
type of contract - 8:00-16:00
work hours - Zajęcza 4, Warsaw
this is the location of our office
- professional development
- certificates and knowledge development
- training budget
- access to the newest technologies
- international projects
- free English courses
- provate medical care
- 50% funded Multisport Card
- bicycle parking
- chillout rooms
- integration events and Stay Fit program
- stability of employement
- fully equipped workstations
- kitchen