Credit Risk Modelling Expert [rekrutacja online]
Miejsce pracy: Warszawa
We are looking for you if
- You have MSc in finance, (financial) mathematics, econometrics, statistics or a similar quantitative field
- You have sound knowledge of statistical inference and econometric methods
- You are familiarity with new definition of default
- You have extensive knowledge of IRB and IFRS 9 models,
- You have 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
- You have an ability to clearly and succinctly express ideas, facts and opinions
- You have an ability to identify problems, analyzing key information and making connections, in order to find appropriate solutions.
- You complete tasks and achieves results in an efficient, timely and high-quality manner, with a focus on execution and delivery of targets and KPIs.
You'll get extra points for:
- 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
Information about squad:
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 - Start 7:00 - 9:00 End 15:00 - 17:00
work hours - Zajęcza 4, Warsaw
this is the location of our office
Scope of duties
50%- Development and maintenance of models for measuring and managing credit risk
20%- Share knowledge and expertise with other team members
20%- Interact with stakeholders
10%- Write high quality reports/maintain documentation
Your development
- 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