- An academic degree in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field,
- Knowledge of statistical modelling and econometric methods,
- Good knowledge and experience with statistical programming in R.
- Experience with operational risk model development and/or validation (AMA model),
- Knowledge of advanced statistical techniques such as Monte Carlo simulations, copulas etc.,
- Experience with databases, data modelling, data preparation and data quality control is considered a plus,
- Experience in the domain of operational risk management,
- Some experience with R Shiny and/or SAS,
- Professional certification FRM/PRM/CFA or CQF.
At ING Tech Poland and ING group we follow the Agile approach and mindset. We use flexible frameworks like Scrum and Kanban at our everyday work. We are innovative and we trust people we work with. The broad autonomy our employees have, 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.
The Financial Risk Model Development department is an international team of 80 highly qualified professionals. Our expertise lies in the development and management of credit risk, ALM and operational risk models. To further strengthen and develop the modelling capabilities, ING decided to setup Risk Hub Warsaw. The Risk Hub Warsaw model development team performs model development activities for models throughout ING, working closely together on international projects with the teams in Amsterdam.
As an junior specialist in operational risk modelling, you will be given the opportunity to develop your experience in operational risk modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies.
- contract of employment
type of contract
- 8:00 - 16:00
- Zajęcza 4, Warsaw
this is the location of our office
- Strong analytical and problem-solving capabilities
- Communication and presentation skills, advanced level of English (C1 or above)
- Independent, creative and pro-active mind-set
- Keen on innovation
- międzynarodowe projekty
- stabilne warunki zatrudnienia
- rozwój zawodowy
- prywatna opieka medyczna
- strefy relaksu i rozrywki
- karta Multisport dofinansowana 50%
- imprezy sportowe
- parking rowerowy
- dostęp do najnowszych technologii
- dodatkowy monitor
- przepyszna kawa
ING Tech Poland