Credit Risk Model Developer Expert

Description

ING Hubs Poland is hiring!

Nr ref.

• REQ-10115273

Spółka

• ING Hubs

Kategoria

• Financial Risk

Lokalizacja

• Warsaw, Poland

Data publikacji

• 25/05/2026

Poziom stanowiska

• Professional

Your responsibilities

• Development of PD, EAD, LGD IRB / IFRS9 models in Retail / Wholesalebank

• Be part of credit risk models life cycle: data sourcing, model development and annual monitoring, model implementation and support model validation and audit reviews (internal and external).

• Share knowledge and expertise

• Collaborate with internal Model Validation Unit during model development, model monitoring and review processes

• Interact with stakeholders

• Write reports / model documentation.

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)

• Professional certification FRM/PRM/CFA or CQF

• Experience with databases, data preparation and data quality control

We are looking for you, if you

• Have MSc in mathematics, econometrics, statistics or a similar quantitative field

• Have sound knowledge of statistical inference and econometric methods

• Have extensive knowledge of IRB and IFRS 9 models

• Good understanding and interpretation of regulatory credit risk policies, attention to detail and accuracy

• Have at least 5 years of experience with: development IFRS9/IRB models, with programming (e.g. Python, SAS), databases, data modelling, data preparation and data quality control

• Have an ability to clearly and succinctly express ideas, facts and opinions

• Have an ability to identify problems, analyzing key information and making connections, in order to find appropriate solutions

• Complete tasks and achieves results in an efficient, timely and high-quality manner, with a focus on execution and delivery of targets and KPIs