ING Tech Poland

Chapter Lead - Credit Risk Modelling [Online Recruitment]

ING Tech PolandO firmie

Rekrutacja zdalna

Rekrutacja zdalna

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Rekrutacja zdalna

ING Tech Poland

Zajęcza 4

Warszawa

Chapter Lead - Credit Risk Modelling
Miejsce pracy: Warszawa
Ref no.: /MB/HRC/CRM/KG7306

Must have:

  • Experience in team management
  • Excellent communication and presentation skills, advanced level of English (C1 or above)
  • An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field
  • Sound knowledge of statistical modelling and econometric methods
  • Experience with statistical programming (e.g. Python, SAS)
  • At least 8 years experience with credit risk model development and/or validation, regulatory (Basel/IRB, IFRS9) and/or non-regulatory (e.g. credit approval models)
  • Knowledge of financial regulation (Basel, EBA, IFRS9)

Nice to have:

  • Experience with databases, data modelling, data preparation and data quality control is considered a plus
  • Experience and knowledge on agile way of working
  • Professional certification FRM/PRM/CFA or CQF

How we work:

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.

The developed credit risk models are core to the success of ING and include IRB and IFRS9 models (PD, LGD, EAD) for retail and wholesale portfolios, as well as non-regulatory models. The models are used by all local Risk Management (RM) units within ING.

As an Chapter Lead in credit risk modelling, you will be given the opportunity to apply and broaden your experience in management and credit risk modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies.

contract of employment
type of contract
9:00 - 17:00
work hours
Zajęcza 4, Warszawa
this is the location of our office

Scope of duties

You will play a leading role in the development of credit risk models for the measurement and management of credit risk at ING, as an integral part of the group-wide financial risk modelling team. You will take responsibility for:


40%
  - Developing, improving, analysing, testing and documenting credit risk models
    and methodology
 
30%
  - Share knowledge and make sure team members have appropriate
    competencies and skills
 
10%
  -Interacting with stakeholders and explaining the models
 
10%
  - Planning, coaching, assessing and professionalising your team members
 
10%
  - HR related activities

 

 

The models that you develop will cover all products and geographical regions in the ING Bank portfolio. ING’s lending activities reach all across the globe, from Europe to Australia.

Other requirements

  • Strong analytical and problem-solving capabilities
  • Independent, creative and pro-active mind-set
  • Keen on innovation
  • Analytical and critical attitude
We take care of:
Recruitment assistance:
Prosimy o przesłanie CV wraz z dołączoną zgodą na przetwarzanie danych osobowych oraz z podanym numerem referencyjnym /MB/HRC/CRM/KG7306 w temacie e-maila, za pomocą przycisku:
 
Please note that we will contact only selected candidates.
If, in the future, you would like to participate in other recruitment processes conducted by ING Business Shared Services B.V. sp. z o.o. branch in Poland with headquarters in Katowice, we need your additional consent:
"I consent to the processing of my personal data for the purposes of future recruitment."
If you consent to the processing of your personal data for the purpose of future recruitment, we inform you that they will be used for a period of 2 years. 
All information regarding the processing of your personal data can be found here.

Must have:

  • Experience in team management
  • Excellent communication and presentation skills, advanced level of English (C1 or above)
  • An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field
  • Sound knowledge of statistical modelling and econometric methods
  • Experience with statistical programming (e.g. Python, SAS)
  • At least 8 years experience with credit risk model development and/or validation, regulatory (Basel/IRB, IFRS9) and/or non-regulatory (e.g. credit approval models)
  • Knowledge of financial regulation (Basel, EBA, IFRS9)
Chapter Lead - Credit Risk Modelling
Numer ref.: Ref no.: /MB/HRC/CRM/KG7306

Nice to have:

  • Experience with databases, data modelling, data preparation and data quality control is considered a plus
  • Experience and knowledge on agile way of working
  • Professional certification FRM/PRM/CFA or CQF

How we work:

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.

The developed credit risk models are core to the success of ING and include IRB and IFRS9 models (PD, LGD, EAD) for retail and wholesale portfolios, as well as non-regulatory models. The models are used by all local Risk Management (RM) units within ING.

As an Chapter Lead in credit risk modelling, you will be given the opportunity to apply and broaden your experience in management and credit risk modelling topics, using state-of-the-art modelling methods, tooling and data processing technologies.


Scope of duties

You will play a leading role in the development of credit risk models for the measurement and management of credit risk at ING, as an integral part of the group-wide financial risk modelling team. You will take responsibility for:


40%
  - Developing, improving, analysing, testing and documenting credit risk models
    and methodology
 
30%
  - Share knowledge and make sure team members have appropriate
    competencies and skills
 
10%
  -Interacting with stakeholders and explaining the models
 
10%
  - Planning, coaching, assessing and professionalising your team members
 
10%
  - HR related activities

 

 

The models that you develop will cover all products and geographical regions in the ING Bank portfolio. ING’s lending activities reach all across the globe, from Europe to Australia.

Prosimy o przesłanie CV wraz z dołączoną zgodą na przetwarzanie danych osobowych oraz z podanym numerem referencyjnym /MB/HRC/CRM/KG7306 w temacie e-maila, za pomocą przycisku:
 
Please note that we will contact only selected candidates.
If, in the future, you would like to participate in other recruitment processes conducted by ING Business Shared Services B.V. sp. z o.o. branch in Poland with headquarters in Katowice, we need your additional consent:
"I consent to the processing of my personal data for the purposes of future recruitment."
If you consent to the processing of your personal data for the purpose of future recruitment, we inform you that they will be used for a period of 2 years. 
All information regarding the processing of your personal data can be found here.

Other requirements

  • Strong analytical and problem-solving capabilities
  • Independent, creative and pro-active mind-set
  • Keen on innovation
  • Analytical and critical attitude

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