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Oferta pracy
Credit Risk Modelling Expert
ING Tech PolandAbout the company
- Warszawa, Masovian
- offer expired 3 years ago
- contract of employment
- full-time
- specialist (Mid / Regular), senior specialist (Senior)
- remote recruitment
Your responsibilities
- Development and maintenance of models formeasuring and managing credit risk
- Share knowledge and expertise with other teammembers
- Interact with stakeholders
- Write high quality reports/maintaindocumentation
Our requirements
- 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”
- An ability to clearly and succinctly express ideas, facts and opinions
- 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.
Optional
- 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
What we offer
- Professional development
- Certificates and knowledge transfer
- Training budget
- Access to the newest technologies
- International projects
- Stability of employment
- Fully equipped workstations
Benefits
- private medical care
- sharing the costs of foreign language classes
- sharing the costs of professional training & courses
- life insurance
- integration events
- video games at work
- parking space for employees
- leisure zone
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!
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Credit Risk Modelling Expert, Zajęcza 4, Śródmieście, Warszawa