ING Tech Poland

Operational risk modelling expert

ING Tech PolandO firmie

ING Tech Poland

Zajęcza 4

Warszawa

Operational risk modelling expert
Miejsce pracy: Warszawa
Numer Ref.: /MB/HRC/CRM/KG8204

Must have

  • 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 using SAS or R;
  • At least 5 years experience with operational risk model development and/or validation (AMA model)

Nice to have

  • Knowledge of and experience with 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
  • 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.

 

As an expert in operational risk modelling, you will be given the opportunity to broaden 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 - 18:00 (8 hours per day)
work hours
ul. Zajęcza 4, Warszawa
this is the location of our office

Scope of duties

30%
  - Developing, improving,analysing and documenting operational risk models
 
30%
  - Monitoring of internal models,backtesting and benchmarking
 
20%
  - Improving model developmentmethodology
 
10%
  - Advising management aboutmodelling topics ;
 
10%
  - Project and stakeholdermanagement
 

Other requirements

  • 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
We take care of:
Recruitment assistance:

Prosimy o przesłanie CV wraz z dołączoną zgodą na przetwarzanie danych osobowych za pomocą przycisku:

Uprzejmie informujemy, iż skontaktujemy się z wybranymi kandydatami.

Jeżeli w przyszłości, chciałbyś/chciałabyś brać udział w innych rekrutacjach prowadzonych przez ING Business Shared Services B.V. sp. z o.o. Oddział w Polsce z siedzibą w Katowicach, potrzebujemy Twojej dodatkowej zgody:  „Wyrażam zgodę na przetwarzanie moich danych osobowych na potrzeby przeprowadzenia przyszłych rekrutacji.”

W przypadku wyrażenia zgody na przetwarzanie Twoich danych osobowych na potrzeby przyszłych rekrutacji informujemy, że będą one wykorzystywane przez okres 2 lat. Wszystkie informacje dotyczące przetwarzania Twoich danych osobowych znajdziesz tutaj.
Operational risk modelling expert
Numer ref.: Numer Ref.: /MB/HRC/CRM/KG8204

Must have

  • 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 using SAS or R;
  • At least 5 years experience with operational risk model development and/or validation (AMA model)

Nice to have

  • Knowledge of and experience with 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
  • 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.

 

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


Scope of duties

30%
  - Developing, improving,analysing and documenting operational risk models
 
30%
  - Monitoring of internal models,backtesting and benchmarking
 
20%
  - Improving model developmentmethodology
 
10%
  - Advising management aboutmodelling topics ;
 
10%
  - Project and stakeholdermanagement
 

Prosimy o przesłanie CV wraz z dołączoną zgodą na przetwarzanie danych osobowych za pomocą przycisku:

Uprzejmie informujemy, iż skontaktujemy się z wybranymi kandydatami.

Jeżeli w przyszłości, chciałbyś/chciałabyś brać udział w innych rekrutacjach prowadzonych przez ING Business Shared Services B.V. sp. z o.o. Oddział w Polsce z siedzibą w Katowicach, potrzebujemy Twojej dodatkowej zgody:  „Wyrażam zgodę na przetwarzanie moich danych osobowych na potrzeby przeprowadzenia przyszłych rekrutacji.”

W przypadku wyrażenia zgody na przetwarzanie Twoich danych osobowych na potrzeby przyszłych rekrutacji informujemy, że będą one wykorzystywane przez okres 2 lat. Wszystkie informacje dotyczące przetwarzania Twoich danych osobowych znajdziesz tutaj.

Other requirements

  • 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

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