ING Tech Poland

Python developer in Credit Risk Modelling (Specialist)

ING Tech PolandO firmie

Rekrutacja zdalna

Rekrutacja zdalna

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Rekrutacja zdalna

ING Tech Poland

Zajęcza 4

Warszawa

Python developer in Credit Risk Modelling (Specialist)
Miejsce pracy: Warszawa

Must have:

  • An academic degree (BSc or MSc) in computer science, mathematics, physics, statistics, econometrics, quantitative methods, or a similar quantitative field
  • Strong knowledge of statistical modelling and econometric methods
  • Experience with statistical programming in Python (including knowledge of Pandas, NumPy, Scikit-learn, Matplotlib, Seaborn)
  • Knowledge of and experience with advanced statistical techniques such as Bayesian modelling, Monte Carlo, neural networks, etc.
  • Experience with databases, data modelling, data preparation and data quality control

Nice to have:

  • Familiarity with Version Control Systems (preferably Git)
  • Interest in ML algorithms and their understanding
  • Experience with documentation in Python (Sphinx)
  • Experience with other programming languages (e.g. C/C++, Java, Scala)
  • Knowledge of financial regulation (Basel, EBA, IFRS9)
  • Credit risk model development and/or validation, regulatory (Basel/IRB, IFRS9) and/or non-regulatory (e.g. credit approval models)
  • Experience in delivering solutions in an iterative way, working as part of a team with local and remote members

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 a Python developer in credit risk modelling, you will be given the opportunity to gain further experience in credit risk modelling topics, extend state-of-the-art modelling methods, tooling and data processing technologies
contract of employment
type of contract
8:00 - 16:00
work hours
Zajęcza 4, Warszawa
this is the location of our office

Scope of duties

25%
  - Get familiar with model development methodology
 
25%
  - Implement credit risk modelling methods
 
25%
  - Deployement and testing of your solutions
 
25%
  - Documenting and raporting
 

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
  • Attention to details
  • 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 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.

Must have:

  • An academic degree (BSc or MSc) in computer science, mathematics, physics, statistics, econometrics, quantitative methods, or a similar quantitative field
  • Strong knowledge of statistical modelling and econometric methods
  • Experience with statistical programming in Python (including knowledge of Pandas, NumPy, Scikit-learn, Matplotlib, Seaborn)
  • Knowledge of and experience with advanced statistical techniques such as Bayesian modelling, Monte Carlo, neural networks, etc.
  • Experience with databases, data modelling, data preparation and data quality control
Python developer in Credit Risk Modelling (Specialist)

Nice to have:

  • Familiarity with Version Control Systems (preferably Git)
  • Interest in ML algorithms and their understanding
  • Experience with documentation in Python (Sphinx)
  • Experience with other programming languages (e.g. C/C++, Java, Scala)
  • Knowledge of financial regulation (Basel, EBA, IFRS9)
  • Credit risk model development and/or validation, regulatory (Basel/IRB, IFRS9) and/or non-regulatory (e.g. credit approval models)
  • Experience in delivering solutions in an iterative way, working as part of a team with local and remote members

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 a Python developer in credit risk modelling, you will be given the opportunity to gain further experience in credit risk modelling topics, extend state-of-the-art modelling methods, tooling and data processing technologies

Scope of duties

25%
  - Get familiar with model development methodology
 
25%
  - Implement credit risk modelling methods
 
25%
  - Deployement and testing of your solutions
 
25%
  - Documenting and raporting
 

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
  • Attention to details
  • Keen on innovation
  • Analytical and critical attitude

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.

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